Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,341.6 |
1,332.0 |
-9.6 |
-0.7% |
1,328.1 |
High |
1,343.6 |
1,333.8 |
-9.8 |
-0.7% |
1,357.6 |
Low |
1,331.2 |
1,323.3 |
-7.9 |
-0.6% |
1,325.5 |
Close |
1,334.5 |
1,325.6 |
-8.9 |
-0.7% |
1,334.5 |
Range |
12.4 |
10.5 |
-1.9 |
-15.3% |
32.1 |
ATR |
16.8 |
16.4 |
-0.4 |
-2.4% |
0.0 |
Volume |
163,931 |
194,664 |
30,733 |
18.7% |
779,903 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.1 |
1,352.8 |
1,331.4 |
|
R3 |
1,348.6 |
1,342.3 |
1,328.5 |
|
R2 |
1,338.1 |
1,338.1 |
1,327.5 |
|
R1 |
1,331.8 |
1,331.8 |
1,326.6 |
1,329.7 |
PP |
1,327.6 |
1,327.6 |
1,327.6 |
1,326.5 |
S1 |
1,321.3 |
1,321.3 |
1,324.6 |
1,319.2 |
S2 |
1,317.1 |
1,317.1 |
1,323.7 |
|
S3 |
1,306.6 |
1,310.8 |
1,322.7 |
|
S4 |
1,296.1 |
1,300.3 |
1,319.8 |
|
|
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 |
1,323.3 |
34.3 |
2.6% |
16.0 |
1.2% |
7% |
False |
True |
194,913 |
10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
16.0 |
1.2% |
39% |
False |
False |
186,992 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
15.1 |
1.1% |
34% |
False |
False |
185,910 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.2 |
1.2% |
29% |
False |
False |
159,818 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
19.2 |
1.5% |
53% |
False |
False |
112,795 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.7 |
1.4% |
67% |
False |
False |
86,361 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.7 |
1.4% |
67% |
False |
False |
69,889 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.4 |
1.4% |
67% |
False |
False |
58,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.4 |
2.618 |
1,361.3 |
1.618 |
1,350.8 |
1.000 |
1,344.3 |
0.618 |
1,340.3 |
HIGH |
1,333.8 |
0.618 |
1,329.8 |
0.500 |
1,328.6 |
0.382 |
1,327.3 |
LOW |
1,323.3 |
0.618 |
1,316.8 |
1.000 |
1,312.8 |
1.618 |
1,306.3 |
2.618 |
1,295.8 |
4.250 |
1,278.7 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,328.6 |
1,338.6 |
PP |
1,327.6 |
1,334.3 |
S1 |
1,326.6 |
1,329.9 |
|