Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,037 |
18,215 |
178 |
1.0% |
17,946 |
High |
18,225 |
18,366 |
141 |
0.8% |
18,278 |
Low |
18,011 |
18,193 |
182 |
1.0% |
17,822 |
Close |
18,218 |
18,299 |
81 |
0.4% |
18,053 |
Range |
214 |
173 |
-41 |
-19.2% |
456 |
ATR |
177 |
177 |
0 |
-0.2% |
0 |
Volume |
189,572 |
128,681 |
-60,891 |
-32.1% |
1,174,857 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,805 |
18,725 |
18,394 |
|
R3 |
18,632 |
18,552 |
18,347 |
|
R2 |
18,459 |
18,459 |
18,331 |
|
R1 |
18,379 |
18,379 |
18,315 |
18,419 |
PP |
18,286 |
18,286 |
18,286 |
18,306 |
S1 |
18,206 |
18,206 |
18,283 |
18,246 |
S2 |
18,113 |
18,113 |
18,267 |
|
S3 |
17,940 |
18,033 |
18,252 |
|
S4 |
17,767 |
17,860 |
18,204 |
|
|
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 |
18,366 |
17,982 |
384 |
2.1% |
160 |
0.9% |
83% |
True |
False |
140,585 |
10 |
18,383 |
17,822 |
561 |
3.1% |
245 |
1.3% |
85% |
False |
False |
195,989 |
20 |
18,468 |
17,822 |
646 |
3.5% |
187 |
1.0% |
74% |
False |
False |
99,736 |
40 |
18,535 |
17,822 |
713 |
3.9% |
148 |
0.8% |
67% |
False |
False |
49,929 |
60 |
18,535 |
17,168 |
1,367 |
7.5% |
151 |
0.8% |
83% |
False |
False |
33,312 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
153 |
0.8% |
86% |
False |
False |
24,995 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
134 |
0.7% |
86% |
False |
False |
19,998 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
121 |
0.7% |
86% |
False |
False |
16,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,101 |
2.618 |
18,819 |
1.618 |
18,646 |
1.000 |
18,539 |
0.618 |
18,473 |
HIGH |
18,366 |
0.618 |
18,300 |
0.500 |
18,280 |
0.382 |
18,259 |
LOW |
18,193 |
0.618 |
18,086 |
1.000 |
18,020 |
1.618 |
17,913 |
2.618 |
17,740 |
4.250 |
17,458 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,293 |
18,262 |
PP |
18,286 |
18,225 |
S1 |
18,280 |
18,189 |
|