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 |
1,331.7 |
1,322.6 |
-9.1 |
-0.7% |
1,328.1 |
High |
1,335.9 |
1,329.8 |
-6.1 |
-0.5% |
1,357.6 |
Low |
1,318.8 |
1,316.6 |
-2.2 |
-0.2% |
1,325.5 |
Close |
1,323.7 |
1,326.1 |
2.4 |
0.2% |
1,334.5 |
Range |
17.1 |
13.2 |
-3.9 |
-22.8% |
32.1 |
ATR |
16.5 |
16.2 |
-0.2 |
-1.4% |
0.0 |
Volume |
180,759 |
139,432 |
-41,327 |
-22.9% |
779,903 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.8 |
1,358.1 |
1,333.4 |
|
R3 |
1,350.6 |
1,344.9 |
1,329.7 |
|
R2 |
1,337.4 |
1,337.4 |
1,328.5 |
|
R1 |
1,331.7 |
1,331.7 |
1,327.3 |
1,334.6 |
PP |
1,324.2 |
1,324.2 |
1,324.2 |
1,325.6 |
S1 |
1,318.5 |
1,318.5 |
1,324.9 |
1,321.4 |
S2 |
1,311.0 |
1,311.0 |
1,323.7 |
|
S3 |
1,297.8 |
1,305.3 |
1,322.5 |
|
S4 |
1,284.6 |
1,292.1 |
1,318.8 |
|
|
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 |
1,353.9 |
1,316.6 |
37.3 |
2.8% |
13.6 |
1.0% |
25% |
False |
True |
172,335 |
10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
16.2 |
1.2% |
40% |
False |
False |
188,855 |
20 |
1,361.5 |
1,305.5 |
56.0 |
4.2% |
15.2 |
1.1% |
37% |
False |
False |
184,826 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.4 |
1.2% |
30% |
False |
False |
166,498 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
19.1 |
1.4% |
53% |
False |
False |
117,835 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.7 |
1.4% |
67% |
False |
False |
90,076 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.5 |
1.4% |
67% |
False |
False |
73,046 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.3 |
1.4% |
67% |
False |
False |
61,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.9 |
2.618 |
1,364.4 |
1.618 |
1,351.2 |
1.000 |
1,343.0 |
0.618 |
1,338.0 |
HIGH |
1,329.8 |
0.618 |
1,324.8 |
0.500 |
1,323.2 |
0.382 |
1,321.6 |
LOW |
1,316.6 |
0.618 |
1,308.4 |
1.000 |
1,303.4 |
1.618 |
1,295.2 |
2.618 |
1,282.0 |
4.250 |
1,260.5 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.1 |
1,326.3 |
PP |
1,324.2 |
1,326.2 |
S1 |
1,323.2 |
1,326.2 |
|