Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,222 |
18,024 |
-198 |
-1.1% |
18,419 |
High |
18,235 |
18,085 |
-150 |
-0.8% |
18,468 |
Low |
17,948 |
17,906 |
-42 |
-0.2% |
17,943 |
Close |
18,009 |
17,920 |
-89 |
-0.5% |
17,967 |
Range |
287 |
179 |
-108 |
-37.6% |
525 |
ATR |
175 |
176 |
0 |
0.1% |
0 |
Volume |
285,892 |
206,688 |
-79,204 |
-27.7% |
264,289 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,507 |
18,393 |
18,019 |
|
R3 |
18,328 |
18,214 |
17,969 |
|
R2 |
18,149 |
18,149 |
17,953 |
|
R1 |
18,035 |
18,035 |
17,937 |
18,003 |
PP |
17,970 |
17,970 |
17,970 |
17,954 |
S1 |
17,856 |
17,856 |
17,904 |
17,824 |
S2 |
17,791 |
17,791 |
17,887 |
|
S3 |
17,612 |
17,677 |
17,871 |
|
S4 |
17,433 |
17,498 |
17,822 |
|
|
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 |
3.6% |
295 |
1.6% |
15% |
False |
False |
212,464 |
10 |
18,468 |
17,822 |
646 |
3.6% |
209 |
1.2% |
15% |
False |
False |
107,124 |
20 |
18,521 |
17,822 |
699 |
3.9% |
163 |
0.9% |
14% |
False |
False |
53,661 |
40 |
18,535 |
17,822 |
713 |
4.0% |
137 |
0.8% |
14% |
False |
False |
26,879 |
60 |
18,535 |
16,876 |
1,659 |
9.3% |
160 |
0.9% |
63% |
False |
False |
17,950 |
80 |
18,535 |
16,876 |
1,659 |
9.3% |
145 |
0.8% |
63% |
False |
False |
13,468 |
100 |
18,535 |
16,876 |
1,659 |
9.3% |
126 |
0.7% |
63% |
False |
False |
10,776 |
120 |
18,535 |
16,876 |
1,659 |
9.3% |
113 |
0.6% |
63% |
False |
False |
8,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,846 |
2.618 |
18,554 |
1.618 |
18,375 |
1.000 |
18,264 |
0.618 |
18,196 |
HIGH |
18,085 |
0.618 |
18,017 |
0.500 |
17,996 |
0.382 |
17,975 |
LOW |
17,906 |
0.618 |
17,796 |
1.000 |
17,727 |
1.618 |
17,617 |
2.618 |
17,438 |
4.250 |
17,145 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
17,996 |
18,050 |
PP |
17,970 |
18,007 |
S1 |
17,945 |
17,963 |
|