Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,316.3 |
1,318.0 |
1.7 |
0.1% |
1,332.0 |
High |
1,321.1 |
1,341.3 |
20.2 |
1.5% |
1,335.9 |
Low |
1,315.2 |
1,310.9 |
-4.3 |
-0.3% |
1,309.2 |
Close |
1,318.2 |
1,331.4 |
13.2 |
1.0% |
1,310.2 |
Range |
5.9 |
30.4 |
24.5 |
415.3% |
26.7 |
ATR |
15.2 |
16.3 |
1.1 |
7.2% |
0.0 |
Volume |
93,724 |
268,971 |
175,247 |
187.0% |
864,289 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.1 |
1,405.6 |
1,348.1 |
|
R3 |
1,388.7 |
1,375.2 |
1,339.8 |
|
R2 |
1,358.3 |
1,358.3 |
1,337.0 |
|
R1 |
1,344.8 |
1,344.8 |
1,334.2 |
1,351.6 |
PP |
1,327.9 |
1,327.9 |
1,327.9 |
1,331.2 |
S1 |
1,314.4 |
1,314.4 |
1,328.6 |
1,321.2 |
S2 |
1,297.5 |
1,297.5 |
1,325.8 |
|
S3 |
1,267.1 |
1,284.0 |
1,323.0 |
|
S4 |
1,236.7 |
1,253.6 |
1,314.7 |
|
|
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 |
1,341.3 |
1,309.2 |
32.1 |
2.4% |
15.6 |
1.2% |
69% |
True |
False |
165,594 |
10 |
1,353.9 |
1,309.2 |
44.7 |
3.4% |
14.6 |
1.1% |
50% |
False |
False |
168,964 |
20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
16.0 |
1.2% |
50% |
False |
False |
185,563 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.2 |
1.2% |
38% |
False |
False |
177,892 |
60 |
1,384.4 |
1,305.5 |
78.9 |
5.9% |
17.3 |
1.3% |
33% |
False |
False |
130,537 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.7 |
1.4% |
70% |
False |
False |
100,033 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.3 |
1.4% |
70% |
False |
False |
81,221 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.1 |
1.4% |
70% |
False |
False |
68,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.5 |
2.618 |
1,420.9 |
1.618 |
1,390.5 |
1.000 |
1,371.7 |
0.618 |
1,360.1 |
HIGH |
1,341.3 |
0.618 |
1,329.7 |
0.500 |
1,326.1 |
0.382 |
1,322.5 |
LOW |
1,310.9 |
0.618 |
1,292.1 |
1.000 |
1,280.5 |
1.618 |
1,261.7 |
2.618 |
1,231.3 |
4.250 |
1,181.7 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,329.6 |
1,329.6 |
PP |
1,327.9 |
1,327.9 |
S1 |
1,326.1 |
1,326.1 |
|