Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,661.25 |
4,758.25 |
97.00 |
2.1% |
4,794.00 |
High |
4,768.75 |
4,761.25 |
-7.50 |
-0.2% |
4,834.25 |
Low |
4,625.25 |
4,695.75 |
70.50 |
1.5% |
4,662.75 |
Close |
4,763.75 |
4,724.00 |
-39.75 |
-0.8% |
4,667.75 |
Range |
143.50 |
65.50 |
-78.00 |
-54.4% |
171.50 |
ATR |
51.67 |
52.83 |
1.17 |
2.3% |
0.00 |
Volume |
454,859 |
460,083 |
5,224 |
1.1% |
482,626 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,923.50 |
4,889.25 |
4,760.00 |
|
R3 |
4,858.00 |
4,823.75 |
4,742.00 |
|
R2 |
4,792.50 |
4,792.50 |
4,736.00 |
|
R1 |
4,758.25 |
4,758.25 |
4,730.00 |
4,742.50 |
PP |
4,727.00 |
4,727.00 |
4,727.00 |
4,719.25 |
S1 |
4,692.75 |
4,692.75 |
4,718.00 |
4,677.00 |
S2 |
4,661.50 |
4,661.50 |
4,712.00 |
|
S3 |
4,596.00 |
4,627.25 |
4,706.00 |
|
S4 |
4,530.50 |
4,561.75 |
4,688.00 |
|
|
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% |
82.50 |
1.7% |
47% |
False |
False |
278,713 |
10 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
61.00 |
1.3% |
47% |
False |
False |
140,329 |
20 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
47.50 |
1.0% |
47% |
False |
False |
70,429 |
40 |
4,834.25 |
4,580.25 |
254.00 |
5.4% |
41.25 |
0.9% |
57% |
False |
False |
35,302 |
60 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
49.75 |
1.1% |
84% |
False |
False |
23,553 |
80 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
44.00 |
0.9% |
84% |
False |
False |
17,668 |
100 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
40.50 |
0.9% |
84% |
False |
False |
14,135 |
120 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
38.00 |
0.8% |
84% |
False |
False |
11,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,039.50 |
2.618 |
4,932.75 |
1.618 |
4,867.25 |
1.000 |
4,826.75 |
0.618 |
4,801.75 |
HIGH |
4,761.25 |
0.618 |
4,736.25 |
0.500 |
4,728.50 |
0.382 |
4,720.75 |
LOW |
4,695.75 |
0.618 |
4,655.25 |
1.000 |
4,630.25 |
1.618 |
4,589.75 |
2.618 |
4,524.25 |
4.250 |
4,417.50 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,728.50 |
4,719.25 |
PP |
4,727.00 |
4,714.50 |
S1 |
4,725.50 |
4,709.50 |
|