Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,024.91 |
18,217.21 |
192.30 |
1.1% |
18,028.95 |
High |
18,250.11 |
18,217.21 |
-32.90 |
-0.2% |
18,358.69 |
Low |
18,015.49 |
18,070.21 |
54.72 |
0.3% |
17,992.21 |
Close |
18,212.48 |
18,123.80 |
-88.68 |
-0.5% |
18,123.80 |
Range |
234.62 |
147.00 |
-87.62 |
-37.3% |
366.48 |
ATR |
164.80 |
163.53 |
-1.27 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,578.07 |
18,497.94 |
18,204.65 |
|
R3 |
18,431.07 |
18,350.94 |
18,164.23 |
|
R2 |
18,284.07 |
18,284.07 |
18,150.75 |
|
R1 |
18,203.94 |
18,203.94 |
18,137.28 |
18,170.51 |
PP |
18,137.07 |
18,137.07 |
18,137.07 |
18,120.36 |
S1 |
18,056.94 |
18,056.94 |
18,110.33 |
18,023.51 |
S2 |
17,990.07 |
17,990.07 |
18,096.85 |
|
S3 |
17,843.07 |
17,909.94 |
18,083.38 |
|
S4 |
17,696.07 |
17,762.94 |
18,042.95 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,257.67 |
19,057.22 |
18,325.36 |
|
R3 |
18,891.19 |
18,690.74 |
18,224.58 |
|
R2 |
18,524.71 |
18,524.71 |
18,190.99 |
|
R1 |
18,324.26 |
18,324.26 |
18,157.39 |
18,424.49 |
PP |
18,158.23 |
18,158.23 |
18,158.23 |
18,208.35 |
S1 |
17,957.78 |
17,957.78 |
18,090.21 |
18,058.01 |
S2 |
17,791.75 |
17,791.75 |
18,056.61 |
|
S3 |
17,425.27 |
17,591.30 |
18,023.02 |
|
S4 |
17,058.79 |
17,224.82 |
17,922.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,358.69 |
17,992.21 |
366.48 |
2.0% |
230.33 |
1.3% |
36% |
False |
False |
|
10 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
179.89 |
1.0% |
24% |
False |
False |
|
20 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
146.32 |
0.8% |
21% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
121.77 |
0.7% |
19% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
137.13 |
0.8% |
66% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
136.19 |
0.8% |
66% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
144.19 |
0.8% |
66% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
144.03 |
0.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,841.96 |
2.618 |
18,602.06 |
1.618 |
18,455.06 |
1.000 |
18,364.21 |
0.618 |
18,308.06 |
HIGH |
18,217.21 |
0.618 |
18,161.06 |
0.500 |
18,143.71 |
0.382 |
18,126.36 |
LOW |
18,070.21 |
0.618 |
17,979.36 |
1.000 |
17,923.21 |
1.618 |
17,832.36 |
2.618 |
17,685.36 |
4.250 |
17,445.46 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,143.71 |
18,122.92 |
PP |
18,137.07 |
18,122.04 |
S1 |
18,130.44 |
18,121.16 |
|