Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,340.0 |
1,344.2 |
4.2 |
0.3% |
1,318.1 |
High |
1,351.2 |
1,347.7 |
-3.5 |
-0.3% |
1,351.2 |
Low |
1,338.9 |
1,341.4 |
2.5 |
0.2% |
1,314.7 |
Close |
1,348.4 |
1,345.3 |
-3.1 |
-0.2% |
1,345.3 |
Range |
12.3 |
6.3 |
-6.0 |
-48.8% |
36.5 |
ATR |
15.8 |
15.2 |
-0.6 |
-4.0% |
0.0 |
Volume |
2,736 |
5,542 |
2,806 |
102.6% |
20,629 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.7 |
1,360.8 |
1,348.8 |
|
R3 |
1,357.4 |
1,354.5 |
1,347.0 |
|
R2 |
1,351.1 |
1,351.1 |
1,346.5 |
|
R1 |
1,348.2 |
1,348.2 |
1,345.9 |
1,349.7 |
PP |
1,344.8 |
1,344.8 |
1,344.8 |
1,345.5 |
S1 |
1,341.9 |
1,341.9 |
1,344.7 |
1,343.4 |
S2 |
1,338.5 |
1,338.5 |
1,344.1 |
|
S3 |
1,332.2 |
1,335.6 |
1,343.6 |
|
S4 |
1,325.9 |
1,329.3 |
1,341.8 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.6 |
1,432.4 |
1,365.4 |
|
R3 |
1,410.1 |
1,395.9 |
1,355.3 |
|
R2 |
1,373.6 |
1,373.6 |
1,352.0 |
|
R1 |
1,359.4 |
1,359.4 |
1,348.6 |
1,366.5 |
PP |
1,337.1 |
1,337.1 |
1,337.1 |
1,340.6 |
S1 |
1,322.9 |
1,322.9 |
1,342.0 |
1,330.0 |
S2 |
1,300.6 |
1,300.6 |
1,338.6 |
|
S3 |
1,264.1 |
1,286.4 |
1,335.3 |
|
S4 |
1,227.6 |
1,249.9 |
1,325.2 |
|
|
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 |
1,314.7 |
36.5 |
2.7% |
12.5 |
0.9% |
84% |
False |
False |
4,125 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.9% |
13.4 |
1.0% |
85% |
False |
False |
4,191 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
15.2 |
1.1% |
70% |
False |
False |
4,368 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
15.2 |
1.1% |
53% |
False |
False |
4,340 |
60 |
1,387.1 |
1,308.9 |
78.2 |
5.8% |
15.7 |
1.2% |
47% |
False |
False |
3,391 |
80 |
1,387.1 |
1,220.7 |
166.4 |
12.4% |
16.3 |
1.2% |
75% |
False |
False |
3,030 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.2% |
15.4 |
1.1% |
76% |
False |
False |
2,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.5 |
2.618 |
1,364.2 |
1.618 |
1,357.9 |
1.000 |
1,354.0 |
0.618 |
1,351.6 |
HIGH |
1,347.7 |
0.618 |
1,345.3 |
0.500 |
1,344.6 |
0.382 |
1,343.8 |
LOW |
1,341.4 |
0.618 |
1,337.5 |
1.000 |
1,335.1 |
1.618 |
1,331.2 |
2.618 |
1,324.9 |
4.250 |
1,314.6 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,345.1 |
1,341.2 |
PP |
1,344.8 |
1,337.1 |
S1 |
1,344.6 |
1,333.0 |
|