Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,374.0 |
5,325.0 |
-49.0 |
-0.9% |
5,372.0 |
High |
5,377.0 |
5,334.0 |
-43.0 |
-0.8% |
5,419.0 |
Low |
5,343.0 |
5,307.0 |
-36.0 |
-0.7% |
5,307.0 |
Close |
5,350.0 |
5,309.0 |
-41.0 |
-0.8% |
5,309.0 |
Range |
34.0 |
27.0 |
-7.0 |
-20.6% |
112.0 |
ATR |
35.1 |
35.6 |
0.6 |
1.6% |
0.0 |
Volume |
2,275 |
9,715 |
7,440 |
327.0% |
12,864 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,397.7 |
5,380.3 |
5,323.9 |
|
R3 |
5,370.7 |
5,353.3 |
5,316.4 |
|
R2 |
5,343.7 |
5,343.7 |
5,314.0 |
|
R1 |
5,326.3 |
5,326.3 |
5,311.5 |
5,321.5 |
PP |
5,316.7 |
5,316.7 |
5,316.7 |
5,314.3 |
S1 |
5,299.3 |
5,299.3 |
5,306.5 |
5,294.5 |
S2 |
5,289.7 |
5,289.7 |
5,304.1 |
|
S3 |
5,262.7 |
5,272.3 |
5,301.6 |
|
S4 |
5,235.7 |
5,245.3 |
5,294.2 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,681.0 |
5,607.0 |
5,370.6 |
|
R3 |
5,569.0 |
5,495.0 |
5,339.8 |
|
R2 |
5,457.0 |
5,457.0 |
5,329.5 |
|
R1 |
5,383.0 |
5,383.0 |
5,319.3 |
5,364.0 |
PP |
5,345.0 |
5,345.0 |
5,345.0 |
5,335.5 |
S1 |
5,271.0 |
5,271.0 |
5,298.7 |
5,252.0 |
S2 |
5,233.0 |
5,233.0 |
5,288.5 |
|
S3 |
5,121.0 |
5,159.0 |
5,278.2 |
|
S4 |
5,009.0 |
5,047.0 |
5,247.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,419.0 |
5,307.0 |
112.0 |
2.1% |
29.2 |
0.6% |
2% |
False |
True |
2,572 |
10 |
5,452.0 |
5,307.0 |
145.0 |
2.7% |
24.6 |
0.5% |
1% |
False |
True |
1,332 |
20 |
5,531.0 |
5,307.0 |
224.0 |
4.2% |
18.6 |
0.4% |
1% |
False |
True |
726 |
40 |
5,532.0 |
5,307.0 |
225.0 |
4.2% |
13.7 |
0.3% |
1% |
False |
True |
403 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
12.4 |
0.2% |
56% |
False |
False |
278 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
10.0 |
0.2% |
56% |
False |
False |
215 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
8.2 |
0.2% |
56% |
False |
False |
176 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.0% |
6.8 |
0.1% |
68% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,448.8 |
2.618 |
5,404.7 |
1.618 |
5,377.7 |
1.000 |
5,361.0 |
0.618 |
5,350.7 |
HIGH |
5,334.0 |
0.618 |
5,323.7 |
0.500 |
5,320.5 |
0.382 |
5,317.3 |
LOW |
5,307.0 |
0.618 |
5,290.3 |
1.000 |
5,280.0 |
1.618 |
5,263.3 |
2.618 |
5,236.3 |
4.250 |
5,192.3 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,320.5 |
5,363.0 |
PP |
5,316.7 |
5,345.0 |
S1 |
5,312.8 |
5,327.0 |
|