Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
4,857.50 |
4,866.75 |
9.25 |
0.2% |
4,814.75 |
High |
4,873.25 |
4,876.50 |
3.25 |
0.1% |
4,892.25 |
Low |
4,844.75 |
4,812.50 |
-32.25 |
-0.7% |
4,782.50 |
Close |
4,868.25 |
4,844.25 |
-24.00 |
-0.5% |
4,856.50 |
Range |
28.50 |
64.00 |
35.50 |
124.6% |
109.75 |
ATR |
51.78 |
52.66 |
0.87 |
1.7% |
0.00 |
Volume |
208,679 |
306,337 |
97,658 |
46.8% |
1,115,124 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.50 |
5,004.25 |
4,879.50 |
|
R3 |
4,972.50 |
4,940.25 |
4,861.75 |
|
R2 |
4,908.50 |
4,908.50 |
4,856.00 |
|
R1 |
4,876.25 |
4,876.25 |
4,850.00 |
4,860.50 |
PP |
4,844.50 |
4,844.50 |
4,844.50 |
4,836.50 |
S1 |
4,812.25 |
4,812.25 |
4,838.50 |
4,796.50 |
S2 |
4,780.50 |
4,780.50 |
4,832.50 |
|
S3 |
4,716.50 |
4,748.25 |
4,826.75 |
|
S4 |
4,652.50 |
4,684.25 |
4,809.00 |
|
|
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 |
4,889.75 |
4,800.75 |
89.00 |
1.8% |
50.00 |
1.0% |
49% |
False |
False |
229,816 |
10 |
4,892.25 |
4,782.50 |
109.75 |
2.3% |
48.50 |
1.0% |
56% |
False |
False |
235,277 |
20 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
59.50 |
1.2% |
82% |
False |
False |
222,831 |
40 |
4,892.25 |
4,625.25 |
267.00 |
5.5% |
46.00 |
0.9% |
82% |
False |
False |
111,629 |
60 |
4,892.25 |
4,421.50 |
470.75 |
9.7% |
43.75 |
0.9% |
90% |
False |
False |
74,453 |
80 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
49.50 |
1.0% |
93% |
False |
False |
55,853 |
100 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
44.50 |
0.9% |
93% |
False |
False |
44,682 |
120 |
4,892.25 |
4,164.00 |
728.25 |
15.0% |
40.75 |
0.8% |
93% |
False |
False |
37,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,148.50 |
2.618 |
5,044.00 |
1.618 |
4,980.00 |
1.000 |
4,940.50 |
0.618 |
4,916.00 |
HIGH |
4,876.50 |
0.618 |
4,852.00 |
0.500 |
4,844.50 |
0.382 |
4,837.00 |
LOW |
4,812.50 |
0.618 |
4,773.00 |
1.000 |
4,748.50 |
1.618 |
4,709.00 |
2.618 |
4,645.00 |
4.250 |
4,540.50 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
4,844.50 |
4,842.50 |
PP |
4,844.50 |
4,840.50 |
S1 |
4,844.25 |
4,838.50 |
|