Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,024 |
17,934 |
-90 |
-0.5% |
18,419 |
High |
18,085 |
18,168 |
83 |
0.5% |
18,468 |
Low |
17,906 |
17,882 |
-24 |
-0.1% |
17,943 |
Close |
17,920 |
18,115 |
195 |
1.1% |
17,967 |
Range |
179 |
286 |
107 |
59.8% |
525 |
ATR |
176 |
184 |
8 |
4.5% |
0 |
Volume |
206,688 |
219,404 |
12,716 |
6.2% |
264,289 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,913 |
18,800 |
18,272 |
|
R3 |
18,627 |
18,514 |
18,194 |
|
R2 |
18,341 |
18,341 |
18,168 |
|
R1 |
18,228 |
18,228 |
18,141 |
18,285 |
PP |
18,055 |
18,055 |
18,055 |
18,083 |
S1 |
17,942 |
17,942 |
18,089 |
17,999 |
S2 |
17,769 |
17,769 |
18,063 |
|
S3 |
17,483 |
17,656 |
18,036 |
|
S4 |
17,197 |
17,370 |
17,958 |
|
|
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 |
18,383 |
17,822 |
561 |
3.1% |
330 |
1.8% |
52% |
False |
False |
251,393 |
10 |
18,468 |
17,822 |
646 |
3.6% |
225 |
1.2% |
45% |
False |
False |
129,040 |
20 |
18,521 |
17,822 |
699 |
3.9% |
172 |
0.9% |
42% |
False |
False |
64,626 |
40 |
18,535 |
17,822 |
713 |
3.9% |
142 |
0.8% |
41% |
False |
False |
32,363 |
60 |
18,535 |
16,876 |
1,659 |
9.2% |
164 |
0.9% |
75% |
False |
False |
21,607 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
148 |
0.8% |
75% |
False |
False |
16,210 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
129 |
0.7% |
75% |
False |
False |
12,970 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
115 |
0.6% |
75% |
False |
False |
10,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,384 |
2.618 |
18,917 |
1.618 |
18,631 |
1.000 |
18,454 |
0.618 |
18,345 |
HIGH |
18,168 |
0.618 |
18,059 |
0.500 |
18,025 |
0.382 |
17,991 |
LOW |
17,882 |
0.618 |
17,705 |
1.000 |
17,596 |
1.618 |
17,419 |
2.618 |
17,133 |
4.250 |
16,667 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,085 |
18,096 |
PP |
18,055 |
18,077 |
S1 |
18,025 |
18,059 |
|