Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,333.9 |
1,329.5 |
-4.4 |
-0.3% |
1,318.1 |
High |
1,334.1 |
1,332.6 |
-1.5 |
-0.1% |
1,351.2 |
Low |
1,324.9 |
1,322.9 |
-2.0 |
-0.2% |
1,314.7 |
Close |
1,327.4 |
1,329.8 |
2.4 |
0.2% |
1,345.3 |
Range |
9.2 |
9.7 |
0.5 |
5.4% |
36.5 |
ATR |
14.4 |
14.1 |
-0.3 |
-2.3% |
0.0 |
Volume |
7,013 |
1,872 |
-5,141 |
-73.3% |
20,629 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.5 |
1,353.4 |
1,335.1 |
|
R3 |
1,347.8 |
1,343.7 |
1,332.5 |
|
R2 |
1,338.1 |
1,338.1 |
1,331.6 |
|
R1 |
1,334.0 |
1,334.0 |
1,330.7 |
1,336.1 |
PP |
1,328.4 |
1,328.4 |
1,328.4 |
1,329.5 |
S1 |
1,324.3 |
1,324.3 |
1,328.9 |
1,326.4 |
S2 |
1,318.7 |
1,318.7 |
1,328.0 |
|
S3 |
1,309.0 |
1,314.6 |
1,327.1 |
|
S4 |
1,299.3 |
1,304.9 |
1,324.5 |
|
|
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 |
1,349.8 |
1,322.9 |
26.9 |
2.0% |
9.8 |
0.7% |
26% |
False |
True |
4,954 |
10 |
1,351.2 |
1,312.8 |
38.4 |
2.9% |
11.7 |
0.9% |
44% |
False |
False |
4,254 |
20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
14.2 |
1.1% |
40% |
False |
False |
4,359 |
40 |
1,375.6 |
1,308.9 |
66.7 |
5.0% |
14.6 |
1.1% |
31% |
False |
False |
4,526 |
60 |
1,383.6 |
1,308.9 |
74.7 |
5.6% |
15.6 |
1.2% |
28% |
False |
False |
3,644 |
80 |
1,387.1 |
1,256.0 |
131.1 |
9.9% |
16.4 |
1.2% |
56% |
False |
False |
3,206 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.3 |
1.2% |
68% |
False |
False |
2,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.8 |
2.618 |
1,358.0 |
1.618 |
1,348.3 |
1.000 |
1,342.3 |
0.618 |
1,338.6 |
HIGH |
1,332.6 |
0.618 |
1,328.9 |
0.500 |
1,327.8 |
0.382 |
1,326.6 |
LOW |
1,322.9 |
0.618 |
1,316.9 |
1.000 |
1,313.2 |
1.618 |
1,307.2 |
2.618 |
1,297.5 |
4.250 |
1,281.7 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,329.1 |
1,334.8 |
PP |
1,328.4 |
1,333.1 |
S1 |
1,327.8 |
1,331.5 |
|