Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,325.0 |
5,223.0 |
-102.0 |
-1.9% |
5,372.0 |
High |
5,334.0 |
5,234.0 |
-100.0 |
-1.9% |
5,419.0 |
Low |
5,307.0 |
5,183.0 |
-124.0 |
-2.3% |
5,307.0 |
Close |
5,309.0 |
5,185.0 |
-124.0 |
-2.3% |
5,309.0 |
Range |
27.0 |
51.0 |
24.0 |
88.9% |
112.0 |
ATR |
35.6 |
42.1 |
6.5 |
18.1% |
0.0 |
Volume |
9,715 |
77,869 |
68,154 |
701.5% |
12,864 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.7 |
5,320.3 |
5,213.1 |
|
R3 |
5,302.7 |
5,269.3 |
5,199.0 |
|
R2 |
5,251.7 |
5,251.7 |
5,194.4 |
|
R1 |
5,218.3 |
5,218.3 |
5,189.7 |
5,209.5 |
PP |
5,200.7 |
5,200.7 |
5,200.7 |
5,196.3 |
S1 |
5,167.3 |
5,167.3 |
5,180.3 |
5,158.5 |
S2 |
5,149.7 |
5,149.7 |
5,175.7 |
|
S3 |
5,098.7 |
5,116.3 |
5,171.0 |
|
S4 |
5,047.7 |
5,065.3 |
5,157.0 |
|
|
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 |
5,183.0 |
236.0 |
4.6% |
32.2 |
0.6% |
1% |
False |
True |
18,115 |
10 |
5,452.0 |
5,183.0 |
269.0 |
5.2% |
29.0 |
0.6% |
1% |
False |
True |
9,117 |
20 |
5,531.0 |
5,183.0 |
348.0 |
6.7% |
20.9 |
0.4% |
1% |
False |
True |
4,595 |
40 |
5,532.0 |
5,183.0 |
349.0 |
6.7% |
15.0 |
0.3% |
1% |
False |
True |
2,346 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
12.0 |
0.2% |
31% |
False |
False |
1,576 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
10.6 |
0.2% |
31% |
False |
False |
1,188 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
8.7 |
0.2% |
31% |
False |
False |
954 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.3% |
7.2 |
0.1% |
50% |
False |
False |
798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,450.8 |
2.618 |
5,367.5 |
1.618 |
5,316.5 |
1.000 |
5,285.0 |
0.618 |
5,265.5 |
HIGH |
5,234.0 |
0.618 |
5,214.5 |
0.500 |
5,208.5 |
0.382 |
5,202.5 |
LOW |
5,183.0 |
0.618 |
5,151.5 |
1.000 |
5,132.0 |
1.618 |
5,100.5 |
2.618 |
5,049.5 |
4.250 |
4,966.3 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,208.5 |
5,280.0 |
PP |
5,200.7 |
5,248.3 |
S1 |
5,192.8 |
5,216.7 |
|