Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,824.75 |
4,785.25 |
-39.50 |
-0.8% |
4,794.00 |
High |
4,832.50 |
4,794.00 |
-38.50 |
-0.8% |
4,834.25 |
Low |
4,785.50 |
4,662.75 |
-122.75 |
-2.6% |
4,662.75 |
Close |
4,792.50 |
4,667.75 |
-124.75 |
-2.6% |
4,667.75 |
Range |
47.00 |
131.25 |
84.25 |
179.3% |
171.50 |
ATR |
37.94 |
44.60 |
6.67 |
17.6% |
0.00 |
Volume |
77,851 |
382,964 |
305,113 |
391.9% |
482,626 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,102.00 |
5,016.00 |
4,740.00 |
|
R3 |
4,970.75 |
4,884.75 |
4,703.75 |
|
R2 |
4,839.50 |
4,839.50 |
4,691.75 |
|
R1 |
4,753.50 |
4,753.50 |
4,679.75 |
4,731.00 |
PP |
4,708.25 |
4,708.25 |
4,708.25 |
4,696.75 |
S1 |
4,622.25 |
4,622.25 |
4,655.75 |
4,599.50 |
S2 |
4,577.00 |
4,577.00 |
4,643.75 |
|
S3 |
4,445.75 |
4,491.00 |
4,631.75 |
|
S4 |
4,314.50 |
4,359.75 |
4,595.50 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.00 |
5,123.50 |
4,762.00 |
|
R3 |
5,064.50 |
4,952.00 |
4,715.00 |
|
R2 |
4,893.00 |
4,893.00 |
4,699.25 |
|
R1 |
4,780.50 |
4,780.50 |
4,683.50 |
4,751.00 |
PP |
4,721.50 |
4,721.50 |
4,721.50 |
4,707.00 |
S1 |
4,609.00 |
4,609.00 |
4,652.00 |
4,579.50 |
S2 |
4,550.00 |
4,550.00 |
4,636.25 |
|
S3 |
4,378.50 |
4,437.50 |
4,620.50 |
|
S4 |
4,207.00 |
4,266.00 |
4,573.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,834.25 |
4,662.75 |
171.50 |
3.7% |
59.00 |
1.3% |
3% |
False |
True |
96,946 |
10 |
4,834.25 |
4,662.75 |
171.50 |
3.7% |
49.00 |
1.1% |
3% |
False |
True |
49,051 |
20 |
4,834.25 |
4,662.75 |
171.50 |
3.7% |
39.00 |
0.8% |
3% |
False |
True |
24,691 |
40 |
4,834.25 |
4,546.25 |
288.00 |
6.2% |
38.25 |
0.8% |
42% |
False |
False |
12,431 |
60 |
4,834.25 |
4,164.00 |
670.25 |
14.4% |
48.50 |
1.0% |
75% |
False |
False |
8,308 |
80 |
4,834.25 |
4,164.00 |
670.25 |
14.4% |
42.00 |
0.9% |
75% |
False |
False |
6,232 |
100 |
4,834.25 |
4,164.00 |
670.25 |
14.4% |
38.50 |
0.8% |
75% |
False |
False |
4,985 |
120 |
4,834.25 |
4,164.00 |
670.25 |
14.4% |
36.75 |
0.8% |
75% |
False |
False |
4,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,351.75 |
2.618 |
5,137.50 |
1.618 |
5,006.25 |
1.000 |
4,925.25 |
0.618 |
4,875.00 |
HIGH |
4,794.00 |
0.618 |
4,743.75 |
0.500 |
4,728.50 |
0.382 |
4,713.00 |
LOW |
4,662.75 |
0.618 |
4,581.75 |
1.000 |
4,531.50 |
1.618 |
4,450.50 |
2.618 |
4,319.25 |
4.250 |
4,105.00 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,728.50 |
4,748.50 |
PP |
4,708.25 |
4,721.50 |
S1 |
4,688.00 |
4,694.75 |
|