Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,297 |
18,172 |
-125 |
-0.7% |
18,058 |
High |
18,309 |
18,203 |
-106 |
-0.6% |
18,366 |
Low |
18,165 |
17,993 |
-172 |
-0.9% |
18,004 |
Close |
18,190 |
18,014 |
-176 |
-1.0% |
18,190 |
Range |
144 |
210 |
66 |
45.8% |
362 |
ATR |
175 |
177 |
3 |
1.4% |
0 |
Volume |
104,660 |
128,492 |
23,832 |
22.8% |
657,699 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,700 |
18,567 |
18,130 |
|
R3 |
18,490 |
18,357 |
18,072 |
|
R2 |
18,280 |
18,280 |
18,053 |
|
R1 |
18,147 |
18,147 |
18,033 |
18,109 |
PP |
18,070 |
18,070 |
18,070 |
18,051 |
S1 |
17,937 |
17,937 |
17,995 |
17,899 |
S2 |
17,860 |
17,860 |
17,976 |
|
S3 |
17,650 |
17,727 |
17,956 |
|
S4 |
17,440 |
17,517 |
17,899 |
|
|
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 |
17,993 |
373 |
2.1% |
171 |
0.9% |
6% |
False |
True |
132,649 |
10 |
18,366 |
17,882 |
484 |
2.7% |
190 |
1.1% |
27% |
False |
False |
164,806 |
20 |
18,468 |
17,822 |
646 |
3.6% |
189 |
1.1% |
30% |
False |
False |
111,361 |
40 |
18,535 |
17,822 |
713 |
4.0% |
151 |
0.8% |
27% |
False |
False |
55,754 |
60 |
18,535 |
17,535 |
1,000 |
5.6% |
146 |
0.8% |
48% |
False |
False |
37,195 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
155 |
0.9% |
69% |
False |
False |
27,910 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
137 |
0.8% |
69% |
False |
False |
22,330 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
123 |
0.7% |
69% |
False |
False |
18,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,096 |
2.618 |
18,753 |
1.618 |
18,543 |
1.000 |
18,413 |
0.618 |
18,333 |
HIGH |
18,203 |
0.618 |
18,123 |
0.500 |
18,098 |
0.382 |
18,073 |
LOW |
17,993 |
0.618 |
17,863 |
1.000 |
17,783 |
1.618 |
17,653 |
2.618 |
17,443 |
4.250 |
17,101 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,098 |
18,180 |
PP |
18,070 |
18,124 |
S1 |
18,042 |
18,069 |
|