Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,254.0 |
5,163.0 |
-91.0 |
-1.7% |
5,372.0 |
High |
5,259.0 |
5,223.0 |
-36.0 |
-0.7% |
5,419.0 |
Low |
5,175.0 |
5,163.0 |
-12.0 |
-0.2% |
5,307.0 |
Close |
5,177.0 |
5,218.0 |
41.0 |
0.8% |
5,309.0 |
Range |
84.0 |
60.0 |
-24.0 |
-28.6% |
112.0 |
ATR |
45.1 |
46.2 |
1.1 |
2.4% |
0.0 |
Volume |
204,752 |
76,030 |
-128,722 |
-62.9% |
12,864 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,381.3 |
5,359.7 |
5,251.0 |
|
R3 |
5,321.3 |
5,299.7 |
5,234.5 |
|
R2 |
5,261.3 |
5,261.3 |
5,229.0 |
|
R1 |
5,239.7 |
5,239.7 |
5,223.5 |
5,250.5 |
PP |
5,201.3 |
5,201.3 |
5,201.3 |
5,206.8 |
S1 |
5,179.7 |
5,179.7 |
5,212.5 |
5,190.5 |
S2 |
5,141.3 |
5,141.3 |
5,207.0 |
|
S3 |
5,081.3 |
5,119.7 |
5,201.5 |
|
S4 |
5,021.3 |
5,059.7 |
5,185.0 |
|
|
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 |
5,377.0 |
5,163.0 |
214.0 |
4.1% |
51.2 |
1.0% |
26% |
False |
True |
74,128 |
10 |
5,419.0 |
5,163.0 |
256.0 |
4.9% |
40.3 |
0.8% |
21% |
False |
True |
37,188 |
20 |
5,531.0 |
5,163.0 |
368.0 |
7.1% |
26.4 |
0.5% |
15% |
False |
True |
18,624 |
40 |
5,532.0 |
5,163.0 |
369.0 |
7.1% |
18.6 |
0.4% |
15% |
False |
True |
9,365 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
14.0 |
0.3% |
37% |
False |
False |
6,256 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
12.4 |
0.2% |
37% |
False |
False |
4,698 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
10.1 |
0.2% |
37% |
False |
False |
3,762 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.3% |
8.4 |
0.2% |
55% |
False |
False |
3,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,478.0 |
2.618 |
5,380.1 |
1.618 |
5,320.1 |
1.000 |
5,283.0 |
0.618 |
5,260.1 |
HIGH |
5,223.0 |
0.618 |
5,200.1 |
0.500 |
5,193.0 |
0.382 |
5,185.9 |
LOW |
5,163.0 |
0.618 |
5,125.9 |
1.000 |
5,103.0 |
1.618 |
5,065.9 |
2.618 |
5,005.9 |
4.250 |
4,908.0 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,209.7 |
5,215.7 |
PP |
5,201.3 |
5,213.3 |
S1 |
5,193.0 |
5,211.0 |
|