Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,322.6 |
1,325.8 |
3.2 |
0.2% |
1,328.1 |
High |
1,329.8 |
1,332.5 |
2.7 |
0.2% |
1,357.6 |
Low |
1,316.6 |
1,312.1 |
-4.5 |
-0.3% |
1,325.5 |
Close |
1,326.1 |
1,318.0 |
-8.1 |
-0.6% |
1,334.5 |
Range |
13.2 |
20.4 |
7.2 |
54.5% |
32.1 |
ATR |
16.2 |
16.5 |
0.3 |
1.8% |
0.0 |
Volume |
139,432 |
211,228 |
71,796 |
51.5% |
779,903 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.1 |
1,370.4 |
1,329.2 |
|
R3 |
1,361.7 |
1,350.0 |
1,323.6 |
|
R2 |
1,341.3 |
1,341.3 |
1,321.7 |
|
R1 |
1,329.6 |
1,329.6 |
1,319.9 |
1,325.3 |
PP |
1,320.9 |
1,320.9 |
1,320.9 |
1,318.7 |
S1 |
1,309.2 |
1,309.2 |
1,316.1 |
1,304.9 |
S2 |
1,300.5 |
1,300.5 |
1,314.3 |
|
S3 |
1,280.1 |
1,288.8 |
1,312.4 |
|
S4 |
1,259.7 |
1,268.4 |
1,306.8 |
|
|
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 |
1,343.6 |
1,312.1 |
31.5 |
2.4% |
14.7 |
1.1% |
19% |
False |
True |
178,002 |
10 |
1,357.6 |
1,305.5 |
52.1 |
4.0% |
17.1 |
1.3% |
24% |
False |
False |
191,983 |
20 |
1,361.5 |
1,305.5 |
56.0 |
4.2% |
15.4 |
1.2% |
22% |
False |
False |
186,930 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.3 |
1.2% |
18% |
False |
False |
171,056 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
19.0 |
1.4% |
47% |
False |
False |
121,197 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.8 |
1.4% |
63% |
False |
False |
92,661 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
63% |
False |
False |
75,146 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.3 |
1.4% |
63% |
False |
False |
62,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.2 |
2.618 |
1,385.9 |
1.618 |
1,365.5 |
1.000 |
1,352.9 |
0.618 |
1,345.1 |
HIGH |
1,332.5 |
0.618 |
1,324.7 |
0.500 |
1,322.3 |
0.382 |
1,319.9 |
LOW |
1,312.1 |
0.618 |
1,299.5 |
1.000 |
1,291.7 |
1.618 |
1,279.1 |
2.618 |
1,258.7 |
4.250 |
1,225.4 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,322.3 |
1,324.0 |
PP |
1,320.9 |
1,322.0 |
S1 |
1,319.4 |
1,320.0 |
|