Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,440 |
18,351 |
-89 |
-0.5% |
18,419 |
High |
18,468 |
18,383 |
-85 |
-0.5% |
18,468 |
Low |
18,357 |
17,943 |
-414 |
-2.3% |
17,943 |
Close |
18,381 |
17,967 |
-414 |
-2.3% |
17,967 |
Range |
111 |
440 |
329 |
296.4% |
525 |
ATR |
121 |
144 |
23 |
18.8% |
0 |
Volume |
24,759 |
231,998 |
207,239 |
837.0% |
264,289 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,418 |
19,132 |
18,209 |
|
R3 |
18,978 |
18,692 |
18,088 |
|
R2 |
18,538 |
18,538 |
18,048 |
|
R1 |
18,252 |
18,252 |
18,007 |
18,175 |
PP |
18,098 |
18,098 |
18,098 |
18,059 |
S1 |
17,812 |
17,812 |
17,927 |
17,735 |
S2 |
17,658 |
17,658 |
17,886 |
|
S3 |
17,218 |
17,372 |
17,846 |
|
S4 |
16,778 |
16,932 |
17,725 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,701 |
19,359 |
18,256 |
|
R3 |
19,176 |
18,834 |
18,112 |
|
R2 |
18,651 |
18,651 |
18,063 |
|
R1 |
18,309 |
18,309 |
18,015 |
18,218 |
PP |
18,126 |
18,126 |
18,126 |
18,080 |
S1 |
17,784 |
17,784 |
17,919 |
17,693 |
S2 |
17,601 |
17,601 |
17,871 |
|
S3 |
17,076 |
17,259 |
17,823 |
|
S4 |
16,551 |
16,734 |
17,678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,468 |
17,943 |
525 |
2.9% |
175 |
1.0% |
5% |
False |
True |
52,994 |
10 |
18,468 |
17,943 |
525 |
2.9% |
166 |
0.9% |
5% |
False |
True |
26,668 |
20 |
18,535 |
17,943 |
592 |
3.3% |
130 |
0.7% |
4% |
False |
True |
13,417 |
40 |
18,535 |
17,943 |
592 |
3.3% |
121 |
0.7% |
4% |
False |
True |
6,746 |
60 |
18,535 |
16,876 |
1,659 |
9.2% |
154 |
0.9% |
66% |
False |
False |
4,526 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
136 |
0.8% |
66% |
False |
False |
3,399 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
117 |
0.7% |
66% |
False |
False |
2,720 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
106 |
0.6% |
66% |
False |
False |
2,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,253 |
2.618 |
19,535 |
1.618 |
19,095 |
1.000 |
18,823 |
0.618 |
18,655 |
HIGH |
18,383 |
0.618 |
18,215 |
0.500 |
18,163 |
0.382 |
18,111 |
LOW |
17,943 |
0.618 |
17,671 |
1.000 |
17,503 |
1.618 |
17,231 |
2.618 |
16,791 |
4.250 |
16,073 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,163 |
18,206 |
PP |
18,098 |
18,126 |
S1 |
18,032 |
18,047 |
|