Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,728.50 |
4,729.00 |
0.50 |
0.0% |
4,794.00 |
High |
4,767.75 |
4,823.50 |
55.75 |
1.2% |
4,834.25 |
Low |
4,720.25 |
4,716.25 |
-4.00 |
-0.1% |
4,662.75 |
Close |
4,728.50 |
4,813.75 |
85.25 |
1.8% |
4,667.75 |
Range |
47.50 |
107.25 |
59.75 |
125.8% |
171.50 |
ATR |
52.45 |
56.37 |
3.91 |
7.5% |
0.00 |
Volume |
358,383 |
343,596 |
-14,787 |
-4.1% |
482,626 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,106.25 |
5,067.25 |
4,872.75 |
|
R3 |
4,999.00 |
4,960.00 |
4,843.25 |
|
R2 |
4,891.75 |
4,891.75 |
4,833.50 |
|
R1 |
4,852.75 |
4,852.75 |
4,823.50 |
4,872.25 |
PP |
4,784.50 |
4,784.50 |
4,784.50 |
4,794.25 |
S1 |
4,745.50 |
4,745.50 |
4,804.00 |
4,765.00 |
S2 |
4,677.25 |
4,677.25 |
4,794.00 |
|
S3 |
4,570.00 |
4,638.25 |
4,784.25 |
|
S4 |
4,462.75 |
4,531.00 |
4,754.75 |
|
|
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 |
4,823.50 |
4,625.25 |
198.25 |
4.1% |
99.00 |
2.1% |
95% |
True |
False |
399,977 |
10 |
4,834.25 |
4,625.25 |
209.00 |
4.3% |
70.25 |
1.5% |
90% |
False |
False |
210,385 |
20 |
4,834.25 |
4,625.25 |
209.00 |
4.3% |
52.00 |
1.1% |
90% |
False |
False |
105,517 |
40 |
4,834.25 |
4,619.00 |
215.25 |
4.5% |
43.25 |
0.9% |
90% |
False |
False |
52,848 |
60 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
51.00 |
1.1% |
97% |
False |
False |
35,252 |
80 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
45.75 |
0.9% |
97% |
False |
False |
26,443 |
100 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
41.50 |
0.9% |
97% |
False |
False |
21,155 |
120 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
39.00 |
0.8% |
97% |
False |
False |
17,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,279.25 |
2.618 |
5,104.25 |
1.618 |
4,997.00 |
1.000 |
4,930.75 |
0.618 |
4,889.75 |
HIGH |
4,823.50 |
0.618 |
4,782.50 |
0.500 |
4,770.00 |
0.382 |
4,757.25 |
LOW |
4,716.25 |
0.618 |
4,650.00 |
1.000 |
4,609.00 |
1.618 |
4,542.75 |
2.618 |
4,435.50 |
4.250 |
4,260.50 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,799.00 |
4,795.75 |
PP |
4,784.50 |
4,777.75 |
S1 |
4,770.00 |
4,759.50 |
|