Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,813.75 |
4,857.50 |
43.75 |
0.9% |
4,814.75 |
High |
4,864.50 |
4,873.25 |
8.75 |
0.2% |
4,892.25 |
Low |
4,800.75 |
4,844.75 |
44.00 |
0.9% |
4,782.50 |
Close |
4,860.75 |
4,868.25 |
7.50 |
0.2% |
4,856.50 |
Range |
63.75 |
28.50 |
-35.25 |
-55.3% |
109.75 |
ATR |
53.58 |
51.78 |
-1.79 |
-3.3% |
0.00 |
Volume |
227,156 |
208,679 |
-18,477 |
-8.1% |
1,115,124 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,947.50 |
4,936.50 |
4,884.00 |
|
R3 |
4,919.00 |
4,908.00 |
4,876.00 |
|
R2 |
4,890.50 |
4,890.50 |
4,873.50 |
|
R1 |
4,879.50 |
4,879.50 |
4,870.75 |
4,885.00 |
PP |
4,862.00 |
4,862.00 |
4,862.00 |
4,865.00 |
S1 |
4,851.00 |
4,851.00 |
4,865.75 |
4,856.50 |
S2 |
4,833.50 |
4,833.50 |
4,863.00 |
|
S3 |
4,805.00 |
4,822.50 |
4,860.50 |
|
S4 |
4,776.50 |
4,794.00 |
4,852.50 |
|
|
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 |
4,800.75 |
91.50 |
1.9% |
47.00 |
1.0% |
74% |
False |
False |
207,851 |
10 |
4,892.25 |
4,716.25 |
176.00 |
3.6% |
53.00 |
1.1% |
86% |
False |
False |
239,003 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
57.50 |
1.2% |
91% |
False |
False |
207,542 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
45.00 |
0.9% |
91% |
False |
False |
103,975 |
60 |
4,892.25 |
4,358.25 |
534.00 |
11.0% |
44.00 |
0.9% |
96% |
False |
False |
69,348 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
49.00 |
1.0% |
97% |
False |
False |
52,024 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
43.75 |
0.9% |
97% |
False |
False |
41,619 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
40.75 |
0.8% |
97% |
False |
False |
34,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.50 |
2.618 |
4,947.75 |
1.618 |
4,919.25 |
1.000 |
4,901.75 |
0.618 |
4,890.75 |
HIGH |
4,873.25 |
0.618 |
4,862.25 |
0.500 |
4,859.00 |
0.382 |
4,855.75 |
LOW |
4,844.75 |
0.618 |
4,827.25 |
1.000 |
4,816.25 |
1.618 |
4,798.75 |
2.618 |
4,770.25 |
4.250 |
4,723.50 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,865.25 |
4,857.75 |
PP |
4,862.00 |
4,847.50 |
S1 |
4,859.00 |
4,837.00 |
|