Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,796.75 |
4,800.00 |
3.25 |
0.1% |
4,661.25 |
High |
4,820.50 |
4,854.50 |
34.00 |
0.7% |
4,823.50 |
Low |
4,790.00 |
4,788.50 |
-1.50 |
0.0% |
4,625.25 |
Close |
4,798.50 |
4,850.00 |
51.50 |
1.1% |
4,814.25 |
Range |
30.50 |
66.00 |
35.50 |
116.4% |
198.25 |
ATR |
53.13 |
54.05 |
0.92 |
1.7% |
0.00 |
Volume |
195,027 |
291,231 |
96,204 |
49.3% |
1,902,810 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,029.00 |
5,005.50 |
4,886.25 |
|
R3 |
4,963.00 |
4,939.50 |
4,868.25 |
|
R2 |
4,897.00 |
4,897.00 |
4,862.00 |
|
R1 |
4,873.50 |
4,873.50 |
4,856.00 |
4,885.25 |
PP |
4,831.00 |
4,831.00 |
4,831.00 |
4,837.00 |
S1 |
4,807.50 |
4,807.50 |
4,844.00 |
4,819.25 |
S2 |
4,765.00 |
4,765.00 |
4,838.00 |
|
S3 |
4,699.00 |
4,741.50 |
4,831.75 |
|
S4 |
4,633.00 |
4,675.50 |
4,813.75 |
|
|
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 |
4,854.50 |
4,716.25 |
138.25 |
2.9% |
58.75 |
1.2% |
97% |
True |
False |
270,154 |
10 |
4,854.50 |
4,625.25 |
229.25 |
4.7% |
72.75 |
1.5% |
98% |
True |
False |
308,491 |
20 |
4,854.50 |
4,625.25 |
229.25 |
4.7% |
55.75 |
1.2% |
98% |
True |
False |
155,806 |
40 |
4,854.50 |
4,625.25 |
229.25 |
4.7% |
44.50 |
0.9% |
98% |
True |
False |
78,018 |
60 |
4,854.50 |
4,173.00 |
681.50 |
14.1% |
46.75 |
1.0% |
99% |
True |
False |
52,032 |
80 |
4,854.50 |
4,164.00 |
690.50 |
14.2% |
47.25 |
1.0% |
99% |
True |
False |
39,033 |
100 |
4,854.50 |
4,164.00 |
690.50 |
14.2% |
42.25 |
0.9% |
99% |
True |
False |
31,226 |
120 |
4,854.50 |
4,164.00 |
690.50 |
14.2% |
39.25 |
0.8% |
99% |
True |
False |
26,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,135.00 |
2.618 |
5,027.25 |
1.618 |
4,961.25 |
1.000 |
4,920.50 |
0.618 |
4,895.25 |
HIGH |
4,854.50 |
0.618 |
4,829.25 |
0.500 |
4,821.50 |
0.382 |
4,813.75 |
LOW |
4,788.50 |
0.618 |
4,747.75 |
1.000 |
4,722.50 |
1.618 |
4,681.75 |
2.618 |
4,615.75 |
4.250 |
4,508.00 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,840.50 |
4,839.50 |
PP |
4,831.00 |
4,829.00 |
S1 |
4,821.50 |
4,818.50 |
|