Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,172 |
18,011 |
-161 |
-0.9% |
18,058 |
High |
18,203 |
18,152 |
-51 |
-0.3% |
18,366 |
Low |
17,993 |
17,959 |
-34 |
-0.2% |
18,004 |
Close |
18,014 |
18,139 |
125 |
0.7% |
18,190 |
Range |
210 |
193 |
-17 |
-8.1% |
362 |
ATR |
177 |
178 |
1 |
0.6% |
0 |
Volume |
128,492 |
153,632 |
25,140 |
19.6% |
657,699 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,662 |
18,594 |
18,245 |
|
R3 |
18,469 |
18,401 |
18,192 |
|
R2 |
18,276 |
18,276 |
18,175 |
|
R1 |
18,208 |
18,208 |
18,157 |
18,242 |
PP |
18,083 |
18,083 |
18,083 |
18,101 |
S1 |
18,015 |
18,015 |
18,121 |
18,049 |
S2 |
17,890 |
17,890 |
18,104 |
|
S3 |
17,697 |
17,822 |
18,086 |
|
S4 |
17,504 |
17,629 |
18,033 |
|
|
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 |
17,959 |
407 |
2.2% |
187 |
1.0% |
44% |
False |
True |
141,007 |
10 |
18,366 |
17,882 |
484 |
2.7% |
181 |
1.0% |
53% |
False |
False |
151,580 |
20 |
18,468 |
17,822 |
646 |
3.6% |
192 |
1.1% |
49% |
False |
False |
119,029 |
40 |
18,535 |
17,822 |
713 |
3.9% |
151 |
0.8% |
44% |
False |
False |
59,592 |
60 |
18,535 |
17,535 |
1,000 |
5.5% |
147 |
0.8% |
60% |
False |
False |
39,754 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
157 |
0.9% |
76% |
False |
False |
29,830 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
138 |
0.8% |
76% |
False |
False |
23,866 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
123 |
0.7% |
76% |
False |
False |
19,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,972 |
2.618 |
18,657 |
1.618 |
18,464 |
1.000 |
18,345 |
0.618 |
18,271 |
HIGH |
18,152 |
0.618 |
18,078 |
0.500 |
18,056 |
0.382 |
18,033 |
LOW |
17,959 |
0.618 |
17,840 |
1.000 |
17,766 |
1.618 |
17,647 |
2.618 |
17,454 |
4.250 |
17,139 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,111 |
18,137 |
PP |
18,083 |
18,136 |
S1 |
18,056 |
18,134 |
|