Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,073.39 |
18,024.91 |
-48.48 |
-0.3% |
18,493.40 |
High |
18,163.48 |
18,250.11 |
86.63 |
0.5% |
18,551.54 |
Low |
17,992.21 |
18,015.49 |
23.28 |
0.1% |
18,085.45 |
Close |
18,034.77 |
18,212.48 |
177.71 |
1.0% |
18,085.45 |
Range |
171.27 |
234.62 |
63.35 |
37.0% |
466.09 |
ATR |
159.43 |
164.80 |
5.37 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,863.22 |
18,772.47 |
18,341.52 |
|
R3 |
18,628.60 |
18,537.85 |
18,277.00 |
|
R2 |
18,393.98 |
18,393.98 |
18,255.49 |
|
R1 |
18,303.23 |
18,303.23 |
18,233.99 |
18,348.61 |
PP |
18,159.36 |
18,159.36 |
18,159.36 |
18,182.05 |
S1 |
18,068.61 |
18,068.61 |
18,190.97 |
18,113.99 |
S2 |
17,924.74 |
17,924.74 |
18,169.47 |
|
S3 |
17,690.12 |
17,833.99 |
18,147.96 |
|
S4 |
17,455.50 |
17,599.37 |
18,083.44 |
|
|
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 |
18,404.17 |
17,992.21 |
411.96 |
2.3% |
264.68 |
1.5% |
53% |
False |
False |
|
10 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
178.65 |
1.0% |
39% |
False |
False |
|
20 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
142.35 |
0.8% |
34% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
121.11 |
0.7% |
33% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
137.18 |
0.8% |
72% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
137.07 |
0.8% |
72% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.82 |
0.8% |
72% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.54 |
0.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,247.25 |
2.618 |
18,864.35 |
1.618 |
18,629.73 |
1.000 |
18,484.73 |
0.618 |
18,395.11 |
HIGH |
18,250.11 |
0.618 |
18,160.49 |
0.500 |
18,132.80 |
0.382 |
18,105.11 |
LOW |
18,015.49 |
0.618 |
17,870.49 |
1.000 |
17,780.87 |
1.618 |
17,635.87 |
2.618 |
17,401.25 |
4.250 |
17,018.36 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,185.92 |
18,184.19 |
PP |
18,159.36 |
18,155.89 |
S1 |
18,132.80 |
18,127.60 |
|