Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
217.00 |
216.72 |
-0.28 |
-0.1% |
214.13 |
High |
217.53 |
216.88 |
-0.65 |
-0.3% |
217.53 |
Low |
216.71 |
215.88 |
-0.83 |
-0.4% |
213.03 |
Close |
217.18 |
215.99 |
-1.19 |
-0.5% |
215.99 |
Range |
0.82 |
1.00 |
0.18 |
22.0% |
4.50 |
ATR |
2.05 |
2.00 |
-0.05 |
-2.6% |
0.00 |
Volume |
76,640,496 |
73,607,104 |
-3,033,392 |
-4.0% |
410,324,112 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.25 |
218.62 |
216.54 |
|
R3 |
218.25 |
217.62 |
216.27 |
|
R2 |
217.25 |
217.25 |
216.17 |
|
R1 |
216.62 |
216.62 |
216.08 |
216.44 |
PP |
216.25 |
216.25 |
216.25 |
216.16 |
S1 |
215.62 |
215.62 |
215.90 |
215.44 |
S2 |
215.25 |
215.25 |
215.81 |
|
S3 |
214.25 |
214.62 |
215.72 |
|
S4 |
213.25 |
213.62 |
215.44 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
229.02 |
227.00 |
218.47 |
|
R3 |
224.52 |
222.50 |
217.23 |
|
R2 |
220.02 |
220.02 |
216.82 |
|
R1 |
218.00 |
218.00 |
216.40 |
219.01 |
PP |
215.52 |
215.52 |
215.52 |
216.02 |
S1 |
213.50 |
213.50 |
215.58 |
214.51 |
S2 |
211.02 |
211.02 |
215.17 |
|
S3 |
206.52 |
209.00 |
214.75 |
|
S4 |
202.02 |
204.50 |
213.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
217.53 |
213.03 |
4.50 |
2.1% |
1.49 |
0.7% |
66% |
False |
False |
82,064,822 |
10 |
217.53 |
212.31 |
5.22 |
2.4% |
2.09 |
1.0% |
70% |
False |
False |
119,624,580 |
20 |
219.22 |
212.31 |
6.91 |
3.2% |
1.86 |
0.9% |
53% |
False |
False |
106,936,235 |
40 |
219.60 |
212.31 |
7.29 |
3.4% |
1.51 |
0.7% |
50% |
False |
False |
85,038,812 |
60 |
219.60 |
206.56 |
13.04 |
6.0% |
1.51 |
0.7% |
72% |
False |
False |
85,591,789 |
80 |
219.60 |
198.65 |
20.95 |
9.7% |
1.64 |
0.8% |
83% |
False |
False |
94,139,583 |
100 |
219.60 |
198.65 |
20.95 |
9.7% |
1.66 |
0.8% |
83% |
False |
False |
92,670,544 |
120 |
219.60 |
198.65 |
20.95 |
9.7% |
1.67 |
0.8% |
83% |
False |
False |
92,239,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
221.13 |
2.618 |
219.50 |
1.618 |
218.50 |
1.000 |
217.88 |
0.618 |
217.50 |
HIGH |
216.88 |
0.618 |
216.50 |
0.500 |
216.38 |
0.382 |
216.26 |
LOW |
215.88 |
0.618 |
215.26 |
1.000 |
214.88 |
1.618 |
214.26 |
2.618 |
213.26 |
4.250 |
211.63 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
216.38 |
215.82 |
PP |
216.25 |
215.65 |
S1 |
216.12 |
215.49 |
|