Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,251.3 |
1,207.7 |
-43.6 |
-3.5% |
1,246.0 |
High |
1,253.4 |
1,232.6 |
-20.8 |
-1.7% |
1,259.1 |
Low |
1,207.8 |
1,198.6 |
-9.2 |
-0.8% |
1,207.8 |
Close |
1,210.1 |
1,232.2 |
22.1 |
1.8% |
1,210.1 |
Range |
45.6 |
34.0 |
-11.6 |
-25.4% |
51.3 |
ATR |
13.5 |
14.9 |
1.5 |
10.9% |
0.0 |
Volume |
160,937 |
207,294 |
46,357 |
28.8% |
254,236 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.3 |
1,311.8 |
1,251.0 |
|
R3 |
1,289.3 |
1,277.8 |
1,241.5 |
|
R2 |
1,255.3 |
1,255.3 |
1,238.5 |
|
R1 |
1,243.8 |
1,243.8 |
1,235.3 |
1,249.5 |
PP |
1,221.3 |
1,221.3 |
1,221.3 |
1,224.0 |
S1 |
1,209.8 |
1,209.8 |
1,229.0 |
1,215.5 |
S2 |
1,187.3 |
1,187.3 |
1,226.0 |
|
S3 |
1,153.3 |
1,175.8 |
1,222.8 |
|
S4 |
1,119.3 |
1,141.8 |
1,213.5 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.5 |
1,346.3 |
1,238.3 |
|
R3 |
1,328.3 |
1,294.8 |
1,224.3 |
|
R2 |
1,277.0 |
1,277.0 |
1,219.5 |
|
R1 |
1,243.5 |
1,243.5 |
1,214.8 |
1,234.5 |
PP |
1,225.8 |
1,225.8 |
1,225.8 |
1,221.3 |
S1 |
1,192.3 |
1,192.3 |
1,205.5 |
1,183.3 |
S2 |
1,174.3 |
1,174.3 |
1,200.8 |
|
S3 |
1,123.0 |
1,141.0 |
1,196.0 |
|
S4 |
1,071.8 |
1,089.8 |
1,182.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.1 |
1,198.6 |
60.5 |
4.9% |
21.8 |
1.8% |
56% |
False |
True |
92,306 |
10 |
1,259.1 |
1,198.6 |
60.5 |
4.9% |
17.8 |
1.4% |
56% |
False |
True |
46,604 |
20 |
1,259.1 |
1,198.6 |
60.5 |
4.9% |
13.0 |
1.1% |
56% |
False |
True |
23,317 |
40 |
1,259.1 |
1,188.9 |
70.2 |
5.7% |
9.3 |
0.8% |
62% |
False |
False |
11,662 |
60 |
1,259.1 |
1,074.6 |
184.5 |
15.0% |
9.3 |
0.7% |
85% |
False |
False |
7,776 |
80 |
1,259.1 |
1,074.6 |
184.5 |
15.0% |
7.8 |
0.6% |
85% |
False |
False |
5,844 |
100 |
1,259.1 |
1,074.6 |
184.5 |
15.0% |
6.3 |
0.5% |
85% |
False |
False |
4,675 |
120 |
1,259.1 |
1,067.4 |
191.7 |
15.6% |
5.3 |
0.4% |
86% |
False |
False |
3,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.0 |
2.618 |
1,321.5 |
1.618 |
1,287.5 |
1.000 |
1,266.5 |
0.618 |
1,253.5 |
HIGH |
1,232.5 |
0.618 |
1,219.5 |
0.500 |
1,215.5 |
0.382 |
1,211.5 |
LOW |
1,198.5 |
0.618 |
1,177.5 |
1.000 |
1,164.5 |
1.618 |
1,143.5 |
2.618 |
1,109.5 |
4.250 |
1,054.0 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,226.8 |
1,231.0 |
PP |
1,221.3 |
1,230.0 |
S1 |
1,215.5 |
1,228.8 |
|