Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,288.0 |
5,355.0 |
67.0 |
1.3% |
5,223.0 |
High |
5,333.0 |
5,381.0 |
48.0 |
0.9% |
5,291.0 |
Low |
5,285.0 |
5,346.0 |
61.0 |
1.2% |
5,163.0 |
Close |
5,323.0 |
5,354.0 |
31.0 |
0.6% |
5,275.0 |
Range |
48.0 |
35.0 |
-13.0 |
-27.1% |
128.0 |
ATR |
46.5 |
47.3 |
0.8 |
1.8% |
0.0 |
Volume |
33,238 |
23,031 |
-10,207 |
-30.7% |
412,242 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,465.3 |
5,444.7 |
5,373.3 |
|
R3 |
5,430.3 |
5,409.7 |
5,363.6 |
|
R2 |
5,395.3 |
5,395.3 |
5,360.4 |
|
R1 |
5,374.7 |
5,374.7 |
5,357.2 |
5,367.5 |
PP |
5,360.3 |
5,360.3 |
5,360.3 |
5,356.8 |
S1 |
5,339.7 |
5,339.7 |
5,350.8 |
5,332.5 |
S2 |
5,325.3 |
5,325.3 |
5,347.6 |
|
S3 |
5,290.3 |
5,304.7 |
5,344.4 |
|
S4 |
5,255.3 |
5,269.7 |
5,334.8 |
|
|
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 |
5,381.0 |
5,245.0 |
136.0 |
2.5% |
40.4 |
0.8% |
80% |
True |
False |
23,947 |
10 |
5,381.0 |
5,163.0 |
218.0 |
4.1% |
48.1 |
0.9% |
88% |
True |
False |
51,540 |
20 |
5,500.0 |
5,163.0 |
337.0 |
6.3% |
36.5 |
0.7% |
57% |
False |
False |
25,953 |
40 |
5,532.0 |
5,163.0 |
369.0 |
6.9% |
24.7 |
0.5% |
52% |
False |
False |
13,025 |
60 |
5,532.0 |
5,140.0 |
392.0 |
7.3% |
17.7 |
0.3% |
55% |
False |
False |
8,703 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
15.6 |
0.3% |
65% |
False |
False |
6,536 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
12.7 |
0.2% |
65% |
False |
False |
5,232 |
120 |
5,532.0 |
4,840.0 |
692.0 |
12.9% |
10.6 |
0.2% |
74% |
False |
False |
4,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,529.8 |
2.618 |
5,472.6 |
1.618 |
5,437.6 |
1.000 |
5,416.0 |
0.618 |
5,402.6 |
HIGH |
5,381.0 |
0.618 |
5,367.6 |
0.500 |
5,363.5 |
0.382 |
5,359.4 |
LOW |
5,346.0 |
0.618 |
5,324.4 |
1.000 |
5,311.0 |
1.618 |
5,289.4 |
2.618 |
5,254.4 |
4.250 |
5,197.3 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,363.5 |
5,342.7 |
PP |
5,360.3 |
5,331.3 |
S1 |
5,357.2 |
5,320.0 |
|