Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,329.9 |
1,322.4 |
-7.5 |
-0.6% |
1,335.1 |
High |
1,336.0 |
1,324.7 |
-11.3 |
-0.8% |
1,339.3 |
Low |
1,315.8 |
1,312.8 |
-3.0 |
-0.2% |
1,312.8 |
Close |
1,321.6 |
1,313.7 |
-7.9 |
-0.6% |
1,313.7 |
Range |
20.2 |
11.9 |
-8.3 |
-41.1% |
26.5 |
ATR |
16.0 |
15.7 |
-0.3 |
-1.8% |
0.0 |
Volume |
5,992 |
2,686 |
-3,306 |
-55.2% |
21,289 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.8 |
1,345.1 |
1,320.2 |
|
R3 |
1,340.9 |
1,333.2 |
1,317.0 |
|
R2 |
1,329.0 |
1,329.0 |
1,315.9 |
|
R1 |
1,321.3 |
1,321.3 |
1,314.8 |
1,319.2 |
PP |
1,317.1 |
1,317.1 |
1,317.1 |
1,316.0 |
S1 |
1,309.4 |
1,309.4 |
1,312.6 |
1,307.3 |
S2 |
1,305.2 |
1,305.2 |
1,311.5 |
|
S3 |
1,293.3 |
1,297.5 |
1,310.4 |
|
S4 |
1,281.4 |
1,285.6 |
1,307.2 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.4 |
1,384.1 |
1,328.3 |
|
R3 |
1,374.9 |
1,357.6 |
1,321.0 |
|
R2 |
1,348.4 |
1,348.4 |
1,318.6 |
|
R1 |
1,331.1 |
1,331.1 |
1,316.1 |
1,326.5 |
PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,319.7 |
S1 |
1,304.6 |
1,304.6 |
1,311.3 |
1,300.0 |
S2 |
1,295.4 |
1,295.4 |
1,308.8 |
|
S3 |
1,268.9 |
1,278.1 |
1,306.4 |
|
S4 |
1,242.4 |
1,251.6 |
1,299.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.3 |
1,312.8 |
26.5 |
2.0% |
14.3 |
1.1% |
3% |
False |
True |
4,257 |
10 |
1,360.7 |
1,310.6 |
50.1 |
3.8% |
16.6 |
1.3% |
6% |
False |
False |
4,436 |
20 |
1,361.5 |
1,308.9 |
52.6 |
4.0% |
15.1 |
1.1% |
9% |
False |
False |
4,518 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.3% |
15.4 |
1.2% |
7% |
False |
False |
4,194 |
60 |
1,387.1 |
1,267.8 |
119.3 |
9.1% |
17.2 |
1.3% |
38% |
False |
False |
3,224 |
80 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
16.2 |
1.2% |
59% |
False |
False |
2,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.3 |
2.618 |
1,355.9 |
1.618 |
1,344.0 |
1.000 |
1,336.6 |
0.618 |
1,332.1 |
HIGH |
1,324.7 |
0.618 |
1,320.2 |
0.500 |
1,318.8 |
0.382 |
1,317.3 |
LOW |
1,312.8 |
0.618 |
1,305.4 |
1.000 |
1,300.9 |
1.618 |
1,293.5 |
2.618 |
1,281.6 |
4.250 |
1,262.2 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,318.8 |
1,324.4 |
PP |
1,317.1 |
1,320.8 |
S1 |
1,315.4 |
1,317.3 |
|