Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,011 |
18,127 |
116 |
0.6% |
18,058 |
High |
18,152 |
18,260 |
108 |
0.6% |
18,366 |
Low |
17,959 |
18,090 |
131 |
0.7% |
18,004 |
Close |
18,139 |
18,238 |
99 |
0.5% |
18,190 |
Range |
193 |
170 |
-23 |
-11.9% |
362 |
ATR |
178 |
178 |
-1 |
-0.3% |
0 |
Volume |
153,632 |
155,607 |
1,975 |
1.3% |
657,699 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,706 |
18,642 |
18,332 |
|
R3 |
18,536 |
18,472 |
18,285 |
|
R2 |
18,366 |
18,366 |
18,269 |
|
R1 |
18,302 |
18,302 |
18,254 |
18,334 |
PP |
18,196 |
18,196 |
18,196 |
18,212 |
S1 |
18,132 |
18,132 |
18,223 |
18,164 |
S2 |
18,026 |
18,026 |
18,207 |
|
S3 |
17,856 |
17,962 |
18,191 |
|
S4 |
17,686 |
17,792 |
18,145 |
|
|
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% |
178 |
1.0% |
69% |
False |
False |
134,214 |
10 |
18,366 |
17,882 |
484 |
2.7% |
180 |
1.0% |
74% |
False |
False |
146,472 |
20 |
18,468 |
17,822 |
646 |
3.5% |
195 |
1.1% |
64% |
False |
False |
126,798 |
40 |
18,535 |
17,822 |
713 |
3.9% |
151 |
0.8% |
58% |
False |
False |
63,481 |
60 |
18,535 |
17,535 |
1,000 |
5.5% |
146 |
0.8% |
70% |
False |
False |
42,346 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
158 |
0.9% |
82% |
False |
False |
31,775 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
140 |
0.8% |
82% |
False |
False |
25,422 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
125 |
0.7% |
82% |
False |
False |
21,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,983 |
2.618 |
18,705 |
1.618 |
18,535 |
1.000 |
18,430 |
0.618 |
18,365 |
HIGH |
18,260 |
0.618 |
18,195 |
0.500 |
18,175 |
0.382 |
18,155 |
LOW |
18,090 |
0.618 |
17,985 |
1.000 |
17,920 |
1.618 |
17,815 |
2.618 |
17,645 |
4.250 |
17,368 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,217 |
18,195 |
PP |
18,196 |
18,152 |
S1 |
18,175 |
18,110 |
|