Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,318.3 |
1,313.2 |
-5.1 |
-0.4% |
1,332.0 |
High |
1,321.5 |
1,321.8 |
0.3 |
0.0% |
1,335.9 |
Low |
1,309.2 |
1,312.6 |
3.4 |
0.3% |
1,309.2 |
Close |
1,310.2 |
1,317.8 |
7.6 |
0.6% |
1,310.2 |
Range |
12.3 |
9.2 |
-3.1 |
-25.2% |
26.7 |
ATR |
16.2 |
15.9 |
-0.3 |
-2.0% |
0.0 |
Volume |
138,206 |
115,841 |
-22,365 |
-16.2% |
864,289 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.0 |
1,340.6 |
1,322.9 |
|
R3 |
1,335.8 |
1,331.4 |
1,320.3 |
|
R2 |
1,326.6 |
1,326.6 |
1,319.5 |
|
R1 |
1,322.2 |
1,322.2 |
1,318.6 |
1,324.4 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,318.5 |
S1 |
1,313.0 |
1,313.0 |
1,317.0 |
1,315.2 |
S2 |
1,308.2 |
1,308.2 |
1,316.1 |
|
S3 |
1,299.0 |
1,303.8 |
1,315.3 |
|
S4 |
1,289.8 |
1,294.6 |
1,312.7 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.5 |
1,381.1 |
1,324.9 |
|
R3 |
1,371.8 |
1,354.4 |
1,317.5 |
|
R2 |
1,345.1 |
1,345.1 |
1,315.1 |
|
R1 |
1,327.7 |
1,327.7 |
1,312.6 |
1,323.1 |
PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,316.1 |
S1 |
1,301.0 |
1,301.0 |
1,307.8 |
1,296.4 |
S2 |
1,291.7 |
1,291.7 |
1,305.3 |
|
S3 |
1,265.0 |
1,274.3 |
1,302.9 |
|
S4 |
1,238.3 |
1,247.6 |
1,295.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,335.9 |
1,309.2 |
26.7 |
2.0% |
14.4 |
1.1% |
32% |
False |
False |
157,093 |
10 |
1,357.6 |
1,309.2 |
48.4 |
3.7% |
15.2 |
1.2% |
18% |
False |
False |
176,003 |
20 |
1,357.6 |
1,305.5 |
52.1 |
4.0% |
15.2 |
1.2% |
24% |
False |
False |
181,853 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
15.9 |
1.2% |
18% |
False |
False |
174,282 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.5% |
18.9 |
1.4% |
47% |
False |
False |
125,272 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
62% |
False |
False |
95,613 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
62% |
False |
False |
77,647 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.1 |
1.4% |
62% |
False |
False |
65,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.9 |
2.618 |
1,345.9 |
1.618 |
1,336.7 |
1.000 |
1,331.0 |
0.618 |
1,327.5 |
HIGH |
1,321.8 |
0.618 |
1,318.3 |
0.500 |
1,317.2 |
0.382 |
1,316.1 |
LOW |
1,312.6 |
0.618 |
1,306.9 |
1.000 |
1,303.4 |
1.618 |
1,297.7 |
2.618 |
1,288.5 |
4.250 |
1,273.5 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,317.6 |
1,320.9 |
PP |
1,317.4 |
1,319.8 |
S1 |
1,317.2 |
1,318.8 |
|