Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,322.4 |
1,318.1 |
-4.3 |
-0.3% |
1,335.1 |
High |
1,324.7 |
1,325.2 |
0.5 |
0.0% |
1,339.3 |
Low |
1,312.8 |
1,316.4 |
3.6 |
0.3% |
1,312.8 |
Close |
1,313.7 |
1,321.4 |
7.7 |
0.6% |
1,313.7 |
Range |
11.9 |
8.8 |
-3.1 |
-26.1% |
26.5 |
ATR |
15.7 |
15.4 |
-0.3 |
-1.9% |
0.0 |
Volume |
2,686 |
5,172 |
2,486 |
92.6% |
21,289 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.4 |
1,343.2 |
1,326.2 |
|
R3 |
1,338.6 |
1,334.4 |
1,323.8 |
|
R2 |
1,329.8 |
1,329.8 |
1,323.0 |
|
R1 |
1,325.6 |
1,325.6 |
1,322.2 |
1,327.7 |
PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,322.1 |
S1 |
1,316.8 |
1,316.8 |
1,320.6 |
1,318.9 |
S2 |
1,312.2 |
1,312.2 |
1,319.8 |
|
S3 |
1,303.4 |
1,308.0 |
1,319.0 |
|
S4 |
1,294.6 |
1,299.2 |
1,316.6 |
|
|
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% |
14.1 |
1.1% |
32% |
False |
False |
4,844 |
10 |
1,360.7 |
1,312.8 |
47.9 |
3.6% |
14.8 |
1.1% |
18% |
False |
False |
4,526 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
14.8 |
1.1% |
24% |
False |
False |
4,696 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.4 |
1.2% |
18% |
False |
False |
4,211 |
60 |
1,387.1 |
1,270.3 |
116.8 |
8.8% |
17.1 |
1.3% |
44% |
False |
False |
3,282 |
80 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
16.2 |
1.2% |
63% |
False |
False |
2,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.6 |
2.618 |
1,348.2 |
1.618 |
1,339.4 |
1.000 |
1,334.0 |
0.618 |
1,330.6 |
HIGH |
1,325.2 |
0.618 |
1,321.8 |
0.500 |
1,320.8 |
0.382 |
1,319.8 |
LOW |
1,316.4 |
0.618 |
1,311.0 |
1.000 |
1,307.6 |
1.618 |
1,302.2 |
2.618 |
1,293.4 |
4.250 |
1,279.0 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,321.2 |
1,324.4 |
PP |
1,321.0 |
1,323.4 |
S1 |
1,320.8 |
1,322.4 |
|