Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
16,335 |
16,445 |
110 |
0.7% |
16,735 |
High |
16,575 |
16,795 |
220 |
1.3% |
16,800 |
Low |
16,325 |
16,310 |
-15 |
-0.1% |
16,300 |
Close |
16,415 |
16,555 |
140 |
0.9% |
16,325 |
Range |
250 |
485 |
235 |
94.0% |
500 |
ATR |
226 |
244 |
19 |
8.2% |
0 |
Volume |
7,469 |
21,862 |
14,393 |
192.7% |
58,696 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,008 |
17,767 |
16,822 |
|
R3 |
17,523 |
17,282 |
16,689 |
|
R2 |
17,038 |
17,038 |
16,644 |
|
R1 |
16,797 |
16,797 |
16,600 |
16,918 |
PP |
16,553 |
16,553 |
16,553 |
16,614 |
S1 |
16,312 |
16,312 |
16,511 |
16,433 |
S2 |
16,068 |
16,068 |
16,466 |
|
S3 |
15,583 |
15,827 |
16,422 |
|
S4 |
15,098 |
15,342 |
16,288 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,975 |
17,650 |
16,600 |
|
R3 |
17,475 |
17,150 |
16,463 |
|
R2 |
16,975 |
16,975 |
16,417 |
|
R1 |
16,650 |
16,650 |
16,371 |
16,563 |
PP |
16,475 |
16,475 |
16,475 |
16,431 |
S1 |
16,150 |
16,150 |
16,279 |
16,063 |
S2 |
15,975 |
15,975 |
16,233 |
|
S3 |
15,475 |
15,650 |
16,188 |
|
S4 |
14,975 |
15,150 |
16,050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,795 |
16,275 |
520 |
3.1% |
249 |
1.5% |
54% |
True |
False |
11,011 |
10 |
16,985 |
16,275 |
710 |
4.3% |
259 |
1.6% |
39% |
False |
False |
11,827 |
20 |
17,135 |
16,275 |
860 |
5.2% |
229 |
1.4% |
33% |
False |
False |
8,178 |
40 |
17,135 |
15,900 |
1,235 |
7.5% |
230 |
1.4% |
53% |
False |
False |
4,107 |
60 |
17,135 |
15,200 |
1,935 |
11.7% |
240 |
1.5% |
70% |
False |
False |
2,744 |
80 |
17,135 |
15,060 |
2,075 |
12.5% |
220 |
1.3% |
72% |
False |
False |
2,062 |
100 |
17,135 |
15,060 |
2,075 |
12.5% |
176 |
1.1% |
72% |
False |
False |
1,649 |
120 |
17,740 |
15,060 |
2,680 |
16.2% |
147 |
0.9% |
56% |
False |
False |
1,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,856 |
2.618 |
18,065 |
1.618 |
17,580 |
1.000 |
17,280 |
0.618 |
17,095 |
HIGH |
16,795 |
0.618 |
16,610 |
0.500 |
16,553 |
0.382 |
16,495 |
LOW |
16,310 |
0.618 |
16,010 |
1.000 |
15,825 |
1.618 |
15,525 |
2.618 |
15,040 |
4.250 |
14,249 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,554 |
16,548 |
PP |
16,553 |
16,542 |
S1 |
16,553 |
16,535 |
|