Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,349.1 |
1,341.6 |
-7.5 |
-0.6% |
1,328.1 |
High |
1,353.9 |
1,343.6 |
-10.3 |
-0.8% |
1,357.6 |
Low |
1,339.1 |
1,331.2 |
-7.9 |
-0.6% |
1,325.5 |
Close |
1,341.6 |
1,334.5 |
-7.1 |
-0.5% |
1,334.5 |
Range |
14.8 |
12.4 |
-2.4 |
-16.2% |
32.1 |
ATR |
17.2 |
16.8 |
-0.3 |
-2.0% |
0.0 |
Volume |
182,893 |
163,931 |
-18,962 |
-10.4% |
779,903 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.6 |
1,366.5 |
1,341.3 |
|
R3 |
1,361.2 |
1,354.1 |
1,337.9 |
|
R2 |
1,348.8 |
1,348.8 |
1,336.8 |
|
R1 |
1,341.7 |
1,341.7 |
1,335.6 |
1,339.1 |
PP |
1,336.4 |
1,336.4 |
1,336.4 |
1,335.1 |
S1 |
1,329.3 |
1,329.3 |
1,333.4 |
1,326.7 |
S2 |
1,324.0 |
1,324.0 |
1,332.2 |
|
S3 |
1,311.6 |
1,316.9 |
1,331.1 |
|
S4 |
1,299.2 |
1,304.5 |
1,327.7 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.5 |
1,417.1 |
1,352.2 |
|
R3 |
1,403.4 |
1,385.0 |
1,343.3 |
|
R2 |
1,371.3 |
1,371.3 |
1,340.4 |
|
R1 |
1,352.9 |
1,352.9 |
1,337.4 |
1,362.1 |
PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,343.8 |
S1 |
1,320.8 |
1,320.8 |
1,331.6 |
1,330.0 |
S2 |
1,307.1 |
1,307.1 |
1,328.6 |
|
S3 |
1,275.0 |
1,288.7 |
1,325.7 |
|
S4 |
1,242.9 |
1,256.6 |
1,316.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,357.6 |
1,307.4 |
50.2 |
3.8% |
19.2 |
1.4% |
54% |
False |
False |
202,831 |
10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
17.5 |
1.3% |
56% |
False |
False |
197,530 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
15.8 |
1.2% |
49% |
False |
False |
188,155 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
16.3 |
1.2% |
42% |
False |
False |
155,450 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
19.7 |
1.5% |
60% |
False |
False |
109,898 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.9 |
1.4% |
72% |
False |
False |
84,013 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.7 |
1.4% |
72% |
False |
False |
67,964 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.4 |
1.4% |
72% |
False |
False |
57,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.3 |
2.618 |
1,376.1 |
1.618 |
1,363.7 |
1.000 |
1,356.0 |
0.618 |
1,351.3 |
HIGH |
1,343.6 |
0.618 |
1,338.9 |
0.500 |
1,337.4 |
0.382 |
1,335.9 |
LOW |
1,331.2 |
0.618 |
1,323.5 |
1.000 |
1,318.8 |
1.618 |
1,311.1 |
2.618 |
1,298.7 |
4.250 |
1,278.5 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,337.4 |
1,344.4 |
PP |
1,336.4 |
1,341.1 |
S1 |
1,335.5 |
1,337.8 |
|