Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,332.0 |
1,331.7 |
-0.3 |
0.0% |
1,328.1 |
High |
1,333.8 |
1,335.9 |
2.1 |
0.2% |
1,357.6 |
Low |
1,323.3 |
1,318.8 |
-4.5 |
-0.3% |
1,325.5 |
Close |
1,325.6 |
1,323.7 |
-1.9 |
-0.1% |
1,334.5 |
Range |
10.5 |
17.1 |
6.6 |
62.9% |
32.1 |
ATR |
16.4 |
16.5 |
0.0 |
0.3% |
0.0 |
Volume |
194,664 |
180,759 |
-13,905 |
-7.1% |
779,903 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.4 |
1,367.7 |
1,333.1 |
|
R3 |
1,360.3 |
1,350.6 |
1,328.4 |
|
R2 |
1,343.2 |
1,343.2 |
1,326.8 |
|
R1 |
1,333.5 |
1,333.5 |
1,325.3 |
1,329.8 |
PP |
1,326.1 |
1,326.1 |
1,326.1 |
1,324.3 |
S1 |
1,316.4 |
1,316.4 |
1,322.1 |
1,312.7 |
S2 |
1,309.0 |
1,309.0 |
1,320.6 |
|
S3 |
1,291.9 |
1,299.3 |
1,319.0 |
|
S4 |
1,274.8 |
1,282.2 |
1,314.3 |
|
|
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 |
1,318.8 |
38.8 |
2.9% |
13.1 |
1.0% |
13% |
False |
True |
174,814 |
10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
16.6 |
1.3% |
35% |
False |
False |
190,845 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
15.5 |
1.2% |
31% |
False |
False |
188,941 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.3 |
1.2% |
26% |
False |
False |
163,658 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
19.1 |
1.4% |
52% |
False |
False |
115,619 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.7 |
1.4% |
66% |
False |
False |
88,422 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.6 |
1.4% |
66% |
False |
False |
71,669 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.3 |
1.4% |
66% |
False |
False |
60,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.6 |
2.618 |
1,380.7 |
1.618 |
1,363.6 |
1.000 |
1,353.0 |
0.618 |
1,346.5 |
HIGH |
1,335.9 |
0.618 |
1,329.4 |
0.500 |
1,327.4 |
0.382 |
1,325.3 |
LOW |
1,318.8 |
0.618 |
1,308.2 |
1.000 |
1,301.7 |
1.618 |
1,291.1 |
2.618 |
1,274.0 |
4.250 |
1,246.1 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,327.4 |
1,331.2 |
PP |
1,326.1 |
1,328.7 |
S1 |
1,324.9 |
1,326.2 |
|