Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,313.2 |
1,316.3 |
3.1 |
0.2% |
1,332.0 |
High |
1,321.8 |
1,321.1 |
-0.7 |
-0.1% |
1,335.9 |
Low |
1,312.6 |
1,315.2 |
2.6 |
0.2% |
1,309.2 |
Close |
1,317.8 |
1,318.2 |
0.4 |
0.0% |
1,310.2 |
Range |
9.2 |
5.9 |
-3.3 |
-35.9% |
26.7 |
ATR |
15.9 |
15.2 |
-0.7 |
-4.5% |
0.0 |
Volume |
115,841 |
93,724 |
-22,117 |
-19.1% |
864,289 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.9 |
1,332.9 |
1,321.4 |
|
R3 |
1,330.0 |
1,327.0 |
1,319.8 |
|
R2 |
1,324.1 |
1,324.1 |
1,319.3 |
|
R1 |
1,321.1 |
1,321.1 |
1,318.7 |
1,322.6 |
PP |
1,318.2 |
1,318.2 |
1,318.2 |
1,318.9 |
S1 |
1,315.2 |
1,315.2 |
1,317.7 |
1,316.7 |
S2 |
1,312.3 |
1,312.3 |
1,317.1 |
|
S3 |
1,306.4 |
1,309.3 |
1,316.6 |
|
S4 |
1,300.5 |
1,303.4 |
1,315.0 |
|
|
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 |
1,332.5 |
1,309.2 |
23.3 |
1.8% |
12.2 |
0.9% |
39% |
False |
False |
139,686 |
10 |
1,357.6 |
1,309.2 |
48.4 |
3.7% |
12.7 |
1.0% |
19% |
False |
False |
157,250 |
20 |
1,357.6 |
1,305.5 |
52.1 |
4.0% |
15.0 |
1.1% |
24% |
False |
False |
178,716 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
15.7 |
1.2% |
18% |
False |
False |
173,415 |
60 |
1,384.4 |
1,305.5 |
78.9 |
6.0% |
17.1 |
1.3% |
16% |
False |
False |
126,236 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.5 |
1.4% |
63% |
False |
False |
96,729 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.3 |
1.4% |
63% |
False |
False |
78,563 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.0 |
1.4% |
63% |
False |
False |
65,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.2 |
2.618 |
1,336.5 |
1.618 |
1,330.6 |
1.000 |
1,327.0 |
0.618 |
1,324.7 |
HIGH |
1,321.1 |
0.618 |
1,318.8 |
0.500 |
1,318.2 |
0.382 |
1,317.5 |
LOW |
1,315.2 |
0.618 |
1,311.6 |
1.000 |
1,309.3 |
1.618 |
1,305.7 |
2.618 |
1,299.8 |
4.250 |
1,290.1 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,318.2 |
1,317.3 |
PP |
1,318.2 |
1,316.4 |
S1 |
1,318.2 |
1,315.5 |
|