Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,814.75 |
4,796.75 |
-18.00 |
-0.4% |
4,661.25 |
High |
4,841.75 |
4,820.50 |
-21.25 |
-0.4% |
4,823.50 |
Low |
4,782.50 |
4,790.00 |
7.50 |
0.2% |
4,625.25 |
Close |
4,794.25 |
4,798.50 |
4.25 |
0.1% |
4,814.25 |
Range |
59.25 |
30.50 |
-28.75 |
-48.5% |
198.25 |
ATR |
54.87 |
53.13 |
-1.74 |
-3.2% |
0.00 |
Volume |
235,031 |
195,027 |
-40,004 |
-17.0% |
1,902,810 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.50 |
4,877.00 |
4,815.25 |
|
R3 |
4,864.00 |
4,846.50 |
4,807.00 |
|
R2 |
4,833.50 |
4,833.50 |
4,804.00 |
|
R1 |
4,816.00 |
4,816.00 |
4,801.25 |
4,824.75 |
PP |
4,803.00 |
4,803.00 |
4,803.00 |
4,807.50 |
S1 |
4,785.50 |
4,785.50 |
4,795.75 |
4,794.25 |
S2 |
4,772.50 |
4,772.50 |
4,793.00 |
|
S3 |
4,742.00 |
4,755.00 |
4,790.00 |
|
S4 |
4,711.50 |
4,724.50 |
4,781.75 |
|
|
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 |
4,716.25 |
125.50 |
2.6% |
55.00 |
1.1% |
66% |
False |
False |
283,585 |
10 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
68.75 |
1.4% |
80% |
False |
False |
281,149 |
20 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
54.00 |
1.1% |
80% |
False |
False |
141,279 |
40 |
4,841.75 |
4,625.25 |
216.50 |
4.5% |
44.00 |
0.9% |
80% |
False |
False |
70,741 |
60 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
47.25 |
1.0% |
94% |
False |
False |
47,181 |
80 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
46.50 |
1.0% |
94% |
False |
False |
35,392 |
100 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
41.75 |
0.9% |
94% |
False |
False |
28,314 |
120 |
4,841.75 |
4,164.00 |
677.75 |
14.1% |
39.25 |
0.8% |
94% |
False |
False |
23,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,950.00 |
2.618 |
4,900.25 |
1.618 |
4,869.75 |
1.000 |
4,851.00 |
0.618 |
4,839.25 |
HIGH |
4,820.50 |
0.618 |
4,808.75 |
0.500 |
4,805.25 |
0.382 |
4,801.75 |
LOW |
4,790.00 |
0.618 |
4,771.25 |
1.000 |
4,759.50 |
1.618 |
4,740.75 |
2.618 |
4,710.25 |
4.250 |
4,660.50 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,805.25 |
4,812.00 |
PP |
4,803.00 |
4,807.50 |
S1 |
4,800.75 |
4,803.00 |
|