Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
214.84 |
213.29 |
-1.55 |
-0.7% |
218.70 |
High |
215.15 |
214.70 |
-0.45 |
-0.2% |
219.22 |
Low |
212.50 |
212.50 |
0.00 |
0.0% |
213.25 |
Close |
213.23 |
213.15 |
-0.08 |
0.0% |
213.28 |
Range |
2.65 |
2.20 |
-0.45 |
-17.0% |
5.97 |
ATR |
1.99 |
2.01 |
0.01 |
0.7% |
0.00 |
Volume |
182,769,200 |
134,164,496 |
-48,604,704 |
-26.6% |
428,948,592 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.05 |
218.80 |
214.36 |
|
R3 |
217.85 |
216.60 |
213.76 |
|
R2 |
215.65 |
215.65 |
213.55 |
|
R1 |
214.40 |
214.40 |
213.35 |
213.93 |
PP |
213.45 |
213.45 |
213.45 |
213.21 |
S1 |
212.20 |
212.20 |
212.95 |
211.73 |
S2 |
211.25 |
211.25 |
212.75 |
|
S3 |
209.05 |
210.00 |
212.55 |
|
S4 |
206.85 |
207.80 |
211.94 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
233.16 |
229.19 |
216.56 |
|
R3 |
227.19 |
223.22 |
214.92 |
|
R2 |
221.22 |
221.22 |
214.37 |
|
R1 |
217.25 |
217.25 |
213.83 |
216.25 |
PP |
215.25 |
215.25 |
215.25 |
214.75 |
S1 |
211.28 |
211.28 |
212.73 |
210.28 |
S2 |
209.28 |
209.28 |
212.19 |
|
S3 |
203.31 |
205.31 |
211.64 |
|
S4 |
197.34 |
199.34 |
210.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
218.94 |
212.31 |
6.63 |
3.1% |
2.78 |
1.3% |
13% |
False |
False |
156,140,876 |
10 |
219.22 |
212.31 |
6.91 |
3.2% |
2.03 |
1.0% |
12% |
False |
False |
117,636,858 |
20 |
219.60 |
212.31 |
7.29 |
3.4% |
1.65 |
0.8% |
12% |
False |
False |
94,338,959 |
40 |
219.60 |
212.31 |
7.29 |
3.4% |
1.45 |
0.7% |
12% |
False |
False |
78,852,904 |
60 |
219.60 |
198.65 |
20.95 |
9.8% |
1.64 |
0.8% |
69% |
False |
False |
92,902,846 |
80 |
219.60 |
198.65 |
20.95 |
9.8% |
1.61 |
0.8% |
69% |
False |
False |
91,883,534 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.66 |
0.8% |
69% |
False |
False |
91,834,313 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.68 |
0.8% |
69% |
False |
False |
91,427,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
224.05 |
2.618 |
220.46 |
1.618 |
218.26 |
1.000 |
216.90 |
0.618 |
216.06 |
HIGH |
214.70 |
0.618 |
213.86 |
0.500 |
213.60 |
0.382 |
213.34 |
LOW |
212.50 |
0.618 |
211.14 |
1.000 |
210.30 |
1.618 |
208.94 |
2.618 |
206.74 |
4.250 |
203.15 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
213.60 |
214.56 |
PP |
213.45 |
214.09 |
S1 |
213.30 |
213.62 |
|