Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,729.00 |
4,809.50 |
80.50 |
1.7% |
4,661.25 |
High |
4,823.50 |
4,819.50 |
-4.00 |
-0.1% |
4,823.50 |
Low |
4,716.25 |
4,788.75 |
72.50 |
1.5% |
4,625.25 |
Close |
4,813.75 |
4,814.25 |
0.50 |
0.0% |
4,814.25 |
Range |
107.25 |
30.75 |
-76.50 |
-71.3% |
198.25 |
ATR |
56.37 |
54.54 |
-1.83 |
-3.2% |
0.00 |
Volume |
343,596 |
285,889 |
-57,707 |
-16.8% |
1,902,810 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.75 |
4,887.75 |
4,831.25 |
|
R3 |
4,869.00 |
4,857.00 |
4,822.75 |
|
R2 |
4,838.25 |
4,838.25 |
4,820.00 |
|
R1 |
4,826.25 |
4,826.25 |
4,817.00 |
4,832.25 |
PP |
4,807.50 |
4,807.50 |
4,807.50 |
4,810.50 |
S1 |
4,795.50 |
4,795.50 |
4,811.50 |
4,801.50 |
S2 |
4,776.75 |
4,776.75 |
4,808.50 |
|
S3 |
4,746.00 |
4,764.75 |
4,805.75 |
|
S4 |
4,715.25 |
4,734.00 |
4,797.25 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.00 |
5,280.00 |
4,923.25 |
|
R3 |
5,150.75 |
5,081.75 |
4,868.75 |
|
R2 |
4,952.50 |
4,952.50 |
4,850.50 |
|
R1 |
4,883.50 |
4,883.50 |
4,832.50 |
4,918.00 |
PP |
4,754.25 |
4,754.25 |
4,754.25 |
4,771.50 |
S1 |
4,685.25 |
4,685.25 |
4,796.00 |
4,719.75 |
S2 |
4,556.00 |
4,556.00 |
4,778.00 |
|
S3 |
4,357.75 |
4,487.00 |
4,759.75 |
|
S4 |
4,159.50 |
4,288.75 |
4,705.25 |
|
|
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% |
79.00 |
1.6% |
95% |
False |
False |
380,562 |
10 |
4,834.25 |
4,625.25 |
209.00 |
4.3% |
69.00 |
1.4% |
90% |
False |
False |
238,754 |
20 |
4,834.25 |
4,625.25 |
209.00 |
4.3% |
52.25 |
1.1% |
90% |
False |
False |
119,808 |
40 |
4,834.25 |
4,622.00 |
212.25 |
4.4% |
43.25 |
0.9% |
91% |
False |
False |
59,993 |
60 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
51.00 |
1.1% |
97% |
False |
False |
40,016 |
80 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
45.50 |
0.9% |
97% |
False |
False |
30,017 |
100 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
41.50 |
0.9% |
97% |
False |
False |
24,013 |
120 |
4,834.25 |
4,164.00 |
670.25 |
13.9% |
38.75 |
0.8% |
97% |
False |
False |
20,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,950.25 |
2.618 |
4,900.00 |
1.618 |
4,869.25 |
1.000 |
4,850.25 |
0.618 |
4,838.50 |
HIGH |
4,819.50 |
0.618 |
4,807.75 |
0.500 |
4,804.00 |
0.382 |
4,800.50 |
LOW |
4,788.75 |
0.618 |
4,769.75 |
1.000 |
4,758.00 |
1.618 |
4,739.00 |
2.618 |
4,708.25 |
4.250 |
4,658.00 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,811.00 |
4,799.50 |
PP |
4,807.50 |
4,784.75 |
S1 |
4,804.00 |
4,770.00 |
|