Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,809.50 |
4,814.75 |
5.25 |
0.1% |
4,661.25 |
High |
4,819.50 |
4,841.75 |
22.25 |
0.5% |
4,823.50 |
Low |
4,788.75 |
4,782.50 |
-6.25 |
-0.1% |
4,625.25 |
Close |
4,814.25 |
4,794.25 |
-20.00 |
-0.4% |
4,814.25 |
Range |
30.75 |
59.25 |
28.50 |
92.7% |
198.25 |
ATR |
54.54 |
54.87 |
0.34 |
0.6% |
0.00 |
Volume |
285,889 |
235,031 |
-50,858 |
-17.8% |
1,902,810 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,984.00 |
4,948.25 |
4,826.75 |
|
R3 |
4,924.75 |
4,889.00 |
4,810.50 |
|
R2 |
4,865.50 |
4,865.50 |
4,805.00 |
|
R1 |
4,829.75 |
4,829.75 |
4,799.75 |
4,818.00 |
PP |
4,806.25 |
4,806.25 |
4,806.25 |
4,800.25 |
S1 |
4,770.50 |
4,770.50 |
4,788.75 |
4,758.75 |
S2 |
4,747.00 |
4,747.00 |
4,783.50 |
|
S3 |
4,687.75 |
4,711.25 |
4,778.00 |
|
S4 |
4,628.50 |
4,652.00 |
4,761.75 |
|
|
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 |
4,841.75 |
4,695.75 |
146.00 |
3.0% |
62.00 |
1.3% |
67% |
True |
False |
336,596 |
10 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
70.50 |
1.5% |
78% |
True |
False |
262,046 |
20 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
53.75 |
1.1% |
78% |
True |
False |
131,541 |
40 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
43.75 |
0.9% |
78% |
True |
False |
65,867 |
60 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
51.00 |
1.1% |
93% |
True |
False |
43,933 |
80 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
46.00 |
1.0% |
93% |
True |
False |
32,955 |
100 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
41.75 |
0.9% |
93% |
True |
False |
26,364 |
120 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
39.00 |
0.8% |
93% |
True |
False |
21,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,093.50 |
2.618 |
4,996.75 |
1.618 |
4,937.50 |
1.000 |
4,901.00 |
0.618 |
4,878.25 |
HIGH |
4,841.75 |
0.618 |
4,819.00 |
0.500 |
4,812.00 |
0.382 |
4,805.25 |
LOW |
4,782.50 |
0.618 |
4,746.00 |
1.000 |
4,723.25 |
1.618 |
4,686.75 |
2.618 |
4,627.50 |
4.250 |
4,530.75 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,812.00 |
4,789.25 |
PP |
4,806.25 |
4,784.00 |
S1 |
4,800.25 |
4,779.00 |
|