Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,887.25 |
4,852.00 |
-35.25 |
-0.7% |
4,814.75 |
High |
4,889.75 |
4,859.50 |
-30.25 |
-0.6% |
4,892.25 |
Low |
4,848.25 |
4,807.50 |
-40.75 |
-0.8% |
4,782.50 |
Close |
4,856.50 |
4,815.00 |
-41.50 |
-0.9% |
4,856.50 |
Range |
41.50 |
52.00 |
10.50 |
25.3% |
109.75 |
ATR |
52.85 |
52.79 |
-0.06 |
-0.1% |
0.00 |
Volume |
197,323 |
209,587 |
12,264 |
6.2% |
1,115,124 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,983.25 |
4,951.25 |
4,843.50 |
|
R3 |
4,931.25 |
4,899.25 |
4,829.25 |
|
R2 |
4,879.25 |
4,879.25 |
4,824.50 |
|
R1 |
4,847.25 |
4,847.25 |
4,819.75 |
4,837.25 |
PP |
4,827.25 |
4,827.25 |
4,827.25 |
4,822.50 |
S1 |
4,795.25 |
4,795.25 |
4,810.25 |
4,785.25 |
S2 |
4,775.25 |
4,775.25 |
4,805.50 |
|
S3 |
4,723.25 |
4,743.25 |
4,800.75 |
|
S4 |
4,671.25 |
4,691.25 |
4,786.50 |
|
|
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 |
4,788.50 |
103.75 |
2.2% |
48.00 |
1.0% |
26% |
False |
False |
217,936 |
10 |
4,892.25 |
4,695.75 |
196.50 |
4.1% |
55.00 |
1.1% |
61% |
False |
False |
277,266 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
56.25 |
1.2% |
71% |
False |
False |
185,844 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
45.75 |
0.9% |
71% |
False |
False |
93,090 |
60 |
4,892.25 |
4,358.25 |
534.00 |
11.1% |
44.50 |
0.9% |
86% |
False |
False |
62,087 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.1% |
48.25 |
1.0% |
89% |
False |
False |
46,576 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.1% |
43.50 |
0.9% |
89% |
False |
False |
37,260 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.1% |
40.25 |
0.8% |
89% |
False |
False |
31,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,080.50 |
2.618 |
4,995.75 |
1.618 |
4,943.75 |
1.000 |
4,911.50 |
0.618 |
4,891.75 |
HIGH |
4,859.50 |
0.618 |
4,839.75 |
0.500 |
4,833.50 |
0.382 |
4,827.25 |
LOW |
4,807.50 |
0.618 |
4,775.25 |
1.000 |
4,755.50 |
1.618 |
4,723.25 |
2.618 |
4,671.25 |
4.250 |
4,586.50 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,833.50 |
4,850.00 |
PP |
4,827.25 |
4,838.25 |
S1 |
4,821.25 |
4,826.50 |
|