Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,100 |
18,058 |
-42 |
-0.2% |
17,946 |
High |
18,111 |
18,171 |
60 |
0.3% |
18,278 |
Low |
17,982 |
18,004 |
22 |
0.1% |
17,822 |
Close |
18,053 |
18,052 |
-1 |
0.0% |
18,053 |
Range |
129 |
167 |
38 |
29.5% |
456 |
ATR |
180 |
179 |
-1 |
-0.5% |
0 |
Volume |
149,887 |
122,943 |
-26,944 |
-18.0% |
1,174,857 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,577 |
18,481 |
18,144 |
|
R3 |
18,410 |
18,314 |
18,098 |
|
R2 |
18,243 |
18,243 |
18,083 |
|
R1 |
18,147 |
18,147 |
18,067 |
18,112 |
PP |
18,076 |
18,076 |
18,076 |
18,058 |
S1 |
17,980 |
17,980 |
18,037 |
17,945 |
S2 |
17,909 |
17,909 |
18,022 |
|
S3 |
17,742 |
17,813 |
18,006 |
|
S4 |
17,575 |
17,646 |
17,960 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,419 |
19,192 |
18,304 |
|
R3 |
18,963 |
18,736 |
18,179 |
|
R2 |
18,507 |
18,507 |
18,137 |
|
R1 |
18,280 |
18,280 |
18,095 |
18,394 |
PP |
18,051 |
18,051 |
18,051 |
18,108 |
S1 |
17,824 |
17,824 |
18,011 |
17,938 |
S2 |
17,595 |
17,595 |
17,970 |
|
S3 |
17,139 |
17,368 |
17,928 |
|
S4 |
16,683 |
16,912 |
17,802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,235 |
17,882 |
353 |
2.0% |
210 |
1.2% |
48% |
False |
False |
196,962 |
10 |
18,468 |
17,822 |
646 |
3.6% |
222 |
1.2% |
36% |
False |
False |
156,208 |
20 |
18,521 |
17,822 |
699 |
3.9% |
178 |
1.0% |
33% |
False |
False |
78,249 |
40 |
18,535 |
17,822 |
713 |
3.9% |
144 |
0.8% |
32% |
False |
False |
39,179 |
60 |
18,535 |
16,876 |
1,659 |
9.2% |
165 |
0.9% |
71% |
False |
False |
26,152 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
149 |
0.8% |
71% |
False |
False |
19,620 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
131 |
0.7% |
71% |
False |
False |
15,698 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
118 |
0.7% |
71% |
False |
False |
13,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,881 |
2.618 |
18,608 |
1.618 |
18,441 |
1.000 |
18,338 |
0.618 |
18,274 |
HIGH |
18,171 |
0.618 |
18,107 |
0.500 |
18,088 |
0.382 |
18,068 |
LOW |
18,004 |
0.618 |
17,901 |
1.000 |
17,837 |
1.618 |
17,734 |
2.618 |
17,567 |
4.250 |
17,294 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,088 |
18,044 |
PP |
18,076 |
18,035 |
S1 |
18,064 |
18,027 |
|