Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,058 |
18,058 |
0 |
0.0% |
17,946 |
High |
18,171 |
18,145 |
-26 |
-0.1% |
18,278 |
Low |
18,004 |
18,031 |
27 |
0.1% |
17,822 |
Close |
18,052 |
18,047 |
-5 |
0.0% |
18,053 |
Range |
167 |
114 |
-53 |
-31.7% |
456 |
ATR |
179 |
174 |
-5 |
-2.6% |
0 |
Volume |
122,943 |
111,843 |
-11,100 |
-9.0% |
1,174,857 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,416 |
18,346 |
18,110 |
|
R3 |
18,302 |
18,232 |
18,078 |
|
R2 |
18,188 |
18,188 |
18,068 |
|
R1 |
18,118 |
18,118 |
18,058 |
18,096 |
PP |
18,074 |
18,074 |
18,074 |
18,064 |
S1 |
18,004 |
18,004 |
18,037 |
17,982 |
S2 |
17,960 |
17,960 |
18,026 |
|
S3 |
17,846 |
17,890 |
18,016 |
|
S4 |
17,732 |
17,776 |
17,984 |
|
|
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 |
18,171 |
17,882 |
289 |
1.6% |
175 |
1.0% |
57% |
False |
False |
162,153 |
10 |
18,468 |
17,822 |
646 |
3.6% |
223 |
1.2% |
35% |
False |
False |
167,214 |
20 |
18,521 |
17,822 |
699 |
3.9% |
178 |
1.0% |
32% |
False |
False |
83,836 |
40 |
18,535 |
17,822 |
713 |
4.0% |
144 |
0.8% |
32% |
False |
False |
41,975 |
60 |
18,535 |
16,876 |
1,659 |
9.2% |
153 |
0.8% |
71% |
False |
False |
28,013 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
150 |
0.8% |
71% |
False |
False |
21,018 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
132 |
0.7% |
71% |
False |
False |
16,816 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
119 |
0.7% |
71% |
False |
False |
14,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,630 |
2.618 |
18,444 |
1.618 |
18,330 |
1.000 |
18,259 |
0.618 |
18,216 |
HIGH |
18,145 |
0.618 |
18,102 |
0.500 |
18,088 |
0.382 |
18,075 |
LOW |
18,031 |
0.618 |
17,961 |
1.000 |
17,917 |
1.618 |
17,847 |
2.618 |
17,733 |
4.250 |
17,547 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,088 |
18,077 |
PP |
18,074 |
18,067 |
S1 |
18,061 |
18,057 |
|