Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,280.0 |
5,269.0 |
-11.0 |
-0.2% |
5,223.0 |
High |
5,286.0 |
5,292.0 |
6.0 |
0.1% |
5,291.0 |
Low |
5,246.0 |
5,259.0 |
13.0 |
0.2% |
5,163.0 |
Close |
5,269.0 |
5,290.0 |
21.0 |
0.4% |
5,275.0 |
Range |
40.0 |
33.0 |
-7.0 |
-17.5% |
128.0 |
ATR |
47.4 |
46.4 |
-1.0 |
-2.2% |
0.0 |
Volume |
16,705 |
20,478 |
3,773 |
22.6% |
412,242 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,379.3 |
5,367.7 |
5,308.2 |
|
R3 |
5,346.3 |
5,334.7 |
5,299.1 |
|
R2 |
5,313.3 |
5,313.3 |
5,296.1 |
|
R1 |
5,301.7 |
5,301.7 |
5,293.0 |
5,307.5 |
PP |
5,280.3 |
5,280.3 |
5,280.3 |
5,283.3 |
S1 |
5,268.7 |
5,268.7 |
5,287.0 |
5,274.5 |
S2 |
5,247.3 |
5,247.3 |
5,284.0 |
|
S3 |
5,214.3 |
5,235.7 |
5,280.9 |
|
S4 |
5,181.3 |
5,202.7 |
5,271.9 |
|
|
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 |
5,292.0 |
5,163.0 |
129.0 |
2.4% |
47.2 |
0.9% |
98% |
True |
False |
33,360 |
10 |
5,419.0 |
5,163.0 |
256.0 |
4.8% |
46.9 |
0.9% |
50% |
False |
False |
46,207 |
20 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
32.4 |
0.6% |
35% |
False |
False |
23,142 |
40 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
23.0 |
0.4% |
34% |
False |
False |
11,618 |
60 |
5,532.0 |
5,075.0 |
457.0 |
8.6% |
16.5 |
0.3% |
47% |
False |
False |
7,766 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
14.6 |
0.3% |
52% |
False |
False |
5,833 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
11.9 |
0.2% |
52% |
False |
False |
4,670 |
120 |
5,532.0 |
4,840.0 |
692.0 |
13.1% |
9.9 |
0.2% |
65% |
False |
False |
3,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,432.3 |
2.618 |
5,378.4 |
1.618 |
5,345.4 |
1.000 |
5,325.0 |
0.618 |
5,312.4 |
HIGH |
5,292.0 |
0.618 |
5,279.4 |
0.500 |
5,275.5 |
0.382 |
5,271.6 |
LOW |
5,259.0 |
0.618 |
5,238.6 |
1.000 |
5,226.0 |
1.618 |
5,205.6 |
2.618 |
5,172.6 |
4.250 |
5,118.8 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,285.2 |
5,282.8 |
PP |
5,280.3 |
5,275.7 |
S1 |
5,275.5 |
5,268.5 |
|