Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
16,445 |
16,530 |
85 |
0.5% |
16,735 |
High |
16,795 |
16,880 |
85 |
0.5% |
16,800 |
Low |
16,310 |
16,510 |
200 |
1.2% |
16,300 |
Close |
16,555 |
16,815 |
260 |
1.6% |
16,325 |
Range |
485 |
370 |
-115 |
-23.7% |
500 |
ATR |
244 |
253 |
9 |
3.7% |
0 |
Volume |
21,862 |
8,388 |
-13,474 |
-61.6% |
58,696 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,845 |
17,700 |
17,019 |
|
R3 |
17,475 |
17,330 |
16,917 |
|
R2 |
17,105 |
17,105 |
16,883 |
|
R1 |
16,960 |
16,960 |
16,849 |
17,033 |
PP |
16,735 |
16,735 |
16,735 |
16,771 |
S1 |
16,590 |
16,590 |
16,781 |
16,663 |
S2 |
16,365 |
16,365 |
16,747 |
|
S3 |
15,995 |
16,220 |
16,713 |
|
S4 |
15,625 |
15,850 |
16,612 |
|
|
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 |
16,880 |
16,275 |
605 |
3.6% |
286 |
1.7% |
89% |
True |
False |
10,573 |
10 |
16,985 |
16,275 |
710 |
4.2% |
278 |
1.7% |
76% |
False |
False |
11,348 |
20 |
17,135 |
16,275 |
860 |
5.1% |
241 |
1.4% |
63% |
False |
False |
8,596 |
40 |
17,135 |
15,900 |
1,235 |
7.3% |
234 |
1.4% |
74% |
False |
False |
4,317 |
60 |
17,135 |
15,200 |
1,935 |
11.5% |
246 |
1.5% |
83% |
False |
False |
2,884 |
80 |
17,135 |
15,060 |
2,075 |
12.3% |
224 |
1.3% |
85% |
False |
False |
2,166 |
100 |
17,135 |
15,060 |
2,075 |
12.3% |
179 |
1.1% |
85% |
False |
False |
1,733 |
120 |
17,740 |
15,060 |
2,680 |
15.9% |
150 |
0.9% |
65% |
False |
False |
1,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,453 |
2.618 |
17,849 |
1.618 |
17,479 |
1.000 |
17,250 |
0.618 |
17,109 |
HIGH |
16,880 |
0.618 |
16,739 |
0.500 |
16,695 |
0.382 |
16,651 |
LOW |
16,510 |
0.618 |
16,281 |
1.000 |
16,140 |
1.618 |
15,911 |
2.618 |
15,541 |
4.250 |
14,938 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
16,775 |
16,742 |
PP |
16,735 |
16,668 |
S1 |
16,695 |
16,595 |
|