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 |
1,321.6 |
1,340.0 |
18.4 |
1.4% |
1,335.1 |
High |
1,344.3 |
1,351.2 |
6.9 |
0.5% |
1,339.3 |
Low |
1,314.7 |
1,338.9 |
24.2 |
1.8% |
1,312.8 |
Close |
1,335.0 |
1,348.4 |
13.4 |
1.0% |
1,313.7 |
Range |
29.6 |
12.3 |
-17.3 |
-58.4% |
26.5 |
ATR |
15.8 |
15.8 |
0.0 |
0.2% |
0.0 |
Volume |
4,130 |
2,736 |
-1,394 |
-33.8% |
21,289 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.1 |
1,378.0 |
1,355.2 |
|
R3 |
1,370.8 |
1,365.7 |
1,351.8 |
|
R2 |
1,358.5 |
1,358.5 |
1,350.7 |
|
R1 |
1,353.4 |
1,353.4 |
1,349.5 |
1,356.0 |
PP |
1,346.2 |
1,346.2 |
1,346.2 |
1,347.4 |
S1 |
1,341.1 |
1,341.1 |
1,347.3 |
1,343.7 |
S2 |
1,333.9 |
1,333.9 |
1,346.1 |
|
S3 |
1,321.6 |
1,328.8 |
1,345.0 |
|
S4 |
1,309.3 |
1,316.5 |
1,341.6 |
|
|
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 |
1,351.2 |
1,312.8 |
38.4 |
2.8% |
13.6 |
1.0% |
93% |
True |
False |
3,554 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.8% |
14.0 |
1.0% |
93% |
True |
False |
4,086 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.8% |
15.4 |
1.1% |
76% |
False |
False |
4,531 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
15.4 |
1.1% |
57% |
False |
False |
4,252 |
60 |
1,387.1 |
1,308.9 |
78.2 |
5.8% |
15.8 |
1.2% |
51% |
False |
False |
3,335 |
80 |
1,387.1 |
1,220.7 |
166.4 |
12.3% |
16.3 |
1.2% |
77% |
False |
False |
2,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.5 |
2.618 |
1,383.4 |
1.618 |
1,371.1 |
1.000 |
1,363.5 |
0.618 |
1,358.8 |
HIGH |
1,351.2 |
0.618 |
1,346.5 |
0.500 |
1,345.1 |
0.382 |
1,343.6 |
LOW |
1,338.9 |
0.618 |
1,331.3 |
1.000 |
1,326.6 |
1.618 |
1,319.0 |
2.618 |
1,306.7 |
4.250 |
1,286.6 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,347.3 |
1,343.3 |
PP |
1,346.2 |
1,338.1 |
S1 |
1,345.1 |
1,333.0 |
|