Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,390.0 |
5,373.0 |
-17.0 |
-0.3% |
5,280.0 |
High |
5,424.0 |
5,407.0 |
-17.0 |
-0.3% |
5,424.0 |
Low |
5,387.0 |
5,356.0 |
-31.0 |
-0.6% |
5,246.0 |
Close |
5,417.0 |
5,407.0 |
-10.0 |
-0.2% |
5,420.0 |
Range |
37.0 |
51.0 |
14.0 |
37.8% |
178.0 |
ATR |
48.1 |
49.0 |
0.9 |
1.9% |
0.0 |
Volume |
16,825 |
28,938 |
12,113 |
72.0% |
133,972 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,543.0 |
5,526.0 |
5,435.1 |
|
R3 |
5,492.0 |
5,475.0 |
5,421.0 |
|
R2 |
5,441.0 |
5,441.0 |
5,416.4 |
|
R1 |
5,424.0 |
5,424.0 |
5,411.7 |
5,432.5 |
PP |
5,390.0 |
5,390.0 |
5,390.0 |
5,394.3 |
S1 |
5,373.0 |
5,373.0 |
5,402.3 |
5,381.5 |
S2 |
5,339.0 |
5,339.0 |
5,397.7 |
|
S3 |
5,288.0 |
5,322.0 |
5,393.0 |
|
S4 |
5,237.0 |
5,271.0 |
5,379.0 |
|
|
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 |
5,285.0 |
139.0 |
2.6% |
45.8 |
0.8% |
88% |
False |
False |
28,510 |
10 |
5,424.0 |
5,163.0 |
261.0 |
4.8% |
46.5 |
0.9% |
93% |
False |
False |
30,935 |
20 |
5,424.0 |
5,163.0 |
261.0 |
4.8% |
41.5 |
0.8% |
93% |
False |
False |
30,263 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
27.1 |
0.5% |
66% |
False |
False |
15,181 |
60 |
5,532.0 |
5,140.0 |
392.0 |
7.2% |
19.2 |
0.4% |
68% |
False |
False |
10,140 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
17.5 |
0.3% |
75% |
False |
False |
7,610 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
14.2 |
0.3% |
75% |
False |
False |
6,095 |
120 |
5,532.0 |
4,840.0 |
692.0 |
12.8% |
11.8 |
0.2% |
82% |
False |
False |
5,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,623.8 |
2.618 |
5,540.5 |
1.618 |
5,489.5 |
1.000 |
5,458.0 |
0.618 |
5,438.5 |
HIGH |
5,407.0 |
0.618 |
5,387.5 |
0.500 |
5,381.5 |
0.382 |
5,375.5 |
LOW |
5,356.0 |
0.618 |
5,324.5 |
1.000 |
5,305.0 |
1.618 |
5,273.5 |
2.618 |
5,222.5 |
4.250 |
5,139.3 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,398.5 |
5,401.3 |
PP |
5,390.0 |
5,395.7 |
S1 |
5,381.5 |
5,390.0 |
|