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 |
18,262.99 |
18,073.39 |
-189.60 |
-1.0% |
18,493.40 |
High |
18,262.99 |
18,163.48 |
-99.51 |
-0.5% |
18,551.54 |
Low |
18,028.06 |
17,992.21 |
-35.85 |
-0.2% |
18,085.45 |
Close |
18,066.75 |
18,034.77 |
-31.98 |
-0.2% |
18,085.45 |
Range |
234.93 |
171.27 |
-63.66 |
-27.1% |
466.09 |
ATR |
158.52 |
159.43 |
0.91 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,577.30 |
18,477.30 |
18,128.97 |
|
R3 |
18,406.03 |
18,306.03 |
18,081.87 |
|
R2 |
18,234.76 |
18,234.76 |
18,066.17 |
|
R1 |
18,134.76 |
18,134.76 |
18,050.47 |
18,099.13 |
PP |
18,063.49 |
18,063.49 |
18,063.49 |
18,045.67 |
S1 |
17,963.49 |
17,963.49 |
18,019.07 |
17,927.86 |
S2 |
17,892.22 |
17,892.22 |
18,003.37 |
|
S3 |
17,720.95 |
17,792.22 |
17,987.67 |
|
S4 |
17,549.68 |
17,620.95 |
17,940.57 |
|
|
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 |
18,506.24 |
17,992.21 |
514.03 |
2.9% |
229.66 |
1.3% |
8% |
False |
True |
|
10 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
165.80 |
0.9% |
8% |
False |
True |
|
20 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
136.30 |
0.8% |
7% |
False |
True |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
116.91 |
0.6% |
6% |
False |
True |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
134.57 |
0.7% |
61% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
135.02 |
0.7% |
61% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
142.82 |
0.8% |
61% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
143.34 |
0.8% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,891.38 |
2.618 |
18,611.86 |
1.618 |
18,440.59 |
1.000 |
18,334.75 |
0.618 |
18,269.32 |
HIGH |
18,163.48 |
0.618 |
18,098.05 |
0.500 |
18,077.85 |
0.382 |
18,057.64 |
LOW |
17,992.21 |
0.618 |
17,886.37 |
1.000 |
17,820.94 |
1.618 |
17,715.10 |
2.618 |
17,543.83 |
4.250 |
17,264.31 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,077.85 |
18,175.45 |
PP |
18,063.49 |
18,128.56 |
S1 |
18,049.13 |
18,081.66 |
|