Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,272.0 |
5,280.0 |
8.0 |
0.2% |
5,223.0 |
High |
5,291.0 |
5,286.0 |
-5.0 |
-0.1% |
5,291.0 |
Low |
5,245.0 |
5,246.0 |
1.0 |
0.0% |
5,163.0 |
Close |
5,275.0 |
5,269.0 |
-6.0 |
-0.1% |
5,275.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
128.0 |
ATR |
48.0 |
47.4 |
-0.6 |
-1.2% |
0.0 |
Volume |
26,284 |
16,705 |
-9,579 |
-36.4% |
412,242 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.0 |
5,368.0 |
5,291.0 |
|
R3 |
5,347.0 |
5,328.0 |
5,280.0 |
|
R2 |
5,307.0 |
5,307.0 |
5,276.3 |
|
R1 |
5,288.0 |
5,288.0 |
5,272.7 |
5,277.5 |
PP |
5,267.0 |
5,267.0 |
5,267.0 |
5,261.8 |
S1 |
5,248.0 |
5,248.0 |
5,265.3 |
5,237.5 |
S2 |
5,227.0 |
5,227.0 |
5,261.7 |
|
S3 |
5,187.0 |
5,208.0 |
5,258.0 |
|
S4 |
5,147.0 |
5,168.0 |
5,247.0 |
|
|
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% |
57.4 |
1.1% |
83% |
False |
False |
70,215 |
10 |
5,419.0 |
5,163.0 |
256.0 |
4.9% |
44.8 |
0.9% |
41% |
False |
False |
44,165 |
20 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
31.8 |
0.6% |
29% |
False |
False |
22,124 |
40 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
22.1 |
0.4% |
29% |
False |
False |
11,106 |
60 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
15.9 |
0.3% |
48% |
False |
False |
7,424 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
14.2 |
0.3% |
48% |
False |
False |
5,577 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
11.6 |
0.2% |
48% |
False |
False |
4,465 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.1% |
9.6 |
0.2% |
62% |
False |
False |
3,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,456.0 |
2.618 |
5,390.7 |
1.618 |
5,350.7 |
1.000 |
5,326.0 |
0.618 |
5,310.7 |
HIGH |
5,286.0 |
0.618 |
5,270.7 |
0.500 |
5,266.0 |
0.382 |
5,261.3 |
LOW |
5,246.0 |
0.618 |
5,221.3 |
1.000 |
5,206.0 |
1.618 |
5,181.3 |
2.618 |
5,141.3 |
4.250 |
5,076.0 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,268.0 |
5,257.0 |
PP |
5,267.0 |
5,245.0 |
S1 |
5,266.0 |
5,233.0 |
|