Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,849.00 |
4,887.25 |
38.25 |
0.8% |
4,814.75 |
High |
4,892.25 |
4,889.75 |
-2.50 |
-0.1% |
4,892.25 |
Low |
4,842.75 |
4,848.25 |
5.50 |
0.1% |
4,782.50 |
Close |
4,886.25 |
4,856.50 |
-29.75 |
-0.6% |
4,856.50 |
Range |
49.50 |
41.50 |
-8.00 |
-16.2% |
109.75 |
ATR |
53.73 |
52.85 |
-0.87 |
-1.6% |
0.00 |
Volume |
196,512 |
197,323 |
811 |
0.4% |
1,115,124 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,989.25 |
4,964.50 |
4,879.25 |
|
R3 |
4,947.75 |
4,923.00 |
4,868.00 |
|
R2 |
4,906.25 |
4,906.25 |
4,864.00 |
|
R1 |
4,881.50 |
4,881.50 |
4,860.25 |
4,873.00 |
PP |
4,864.75 |
4,864.75 |
4,864.75 |
4,860.75 |
S1 |
4,840.00 |
4,840.00 |
4,852.75 |
4,831.50 |
S2 |
4,823.25 |
4,823.25 |
4,849.00 |
|
S3 |
4,781.75 |
4,798.50 |
4,845.00 |
|
S4 |
4,740.25 |
4,757.00 |
4,833.75 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,173.00 |
5,124.50 |
4,916.75 |
|
R3 |
5,063.25 |
5,014.75 |
4,886.75 |
|
R2 |
4,953.50 |
4,953.50 |
4,876.50 |
|
R1 |
4,905.00 |
4,905.00 |
4,866.50 |
4,929.25 |
PP |
4,843.75 |
4,843.75 |
4,843.75 |
4,856.00 |
S1 |
4,795.25 |
4,795.25 |
4,846.50 |
4,819.50 |
S2 |
4,734.00 |
4,734.00 |
4,836.50 |
|
S3 |
4,624.25 |
4,685.50 |
4,826.25 |
|
S4 |
4,514.50 |
4,575.75 |
4,796.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,892.25 |
4,782.50 |
109.75 |
2.3% |
49.25 |
1.0% |
67% |
False |
False |
223,024 |
10 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
64.00 |
1.3% |
87% |
False |
False |
301,793 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
56.50 |
1.2% |
87% |
False |
False |
175,422 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
45.00 |
0.9% |
87% |
False |
False |
87,853 |
60 |
4,892.25 |
4,333.50 |
558.75 |
11.5% |
44.75 |
0.9% |
94% |
False |
False |
58,594 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
48.00 |
1.0% |
95% |
False |
False |
43,956 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
43.25 |
0.9% |
95% |
False |
False |
35,165 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
39.75 |
0.8% |
95% |
False |
False |
29,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,066.00 |
2.618 |
4,998.50 |
1.618 |
4,957.00 |
1.000 |
4,931.25 |
0.618 |
4,915.50 |
HIGH |
4,889.75 |
0.618 |
4,874.00 |
0.500 |
4,869.00 |
0.382 |
4,864.00 |
LOW |
4,848.25 |
0.618 |
4,822.50 |
1.000 |
4,806.75 |
1.618 |
4,781.00 |
2.618 |
4,739.50 |
4.250 |
4,672.00 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,869.00 |
4,851.00 |
PP |
4,864.75 |
4,845.75 |
S1 |
4,860.75 |
4,840.50 |
|