Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,205.0 |
5,272.0 |
67.0 |
1.3% |
5,223.0 |
High |
5,232.0 |
5,291.0 |
59.0 |
1.1% |
5,291.0 |
Low |
5,175.0 |
5,245.0 |
70.0 |
1.4% |
5,163.0 |
Close |
5,229.0 |
5,275.0 |
46.0 |
0.9% |
5,275.0 |
Range |
57.0 |
46.0 |
-11.0 |
-19.3% |
128.0 |
ATR |
46.9 |
48.0 |
1.1 |
2.3% |
0.0 |
Volume |
27,307 |
26,284 |
-1,023 |
-3.7% |
412,242 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,408.3 |
5,387.7 |
5,300.3 |
|
R3 |
5,362.3 |
5,341.7 |
5,287.7 |
|
R2 |
5,316.3 |
5,316.3 |
5,283.4 |
|
R1 |
5,295.7 |
5,295.7 |
5,279.2 |
5,306.0 |
PP |
5,270.3 |
5,270.3 |
5,270.3 |
5,275.5 |
S1 |
5,249.7 |
5,249.7 |
5,270.8 |
5,260.0 |
S2 |
5,224.3 |
5,224.3 |
5,266.6 |
|
S3 |
5,178.3 |
5,203.7 |
5,262.4 |
|
S4 |
5,132.3 |
5,157.7 |
5,249.7 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,627.0 |
5,579.0 |
5,345.4 |
|
R3 |
5,499.0 |
5,451.0 |
5,310.2 |
|
R2 |
5,371.0 |
5,371.0 |
5,298.5 |
|
R1 |
5,323.0 |
5,323.0 |
5,286.7 |
5,347.0 |
PP |
5,243.0 |
5,243.0 |
5,243.0 |
5,255.0 |
S1 |
5,195.0 |
5,195.0 |
5,263.3 |
5,219.0 |
S2 |
5,115.0 |
5,115.0 |
5,251.5 |
|
S3 |
4,987.0 |
5,067.0 |
5,239.8 |
|
S4 |
4,859.0 |
4,939.0 |
5,204.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,291.0 |
5,163.0 |
128.0 |
2.4% |
59.6 |
1.1% |
88% |
True |
False |
82,448 |
10 |
5,419.0 |
5,163.0 |
256.0 |
4.9% |
44.4 |
0.8% |
44% |
False |
False |
42,510 |
20 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
30.4 |
0.6% |
30% |
False |
False |
21,300 |
40 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
21.1 |
0.4% |
30% |
False |
False |
10,689 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
15.2 |
0.3% |
49% |
False |
False |
7,146 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
13.7 |
0.3% |
49% |
False |
False |
5,368 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
11.2 |
0.2% |
49% |
False |
False |
4,298 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.1% |
9.3 |
0.2% |
63% |
False |
False |
3,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,486.5 |
2.618 |
5,411.4 |
1.618 |
5,365.4 |
1.000 |
5,337.0 |
0.618 |
5,319.4 |
HIGH |
5,291.0 |
0.618 |
5,273.4 |
0.500 |
5,268.0 |
0.382 |
5,262.6 |
LOW |
5,245.0 |
0.618 |
5,216.6 |
1.000 |
5,199.0 |
1.618 |
5,170.6 |
2.618 |
5,124.6 |
4.250 |
5,049.5 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,272.7 |
5,259.0 |
PP |
5,270.3 |
5,243.0 |
S1 |
5,268.0 |
5,227.0 |
|