Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,852.00 |
4,813.75 |
-38.25 |
-0.8% |
4,814.75 |
High |
4,859.50 |
4,864.50 |
5.00 |
0.1% |
4,892.25 |
Low |
4,807.50 |
4,800.75 |
-6.75 |
-0.1% |
4,782.50 |
Close |
4,815.00 |
4,860.75 |
45.75 |
1.0% |
4,856.50 |
Range |
52.00 |
63.75 |
11.75 |
22.6% |
109.75 |
ATR |
52.79 |
53.58 |
0.78 |
1.5% |
0.00 |
Volume |
209,587 |
227,156 |
17,569 |
8.4% |
1,115,124 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,033.25 |
5,010.75 |
4,895.75 |
|
R3 |
4,969.50 |
4,947.00 |
4,878.25 |
|
R2 |
4,905.75 |
4,905.75 |
4,872.50 |
|
R1 |
4,883.25 |
4,883.25 |
4,866.50 |
4,894.50 |
PP |
4,842.00 |
4,842.00 |
4,842.00 |
4,847.50 |
S1 |
4,819.50 |
4,819.50 |
4,855.00 |
4,830.75 |
S2 |
4,778.25 |
4,778.25 |
4,849.00 |
|
S3 |
4,714.50 |
4,755.75 |
4,843.25 |
|
S4 |
4,650.75 |
4,692.00 |
4,825.75 |
|
|
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 |
4,788.50 |
103.75 |
2.1% |
54.50 |
1.1% |
70% |
False |
False |
224,361 |
10 |
4,892.25 |
4,716.25 |
176.00 |
3.6% |
54.75 |
1.1% |
82% |
False |
False |
253,973 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
58.00 |
1.2% |
88% |
False |
False |
197,151 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
46.25 |
1.0% |
88% |
False |
False |
98,764 |
60 |
4,892.25 |
4,358.25 |
534.00 |
11.0% |
44.50 |
0.9% |
94% |
False |
False |
65,871 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
48.75 |
1.0% |
96% |
False |
False |
49,415 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
44.00 |
0.9% |
96% |
False |
False |
39,532 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
40.75 |
0.8% |
96% |
False |
False |
32,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,135.50 |
2.618 |
5,031.50 |
1.618 |
4,967.75 |
1.000 |
4,928.25 |
0.618 |
4,904.00 |
HIGH |
4,864.50 |
0.618 |
4,840.25 |
0.500 |
4,832.50 |
0.382 |
4,825.00 |
LOW |
4,800.75 |
0.618 |
4,761.25 |
1.000 |
4,737.00 |
1.618 |
4,697.50 |
2.618 |
4,633.75 |
4.250 |
4,529.75 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,851.50 |
4,855.50 |
PP |
4,842.00 |
4,850.50 |
S1 |
4,832.50 |
4,845.25 |
|