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 |
18,351 |
17,946 |
-405 |
-2.2% |
18,419 |
High |
18,383 |
18,278 |
-105 |
-0.6% |
18,468 |
Low |
17,943 |
17,822 |
-121 |
-0.7% |
17,943 |
Close |
17,967 |
18,246 |
279 |
1.6% |
17,967 |
Range |
440 |
456 |
16 |
3.6% |
525 |
ATR |
144 |
166 |
22 |
15.5% |
0 |
Volume |
231,998 |
312,986 |
80,988 |
34.9% |
264,289 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,483 |
19,321 |
18,497 |
|
R3 |
19,027 |
18,865 |
18,372 |
|
R2 |
18,571 |
18,571 |
18,330 |
|
R1 |
18,409 |
18,409 |
18,288 |
18,490 |
PP |
18,115 |
18,115 |
18,115 |
18,156 |
S1 |
17,953 |
17,953 |
18,204 |
18,034 |
S2 |
17,659 |
17,659 |
18,163 |
|
S3 |
17,203 |
17,497 |
18,121 |
|
S4 |
16,747 |
17,041 |
17,995 |
|
|
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 |
17,822 |
646 |
3.5% |
235 |
1.3% |
66% |
False |
True |
115,455 |
10 |
18,468 |
17,822 |
646 |
3.5% |
188 |
1.0% |
66% |
False |
True |
57,917 |
20 |
18,535 |
17,822 |
713 |
3.9% |
148 |
0.8% |
59% |
False |
True |
29,061 |
40 |
18,535 |
17,822 |
713 |
3.9% |
129 |
0.7% |
59% |
False |
True |
14,566 |
60 |
18,535 |
16,876 |
1,659 |
9.1% |
158 |
0.9% |
83% |
False |
False |
9,742 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
141 |
0.8% |
83% |
False |
False |
7,311 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
122 |
0.7% |
83% |
False |
False |
5,850 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
110 |
0.6% |
83% |
False |
False |
4,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,216 |
2.618 |
19,472 |
1.618 |
19,016 |
1.000 |
18,734 |
0.618 |
18,560 |
HIGH |
18,278 |
0.618 |
18,104 |
0.500 |
18,050 |
0.382 |
17,996 |
LOW |
17,822 |
0.618 |
17,540 |
1.000 |
17,366 |
1.618 |
17,084 |
2.618 |
16,628 |
4.250 |
15,884 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,181 |
18,212 |
PP |
18,115 |
18,179 |
S1 |
18,050 |
18,145 |
|