Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
5,373.0 |
5,395.0 |
22.0 |
0.4% |
5,280.0 |
High |
5,407.0 |
5,423.0 |
16.0 |
0.3% |
5,424.0 |
Low |
5,356.0 |
5,381.0 |
25.0 |
0.5% |
5,246.0 |
Close |
5,407.0 |
5,401.0 |
-6.0 |
-0.1% |
5,420.0 |
Range |
51.0 |
42.0 |
-9.0 |
-17.6% |
178.0 |
ATR |
49.0 |
48.5 |
-0.5 |
-1.0% |
0.0 |
Volume |
28,938 |
19,738 |
-9,200 |
-31.8% |
133,972 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,527.7 |
5,506.3 |
5,424.1 |
|
R3 |
5,485.7 |
5,464.3 |
5,412.6 |
|
R2 |
5,443.7 |
5,443.7 |
5,408.7 |
|
R1 |
5,422.3 |
5,422.3 |
5,404.9 |
5,433.0 |
PP |
5,401.7 |
5,401.7 |
5,401.7 |
5,407.0 |
S1 |
5,380.3 |
5,380.3 |
5,397.2 |
5,391.0 |
S2 |
5,359.7 |
5,359.7 |
5,393.3 |
|
S3 |
5,317.7 |
5,338.3 |
5,389.5 |
|
S4 |
5,275.7 |
5,296.3 |
5,377.9 |
|
|
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 |
5,346.0 |
78.0 |
1.4% |
44.6 |
0.8% |
71% |
False |
False |
25,810 |
10 |
5,424.0 |
5,175.0 |
249.0 |
4.6% |
44.7 |
0.8% |
91% |
False |
False |
25,306 |
20 |
5,424.0 |
5,163.0 |
261.0 |
4.8% |
42.5 |
0.8% |
91% |
False |
False |
31,247 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
26.9 |
0.5% |
65% |
False |
False |
15,674 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
19.9 |
0.4% |
64% |
False |
False |
10,469 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
18.0 |
0.3% |
74% |
False |
False |
7,856 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
14.6 |
0.3% |
74% |
False |
False |
6,292 |
120 |
5,532.0 |
4,891.0 |
641.0 |
11.9% |
12.2 |
0.2% |
80% |
False |
False |
5,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,601.5 |
2.618 |
5,533.0 |
1.618 |
5,491.0 |
1.000 |
5,465.0 |
0.618 |
5,449.0 |
HIGH |
5,423.0 |
0.618 |
5,407.0 |
0.500 |
5,402.0 |
0.382 |
5,397.0 |
LOW |
5,381.0 |
0.618 |
5,355.0 |
1.000 |
5,339.0 |
1.618 |
5,313.0 |
2.618 |
5,271.0 |
4.250 |
5,202.5 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
5,402.0 |
5,397.3 |
PP |
5,401.7 |
5,393.7 |
S1 |
5,401.3 |
5,390.0 |
|