Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,344.2 |
1,347.0 |
2.8 |
0.2% |
1,318.1 |
High |
1,347.7 |
1,349.8 |
2.1 |
0.2% |
1,351.2 |
Low |
1,341.4 |
1,340.4 |
-1.0 |
-0.1% |
1,314.7 |
Close |
1,345.3 |
1,347.9 |
2.6 |
0.2% |
1,345.3 |
Range |
6.3 |
9.4 |
3.1 |
49.2% |
36.5 |
ATR |
15.2 |
14.8 |
-0.4 |
-2.7% |
0.0 |
Volume |
5,542 |
2,925 |
-2,617 |
-47.2% |
20,629 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.2 |
1,370.5 |
1,353.1 |
|
R3 |
1,364.8 |
1,361.1 |
1,350.5 |
|
R2 |
1,355.4 |
1,355.4 |
1,349.6 |
|
R1 |
1,351.7 |
1,351.7 |
1,348.8 |
1,353.6 |
PP |
1,346.0 |
1,346.0 |
1,346.0 |
1,347.0 |
S1 |
1,342.3 |
1,342.3 |
1,347.0 |
1,344.2 |
S2 |
1,336.6 |
1,336.6 |
1,346.2 |
|
S3 |
1,327.2 |
1,332.9 |
1,345.3 |
|
S4 |
1,317.8 |
1,323.5 |
1,342.7 |
|
|
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% |
12.6 |
0.9% |
91% |
False |
False |
3,676 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.8% |
13.4 |
1.0% |
91% |
False |
False |
4,260 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.8% |
14.5 |
1.1% |
75% |
False |
False |
3,940 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
14.8 |
1.1% |
56% |
False |
False |
4,342 |
60 |
1,387.1 |
1,308.9 |
78.2 |
5.8% |
15.8 |
1.2% |
50% |
False |
False |
3,430 |
80 |
1,387.1 |
1,235.0 |
152.1 |
11.3% |
16.4 |
1.2% |
74% |
False |
False |
3,063 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.1% |
15.4 |
1.1% |
78% |
False |
False |
2,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.8 |
2.618 |
1,374.4 |
1.618 |
1,365.0 |
1.000 |
1,359.2 |
0.618 |
1,355.6 |
HIGH |
1,349.8 |
0.618 |
1,346.2 |
0.500 |
1,345.1 |
0.382 |
1,344.0 |
LOW |
1,340.4 |
0.618 |
1,334.6 |
1.000 |
1,331.0 |
1.618 |
1,325.2 |
2.618 |
1,315.8 |
4.250 |
1,300.5 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,347.0 |
1,347.0 |
PP |
1,346.0 |
1,346.0 |
S1 |
1,345.1 |
1,345.1 |
|