Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,347.0 |
1,346.0 |
-1.0 |
-0.1% |
1,318.1 |
High |
1,349.8 |
1,346.6 |
-3.2 |
-0.2% |
1,351.2 |
Low |
1,340.4 |
1,332.0 |
-8.4 |
-0.6% |
1,314.7 |
Close |
1,347.9 |
1,334.1 |
-13.8 |
-1.0% |
1,345.3 |
Range |
9.4 |
14.6 |
5.2 |
55.3% |
36.5 |
ATR |
14.8 |
14.9 |
0.1 |
0.5% |
0.0 |
Volume |
2,925 |
7,418 |
4,493 |
153.6% |
20,629 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.4 |
1,372.3 |
1,342.1 |
|
R3 |
1,366.8 |
1,357.7 |
1,338.1 |
|
R2 |
1,352.2 |
1,352.2 |
1,336.8 |
|
R1 |
1,343.1 |
1,343.1 |
1,335.4 |
1,340.4 |
PP |
1,337.6 |
1,337.6 |
1,337.6 |
1,336.2 |
S1 |
1,328.5 |
1,328.5 |
1,332.8 |
1,325.8 |
S2 |
1,323.0 |
1,323.0 |
1,331.4 |
|
S3 |
1,308.4 |
1,313.9 |
1,330.1 |
|
S4 |
1,293.8 |
1,299.3 |
1,326.1 |
|
|
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% |
14.4 |
1.1% |
53% |
False |
False |
4,550 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.9% |
13.2 |
1.0% |
55% |
False |
False |
4,521 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
14.7 |
1.1% |
49% |
False |
False |
4,262 |
40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.0 |
1.1% |
36% |
False |
False |
4,470 |
60 |
1,387.1 |
1,308.9 |
78.2 |
5.9% |
15.8 |
1.2% |
32% |
False |
False |
3,535 |
80 |
1,387.1 |
1,249.9 |
137.2 |
10.3% |
16.3 |
1.2% |
61% |
False |
False |
3,140 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.4 |
1.2% |
70% |
False |
False |
2,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.7 |
2.618 |
1,384.8 |
1.618 |
1,370.2 |
1.000 |
1,361.2 |
0.618 |
1,355.6 |
HIGH |
1,346.6 |
0.618 |
1,341.0 |
0.500 |
1,339.3 |
0.382 |
1,337.6 |
LOW |
1,332.0 |
0.618 |
1,323.0 |
1.000 |
1,317.4 |
1.618 |
1,308.4 |
2.618 |
1,293.8 |
4.250 |
1,270.0 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,339.3 |
1,340.9 |
PP |
1,337.6 |
1,338.6 |
S1 |
1,335.8 |
1,336.4 |
|