Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,163.0 |
5,205.0 |
42.0 |
0.8% |
5,372.0 |
High |
5,223.0 |
5,232.0 |
9.0 |
0.2% |
5,419.0 |
Low |
5,163.0 |
5,175.0 |
12.0 |
0.2% |
5,307.0 |
Close |
5,218.0 |
5,229.0 |
11.0 |
0.2% |
5,309.0 |
Range |
60.0 |
57.0 |
-3.0 |
-5.0% |
112.0 |
ATR |
46.2 |
46.9 |
0.8 |
1.7% |
0.0 |
Volume |
76,030 |
27,307 |
-48,723 |
-64.1% |
12,864 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,383.0 |
5,363.0 |
5,260.4 |
|
R3 |
5,326.0 |
5,306.0 |
5,244.7 |
|
R2 |
5,269.0 |
5,269.0 |
5,239.5 |
|
R1 |
5,249.0 |
5,249.0 |
5,234.2 |
5,259.0 |
PP |
5,212.0 |
5,212.0 |
5,212.0 |
5,217.0 |
S1 |
5,192.0 |
5,192.0 |
5,223.8 |
5,202.0 |
S2 |
5,155.0 |
5,155.0 |
5,218.6 |
|
S3 |
5,098.0 |
5,135.0 |
5,213.3 |
|
S4 |
5,041.0 |
5,078.0 |
5,197.7 |
|
|
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 |
5,334.0 |
5,163.0 |
171.0 |
3.3% |
55.8 |
1.1% |
39% |
False |
False |
79,134 |
10 |
5,419.0 |
5,163.0 |
256.0 |
4.9% |
43.7 |
0.8% |
26% |
False |
False |
39,915 |
20 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
28.7 |
0.5% |
18% |
False |
False |
19,986 |
40 |
5,532.0 |
5,163.0 |
369.0 |
7.1% |
20.0 |
0.4% |
18% |
False |
False |
10,034 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
14.9 |
0.3% |
40% |
False |
False |
6,711 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
13.1 |
0.3% |
40% |
False |
False |
5,039 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
10.7 |
0.2% |
40% |
False |
False |
4,035 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.2% |
8.9 |
0.2% |
56% |
False |
False |
3,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,474.3 |
2.618 |
5,381.2 |
1.618 |
5,324.2 |
1.000 |
5,289.0 |
0.618 |
5,267.2 |
HIGH |
5,232.0 |
0.618 |
5,210.2 |
0.500 |
5,203.5 |
0.382 |
5,196.8 |
LOW |
5,175.0 |
0.618 |
5,139.8 |
1.000 |
5,118.0 |
1.618 |
5,082.8 |
2.618 |
5,025.8 |
4.250 |
4,932.8 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,220.5 |
5,223.0 |
PP |
5,212.0 |
5,217.0 |
S1 |
5,203.5 |
5,211.0 |
|