Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,223.0 |
5,254.0 |
31.0 |
0.6% |
5,372.0 |
High |
5,234.0 |
5,259.0 |
25.0 |
0.5% |
5,419.0 |
Low |
5,183.0 |
5,175.0 |
-8.0 |
-0.2% |
5,307.0 |
Close |
5,185.0 |
5,177.0 |
-8.0 |
-0.2% |
5,309.0 |
Range |
51.0 |
84.0 |
33.0 |
64.7% |
112.0 |
ATR |
42.1 |
45.1 |
3.0 |
7.1% |
0.0 |
Volume |
77,869 |
204,752 |
126,883 |
162.9% |
12,864 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,455.7 |
5,400.3 |
5,223.2 |
|
R3 |
5,371.7 |
5,316.3 |
5,200.1 |
|
R2 |
5,287.7 |
5,287.7 |
5,192.4 |
|
R1 |
5,232.3 |
5,232.3 |
5,184.7 |
5,218.0 |
PP |
5,203.7 |
5,203.7 |
5,203.7 |
5,196.5 |
S1 |
5,148.3 |
5,148.3 |
5,169.3 |
5,134.0 |
S2 |
5,119.7 |
5,119.7 |
5,161.6 |
|
S3 |
5,035.7 |
5,064.3 |
5,153.9 |
|
S4 |
4,951.7 |
4,980.3 |
5,130.8 |
|
|
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 |
5,175.0 |
244.0 |
4.7% |
46.6 |
0.9% |
1% |
False |
True |
59,053 |
10 |
5,419.0 |
5,175.0 |
244.0 |
4.7% |
36.5 |
0.7% |
1% |
False |
True |
29,590 |
20 |
5,531.0 |
5,175.0 |
356.0 |
6.9% |
25.1 |
0.5% |
1% |
False |
True |
14,832 |
40 |
5,532.0 |
5,175.0 |
357.0 |
6.9% |
17.1 |
0.3% |
1% |
False |
True |
7,465 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
13.4 |
0.3% |
29% |
False |
False |
4,988 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
11.6 |
0.2% |
29% |
False |
False |
3,748 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
9.5 |
0.2% |
29% |
False |
False |
3,002 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.4% |
7.9 |
0.2% |
49% |
False |
False |
2,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,616.0 |
2.618 |
5,478.9 |
1.618 |
5,394.9 |
1.000 |
5,343.0 |
0.618 |
5,310.9 |
HIGH |
5,259.0 |
0.618 |
5,226.9 |
0.500 |
5,217.0 |
0.382 |
5,207.1 |
LOW |
5,175.0 |
0.618 |
5,123.1 |
1.000 |
5,091.0 |
1.618 |
5,039.1 |
2.618 |
4,955.1 |
4.250 |
4,818.0 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,217.0 |
5,254.5 |
PP |
5,203.7 |
5,228.7 |
S1 |
5,190.3 |
5,202.8 |
|