Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,215 |
18,297 |
82 |
0.5% |
18,058 |
High |
18,366 |
18,309 |
-57 |
-0.3% |
18,366 |
Low |
18,193 |
18,165 |
-28 |
-0.2% |
18,004 |
Close |
18,299 |
18,190 |
-109 |
-0.6% |
18,190 |
Range |
173 |
144 |
-29 |
-16.8% |
362 |
ATR |
177 |
175 |
-2 |
-1.3% |
0 |
Volume |
128,681 |
104,660 |
-24,021 |
-18.7% |
657,699 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,653 |
18,566 |
18,269 |
|
R3 |
18,509 |
18,422 |
18,230 |
|
R2 |
18,365 |
18,365 |
18,217 |
|
R1 |
18,278 |
18,278 |
18,203 |
18,250 |
PP |
18,221 |
18,221 |
18,221 |
18,207 |
S1 |
18,134 |
18,134 |
18,177 |
18,106 |
S2 |
18,077 |
18,077 |
18,164 |
|
S3 |
17,933 |
17,990 |
18,151 |
|
S4 |
17,789 |
17,846 |
18,111 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,273 |
19,093 |
18,389 |
|
R3 |
18,911 |
18,731 |
18,290 |
|
R2 |
18,549 |
18,549 |
18,256 |
|
R1 |
18,369 |
18,369 |
18,223 |
18,459 |
PP |
18,187 |
18,187 |
18,187 |
18,232 |
S1 |
18,007 |
18,007 |
18,157 |
18,097 |
S2 |
17,825 |
17,825 |
18,124 |
|
S3 |
17,463 |
17,645 |
18,091 |
|
S4 |
17,101 |
17,283 |
17,991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,366 |
18,004 |
362 |
2.0% |
163 |
0.9% |
51% |
False |
False |
131,539 |
10 |
18,366 |
17,822 |
544 |
3.0% |
215 |
1.2% |
68% |
False |
False |
183,255 |
20 |
18,468 |
17,822 |
646 |
3.6% |
191 |
1.0% |
57% |
False |
False |
104,962 |
40 |
18,535 |
17,822 |
713 |
3.9% |
148 |
0.8% |
52% |
False |
False |
52,544 |
60 |
18,535 |
17,466 |
1,069 |
5.9% |
146 |
0.8% |
68% |
False |
False |
35,055 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
153 |
0.8% |
79% |
False |
False |
26,304 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
135 |
0.7% |
79% |
False |
False |
21,045 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
122 |
0.7% |
79% |
False |
False |
17,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,921 |
2.618 |
18,686 |
1.618 |
18,542 |
1.000 |
18,453 |
0.618 |
18,398 |
HIGH |
18,309 |
0.618 |
18,254 |
0.500 |
18,237 |
0.382 |
18,220 |
LOW |
18,165 |
0.618 |
18,076 |
1.000 |
18,021 |
1.618 |
17,932 |
2.618 |
17,788 |
4.250 |
17,553 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,237 |
18,190 |
PP |
18,221 |
18,189 |
S1 |
18,206 |
18,189 |
|