Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,374.0 |
5,390.0 |
16.0 |
0.3% |
5,280.0 |
High |
5,424.0 |
5,424.0 |
0.0 |
0.0% |
5,424.0 |
Low |
5,366.0 |
5,387.0 |
21.0 |
0.4% |
5,246.0 |
Close |
5,420.0 |
5,417.0 |
-3.0 |
-0.1% |
5,420.0 |
Range |
58.0 |
37.0 |
-21.0 |
-36.2% |
178.0 |
ATR |
49.0 |
48.1 |
-0.9 |
-1.7% |
0.0 |
Volume |
40,520 |
16,825 |
-23,695 |
-58.5% |
133,972 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.3 |
5,505.7 |
5,437.4 |
|
R3 |
5,483.3 |
5,468.7 |
5,427.2 |
|
R2 |
5,446.3 |
5,446.3 |
5,423.8 |
|
R1 |
5,431.7 |
5,431.7 |
5,420.4 |
5,439.0 |
PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,413.0 |
S1 |
5,394.7 |
5,394.7 |
5,413.6 |
5,402.0 |
S2 |
5,372.3 |
5,372.3 |
5,410.2 |
|
S3 |
5,335.3 |
5,357.7 |
5,406.8 |
|
S4 |
5,298.3 |
5,320.7 |
5,396.7 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,897.3 |
5,836.7 |
5,517.9 |
|
R3 |
5,719.3 |
5,658.7 |
5,469.0 |
|
R2 |
5,541.3 |
5,541.3 |
5,452.6 |
|
R1 |
5,480.7 |
5,480.7 |
5,436.3 |
5,511.0 |
PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,378.5 |
S1 |
5,302.7 |
5,302.7 |
5,403.7 |
5,333.0 |
S2 |
5,185.3 |
5,185.3 |
5,387.4 |
|
S3 |
5,007.3 |
5,124.7 |
5,371.1 |
|
S4 |
4,829.3 |
4,946.7 |
5,322.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,424.0 |
5,259.0 |
165.0 |
3.0% |
42.2 |
0.8% |
96% |
True |
False |
26,818 |
10 |
5,424.0 |
5,163.0 |
261.0 |
4.8% |
49.8 |
0.9% |
97% |
True |
False |
48,517 |
20 |
5,452.0 |
5,163.0 |
289.0 |
5.3% |
39.4 |
0.7% |
88% |
False |
False |
28,817 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
26.0 |
0.5% |
69% |
False |
False |
14,458 |
60 |
5,532.0 |
5,140.0 |
392.0 |
7.2% |
19.3 |
0.4% |
71% |
False |
False |
9,658 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
16.8 |
0.3% |
77% |
False |
False |
7,250 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
13.7 |
0.3% |
77% |
False |
False |
5,806 |
120 |
5,532.0 |
4,840.0 |
692.0 |
12.8% |
11.4 |
0.2% |
83% |
False |
False |
4,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,581.3 |
2.618 |
5,520.9 |
1.618 |
5,483.9 |
1.000 |
5,461.0 |
0.618 |
5,446.9 |
HIGH |
5,424.0 |
0.618 |
5,409.9 |
0.500 |
5,405.5 |
0.382 |
5,401.1 |
LOW |
5,387.0 |
0.618 |
5,364.1 |
1.000 |
5,350.0 |
1.618 |
5,327.1 |
2.618 |
5,290.1 |
4.250 |
5,229.8 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,413.2 |
5,406.3 |
PP |
5,409.3 |
5,395.7 |
S1 |
5,405.5 |
5,385.0 |
|