Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,260.0 |
5,178.0 |
-82.0 |
-1.6% |
5,374.0 |
High |
5,275.0 |
5,238.0 |
-37.0 |
-0.7% |
5,435.0 |
Low |
5,191.0 |
5,178.0 |
-13.0 |
-0.3% |
5,321.0 |
Close |
5,194.0 |
5,233.0 |
39.0 |
0.8% |
5,325.0 |
Range |
84.0 |
60.0 |
-24.0 |
-28.6% |
114.0 |
ATR |
55.8 |
56.1 |
0.3 |
0.5% |
0.0 |
Volume |
224,370 |
88,804 |
-135,566 |
-60.4% |
128,723 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,396.3 |
5,374.7 |
5,266.0 |
|
R3 |
5,336.3 |
5,314.7 |
5,249.5 |
|
R2 |
5,276.3 |
5,276.3 |
5,244.0 |
|
R1 |
5,254.7 |
5,254.7 |
5,238.5 |
5,265.5 |
PP |
5,216.3 |
5,216.3 |
5,216.3 |
5,221.8 |
S1 |
5,194.7 |
5,194.7 |
5,227.5 |
5,205.5 |
S2 |
5,156.3 |
5,156.3 |
5,222.0 |
|
S3 |
5,096.3 |
5,134.7 |
5,216.5 |
|
S4 |
5,036.3 |
5,074.7 |
5,200.0 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,702.3 |
5,627.7 |
5,387.7 |
|
R3 |
5,588.3 |
5,513.7 |
5,356.4 |
|
R2 |
5,474.3 |
5,474.3 |
5,345.9 |
|
R1 |
5,399.7 |
5,399.7 |
5,335.5 |
5,380.0 |
PP |
5,360.3 |
5,360.3 |
5,360.3 |
5,350.5 |
S1 |
5,285.7 |
5,285.7 |
5,314.6 |
5,266.0 |
S2 |
5,246.3 |
5,246.3 |
5,304.1 |
|
S3 |
5,132.3 |
5,171.7 |
5,293.7 |
|
S4 |
5,018.3 |
5,057.7 |
5,262.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,392.0 |
5,178.0 |
214.0 |
4.1% |
52.8 |
1.0% |
26% |
False |
True |
100,091 |
10 |
5,435.0 |
5,178.0 |
257.0 |
4.9% |
46.0 |
0.9% |
21% |
False |
True |
62,083 |
20 |
5,552.0 |
5,178.0 |
374.0 |
7.1% |
45.8 |
0.9% |
15% |
False |
True |
43,440 |
40 |
5,569.0 |
5,178.0 |
391.0 |
7.5% |
41.9 |
0.8% |
14% |
False |
True |
33,264 |
60 |
5,569.0 |
4,993.0 |
576.0 |
11.0% |
48.5 |
0.9% |
42% |
False |
False |
31,804 |
80 |
5,569.0 |
4,993.0 |
576.0 |
11.0% |
46.2 |
0.9% |
42% |
False |
False |
29,086 |
100 |
5,569.0 |
4,993.0 |
576.0 |
11.0% |
42.3 |
0.8% |
42% |
False |
False |
23,287 |
120 |
5,569.0 |
4,836.0 |
733.0 |
14.0% |
38.4 |
0.7% |
54% |
False |
False |
19,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,493.0 |
2.618 |
5,395.1 |
1.618 |
5,335.1 |
1.000 |
5,298.0 |
0.618 |
5,275.1 |
HIGH |
5,238.0 |
0.618 |
5,215.1 |
0.500 |
5,208.0 |
0.382 |
5,200.9 |
LOW |
5,178.0 |
0.618 |
5,140.9 |
1.000 |
5,118.0 |
1.618 |
5,080.9 |
2.618 |
5,020.9 |
4.250 |
4,923.0 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,224.7 |
5,230.8 |
PP |
5,216.3 |
5,228.7 |
S1 |
5,208.0 |
5,226.5 |
|