Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,346.0 |
1,333.9 |
-12.1 |
-0.9% |
1,318.1 |
High |
1,346.6 |
1,334.1 |
-12.5 |
-0.9% |
1,351.2 |
Low |
1,332.0 |
1,324.9 |
-7.1 |
-0.5% |
1,314.7 |
Close |
1,334.1 |
1,327.4 |
-6.7 |
-0.5% |
1,345.3 |
Range |
14.6 |
9.2 |
-5.4 |
-37.0% |
36.5 |
ATR |
14.9 |
14.4 |
-0.4 |
-2.7% |
0.0 |
Volume |
7,418 |
7,013 |
-405 |
-5.5% |
20,629 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.4 |
1,351.1 |
1,332.5 |
|
R3 |
1,347.2 |
1,341.9 |
1,329.9 |
|
R2 |
1,338.0 |
1,338.0 |
1,329.1 |
|
R1 |
1,332.7 |
1,332.7 |
1,328.2 |
1,330.8 |
PP |
1,328.8 |
1,328.8 |
1,328.8 |
1,327.8 |
S1 |
1,323.5 |
1,323.5 |
1,326.6 |
1,321.6 |
S2 |
1,319.6 |
1,319.6 |
1,325.7 |
|
S3 |
1,310.4 |
1,314.3 |
1,324.9 |
|
S4 |
1,301.2 |
1,305.1 |
1,322.3 |
|
|
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 |
1,324.9 |
26.3 |
2.0% |
10.4 |
0.8% |
10% |
False |
True |
5,126 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.9% |
12.8 |
1.0% |
38% |
False |
False |
4,666 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
14.3 |
1.1% |
36% |
False |
False |
4,459 |
40 |
1,377.4 |
1,308.9 |
68.5 |
5.2% |
14.7 |
1.1% |
27% |
False |
False |
4,589 |
60 |
1,387.1 |
1,308.9 |
78.2 |
5.9% |
15.7 |
1.2% |
24% |
False |
False |
3,626 |
80 |
1,387.1 |
1,249.9 |
137.2 |
10.3% |
16.4 |
1.2% |
56% |
False |
False |
3,210 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.4 |
1.2% |
66% |
False |
False |
2,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.2 |
2.618 |
1,358.2 |
1.618 |
1,349.0 |
1.000 |
1,343.3 |
0.618 |
1,339.8 |
HIGH |
1,334.1 |
0.618 |
1,330.6 |
0.500 |
1,329.5 |
0.382 |
1,328.4 |
LOW |
1,324.9 |
0.618 |
1,319.2 |
1.000 |
1,315.7 |
1.618 |
1,310.0 |
2.618 |
1,300.8 |
4.250 |
1,285.8 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,329.5 |
1,337.4 |
PP |
1,328.8 |
1,334.0 |
S1 |
1,328.1 |
1,330.7 |
|