Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,785.25 |
4,661.25 |
-124.00 |
-2.6% |
4,794.00 |
High |
4,794.00 |
4,768.75 |
-25.25 |
-0.5% |
4,834.25 |
Low |
4,662.75 |
4,625.25 |
-37.50 |
-0.8% |
4,662.75 |
Close |
4,667.75 |
4,763.75 |
96.00 |
2.1% |
4,667.75 |
Range |
131.25 |
143.50 |
12.25 |
9.3% |
171.50 |
ATR |
44.60 |
51.67 |
7.06 |
15.8% |
0.00 |
Volume |
382,964 |
454,859 |
71,895 |
18.8% |
482,626 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,149.75 |
5,100.25 |
4,842.75 |
|
R3 |
5,006.25 |
4,956.75 |
4,803.25 |
|
R2 |
4,862.75 |
4,862.75 |
4,790.00 |
|
R1 |
4,813.25 |
4,813.25 |
4,777.00 |
4,838.00 |
PP |
4,719.25 |
4,719.25 |
4,719.25 |
4,731.50 |
S1 |
4,669.75 |
4,669.75 |
4,750.50 |
4,694.50 |
S2 |
4,575.75 |
4,575.75 |
4,737.50 |
|
S3 |
4,432.25 |
4,526.25 |
4,724.25 |
|
S4 |
4,288.75 |
4,382.75 |
4,684.75 |
|
|
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 |
4,625.25 |
209.00 |
4.4% |
79.00 |
1.7% |
66% |
False |
True |
187,497 |
10 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
57.50 |
1.2% |
66% |
False |
True |
94,423 |
20 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
45.50 |
1.0% |
66% |
False |
True |
47,431 |
40 |
4,834.25 |
4,570.25 |
264.00 |
5.5% |
40.75 |
0.9% |
73% |
False |
False |
23,801 |
60 |
4,834.25 |
4,164.00 |
670.25 |
14.1% |
50.00 |
1.0% |
89% |
False |
False |
15,887 |
80 |
4,834.25 |
4,164.00 |
670.25 |
14.1% |
43.50 |
0.9% |
89% |
False |
False |
11,917 |
100 |
4,834.25 |
4,164.00 |
670.25 |
14.1% |
39.75 |
0.8% |
89% |
False |
False |
9,534 |
120 |
4,834.25 |
4,164.00 |
670.25 |
14.1% |
37.50 |
0.8% |
89% |
False |
False |
7,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,378.50 |
2.618 |
5,144.50 |
1.618 |
5,001.00 |
1.000 |
4,912.25 |
0.618 |
4,857.50 |
HIGH |
4,768.75 |
0.618 |
4,714.00 |
0.500 |
4,697.00 |
0.382 |
4,680.00 |
LOW |
4,625.25 |
0.618 |
4,536.50 |
1.000 |
4,481.75 |
1.618 |
4,393.00 |
2.618 |
4,249.50 |
4.250 |
4,015.50 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,741.50 |
4,752.00 |
PP |
4,719.25 |
4,740.50 |
S1 |
4,697.00 |
4,729.00 |
|