Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,127 |
18,232 |
105 |
0.6% |
18,058 |
High |
18,260 |
18,279 |
19 |
0.1% |
18,366 |
Low |
18,090 |
17,999 |
-91 |
-0.5% |
18,004 |
Close |
18,238 |
18,097 |
-141 |
-0.8% |
18,190 |
Range |
170 |
280 |
110 |
64.7% |
362 |
ATR |
178 |
185 |
7 |
4.1% |
0 |
Volume |
155,607 |
194,374 |
38,767 |
24.9% |
657,699 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,965 |
18,811 |
18,251 |
|
R3 |
18,685 |
18,531 |
18,174 |
|
R2 |
18,405 |
18,405 |
18,148 |
|
R1 |
18,251 |
18,251 |
18,123 |
18,188 |
PP |
18,125 |
18,125 |
18,125 |
18,094 |
S1 |
17,971 |
17,971 |
18,071 |
17,908 |
S2 |
17,845 |
17,845 |
18,046 |
|
S3 |
17,565 |
17,691 |
18,020 |
|
S4 |
17,285 |
17,411 |
17,943 |
|
|
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 |
18,309 |
17,959 |
350 |
1.9% |
200 |
1.1% |
39% |
False |
False |
147,353 |
10 |
18,366 |
17,959 |
407 |
2.2% |
180 |
1.0% |
34% |
False |
False |
143,969 |
20 |
18,468 |
17,822 |
646 |
3.6% |
202 |
1.1% |
43% |
False |
False |
136,504 |
40 |
18,535 |
17,822 |
713 |
3.9% |
156 |
0.9% |
39% |
False |
False |
68,339 |
60 |
18,535 |
17,642 |
893 |
4.9% |
147 |
0.8% |
51% |
False |
False |
45,584 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
160 |
0.9% |
74% |
False |
False |
34,204 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
142 |
0.8% |
74% |
False |
False |
27,366 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
126 |
0.7% |
74% |
False |
False |
22,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,469 |
2.618 |
19,012 |
1.618 |
18,732 |
1.000 |
18,559 |
0.618 |
18,452 |
HIGH |
18,279 |
0.618 |
18,172 |
0.500 |
18,139 |
0.382 |
18,106 |
LOW |
17,999 |
0.618 |
17,826 |
1.000 |
17,719 |
1.618 |
17,546 |
2.618 |
17,266 |
4.250 |
16,809 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,139 |
18,119 |
PP |
18,125 |
18,112 |
S1 |
18,111 |
18,104 |
|