Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,758.25 |
4,728.50 |
-29.75 |
-0.6% |
4,794.00 |
High |
4,761.25 |
4,767.75 |
6.50 |
0.1% |
4,834.25 |
Low |
4,695.75 |
4,720.25 |
24.50 |
0.5% |
4,662.75 |
Close |
4,724.00 |
4,728.50 |
4.50 |
0.1% |
4,667.75 |
Range |
65.50 |
47.50 |
-18.00 |
-27.5% |
171.50 |
ATR |
52.83 |
52.45 |
-0.38 |
-0.7% |
0.00 |
Volume |
460,083 |
358,383 |
-101,700 |
-22.1% |
482,626 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,881.25 |
4,852.50 |
4,754.50 |
|
R3 |
4,833.75 |
4,805.00 |
4,741.50 |
|
R2 |
4,786.25 |
4,786.25 |
4,737.25 |
|
R1 |
4,757.50 |
4,757.50 |
4,732.75 |
4,752.25 |
PP |
4,738.75 |
4,738.75 |
4,738.75 |
4,736.25 |
S1 |
4,710.00 |
4,710.00 |
4,724.25 |
4,704.75 |
S2 |
4,691.25 |
4,691.25 |
4,719.75 |
|
S3 |
4,643.75 |
4,662.50 |
4,715.50 |
|
S4 |
4,596.25 |
4,615.00 |
4,702.50 |
|
|
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 |
4,832.50 |
4,625.25 |
207.25 |
4.4% |
87.00 |
1.8% |
50% |
False |
False |
346,828 |
10 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
62.00 |
1.3% |
49% |
False |
False |
176,081 |
20 |
4,834.25 |
4,625.25 |
209.00 |
4.4% |
48.50 |
1.0% |
49% |
False |
False |
88,344 |
40 |
4,834.25 |
4,592.00 |
242.25 |
5.1% |
42.00 |
0.9% |
56% |
False |
False |
44,261 |
60 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
49.75 |
1.1% |
84% |
False |
False |
29,526 |
80 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
44.50 |
0.9% |
84% |
False |
False |
22,148 |
100 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
40.50 |
0.9% |
84% |
False |
False |
17,719 |
120 |
4,834.25 |
4,164.00 |
670.25 |
14.2% |
38.25 |
0.8% |
84% |
False |
False |
14,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,969.50 |
2.618 |
4,892.00 |
1.618 |
4,844.50 |
1.000 |
4,815.25 |
0.618 |
4,797.00 |
HIGH |
4,767.75 |
0.618 |
4,749.50 |
0.500 |
4,744.00 |
0.382 |
4,738.50 |
LOW |
4,720.25 |
0.618 |
4,691.00 |
1.000 |
4,672.75 |
1.618 |
4,643.50 |
2.618 |
4,596.00 |
4.250 |
4,518.50 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,744.00 |
4,718.00 |
PP |
4,738.75 |
4,707.50 |
S1 |
4,733.75 |
4,697.00 |
|