Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,486.69 |
18,404.17 |
-82.52 |
-0.4% |
18,493.40 |
High |
18,506.24 |
18,404.17 |
-102.07 |
-0.6% |
18,551.54 |
Low |
18,446.69 |
18,085.45 |
-361.24 |
-2.0% |
18,085.45 |
Close |
18,479.91 |
18,085.45 |
-394.46 |
-2.1% |
18,085.45 |
Range |
59.55 |
318.72 |
259.17 |
435.2% |
466.09 |
ATR |
111.01 |
131.25 |
20.25 |
18.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,147.85 |
18,935.37 |
18,260.75 |
|
R3 |
18,829.13 |
18,616.65 |
18,173.10 |
|
R2 |
18,510.41 |
18,510.41 |
18,143.88 |
|
R1 |
18,297.93 |
18,297.93 |
18,114.67 |
18,244.81 |
PP |
18,191.69 |
18,191.69 |
18,191.69 |
18,165.13 |
S1 |
17,979.21 |
17,979.21 |
18,056.23 |
17,926.09 |
S2 |
17,872.97 |
17,872.97 |
18,027.02 |
|
S3 |
17,554.25 |
17,660.49 |
17,997.80 |
|
S4 |
17,235.53 |
17,341.77 |
17,910.15 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,639.08 |
19,328.36 |
18,341.80 |
|
R3 |
19,172.99 |
18,862.27 |
18,213.62 |
|
R2 |
18,706.90 |
18,706.90 |
18,170.90 |
|
R1 |
18,396.18 |
18,396.18 |
18,128.17 |
18,318.50 |
PP |
18,240.81 |
18,240.81 |
18,240.81 |
18,201.97 |
S1 |
17,930.09 |
17,930.09 |
18,042.73 |
17,852.41 |
S2 |
17,774.72 |
17,774.72 |
18,000.00 |
|
S3 |
17,308.63 |
17,464.00 |
17,957.28 |
|
S4 |
16,842.54 |
16,997.91 |
17,829.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,551.54 |
18,085.45 |
466.09 |
2.6% |
129.45 |
0.7% |
0% |
False |
True |
|
10 |
18,572.09 |
18,085.45 |
486.64 |
2.7% |
133.37 |
0.7% |
0% |
False |
True |
|
20 |
18,668.44 |
18,085.45 |
582.99 |
3.2% |
108.51 |
0.6% |
0% |
False |
True |
|
40 |
18,668.44 |
18,085.45 |
582.99 |
3.2% |
103.14 |
0.6% |
0% |
False |
True |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
132.13 |
0.7% |
64% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
132.09 |
0.7% |
64% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.09 |
0.8% |
64% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.67 |
0.8% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,758.73 |
2.618 |
19,238.58 |
1.618 |
18,919.86 |
1.000 |
18,722.89 |
0.618 |
18,601.14 |
HIGH |
18,404.17 |
0.618 |
18,282.42 |
0.500 |
18,244.81 |
0.382 |
18,207.20 |
LOW |
18,085.45 |
0.618 |
17,888.48 |
1.000 |
17,766.73 |
1.618 |
17,569.76 |
2.618 |
17,251.04 |
4.250 |
16,730.89 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,244.81 |
18,311.17 |
PP |
18,191.69 |
18,235.93 |
S1 |
18,138.57 |
18,160.69 |
|