Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,330.1 |
1,325.0 |
-5.1 |
-0.4% |
1,313.2 |
High |
1,331.1 |
1,329.4 |
-1.7 |
-0.1% |
1,347.8 |
Low |
1,321.1 |
1,318.6 |
-2.5 |
-0.2% |
1,310.9 |
Close |
1,323.7 |
1,326.0 |
2.3 |
0.2% |
1,341.7 |
Range |
10.0 |
10.8 |
0.8 |
8.0% |
36.9 |
ATR |
14.9 |
14.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
157,569 |
157,335 |
-234 |
-0.1% |
758,652 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.1 |
1,352.3 |
1,331.9 |
|
R3 |
1,346.3 |
1,341.5 |
1,329.0 |
|
R2 |
1,335.5 |
1,335.5 |
1,328.0 |
|
R1 |
1,330.7 |
1,330.7 |
1,327.0 |
1,333.1 |
PP |
1,324.7 |
1,324.7 |
1,324.7 |
1,325.9 |
S1 |
1,319.9 |
1,319.9 |
1,325.0 |
1,322.3 |
S2 |
1,313.9 |
1,313.9 |
1,324.0 |
|
S3 |
1,303.1 |
1,309.1 |
1,323.0 |
|
S4 |
1,292.3 |
1,298.3 |
1,320.1 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.2 |
1,429.8 |
1,362.0 |
|
R3 |
1,407.3 |
1,392.9 |
1,351.8 |
|
R2 |
1,370.4 |
1,370.4 |
1,348.5 |
|
R1 |
1,356.0 |
1,356.0 |
1,345.1 |
1,363.2 |
PP |
1,333.5 |
1,333.5 |
1,333.5 |
1,337.1 |
S1 |
1,319.1 |
1,319.1 |
1,338.3 |
1,326.3 |
S2 |
1,296.6 |
1,296.6 |
1,334.9 |
|
S3 |
1,259.7 |
1,282.2 |
1,331.6 |
|
S4 |
1,222.8 |
1,245.3 |
1,321.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.1 |
1,318.6 |
27.5 |
2.1% |
10.7 |
0.8% |
27% |
False |
True |
148,504 |
10 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
12.4 |
0.9% |
44% |
False |
False |
152,611 |
20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
14.7 |
1.1% |
39% |
False |
False |
172,297 |
40 |
1,371.4 |
1,305.5 |
65.9 |
5.0% |
15.1 |
1.1% |
31% |
False |
False |
175,434 |
60 |
1,383.5 |
1,305.5 |
78.0 |
5.9% |
16.5 |
1.2% |
26% |
False |
False |
144,056 |
80 |
1,384.4 |
1,251.3 |
133.1 |
10.0% |
18.3 |
1.4% |
56% |
False |
False |
111,050 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
17.8 |
1.3% |
67% |
False |
False |
90,065 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
17.9 |
1.3% |
67% |
False |
False |
75,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.3 |
2.618 |
1,357.7 |
1.618 |
1,346.9 |
1.000 |
1,340.2 |
0.618 |
1,336.1 |
HIGH |
1,329.4 |
0.618 |
1,325.3 |
0.500 |
1,324.0 |
0.382 |
1,322.7 |
LOW |
1,318.6 |
0.618 |
1,311.9 |
1.000 |
1,307.8 |
1.618 |
1,301.1 |
2.618 |
1,290.3 |
4.250 |
1,272.7 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.3 |
1,331.1 |
PP |
1,324.7 |
1,329.4 |
S1 |
1,324.0 |
1,327.7 |
|