Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,154.82 |
18,175.36 |
20.54 |
0.1% |
18,028.95 |
High |
18,254.88 |
18,227.21 |
-27.67 |
-0.2% |
18,358.69 |
Low |
18,093.05 |
18,128.80 |
35.75 |
0.2% |
17,992.21 |
Close |
18,120.17 |
18,129.96 |
9.79 |
0.1% |
18,123.80 |
Range |
161.83 |
98.41 |
-63.42 |
-39.2% |
366.48 |
ATR |
163.41 |
159.38 |
-4.03 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,457.22 |
18,392.00 |
18,184.09 |
|
R3 |
18,358.81 |
18,293.59 |
18,157.02 |
|
R2 |
18,260.40 |
18,260.40 |
18,148.00 |
|
R1 |
18,195.18 |
18,195.18 |
18,138.98 |
18,178.59 |
PP |
18,161.99 |
18,161.99 |
18,161.99 |
18,153.69 |
S1 |
18,096.77 |
18,096.77 |
18,120.94 |
18,080.18 |
S2 |
18,063.58 |
18,063.58 |
18,111.92 |
|
S3 |
17,965.17 |
17,998.36 |
18,102.90 |
|
S4 |
17,866.76 |
17,899.95 |
18,075.83 |
|
|
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 |
18,254.88 |
17,992.21 |
262.67 |
1.4% |
162.63 |
0.9% |
52% |
False |
False |
|
10 |
18,536.89 |
17,992.21 |
544.68 |
3.0% |
185.23 |
1.0% |
25% |
False |
False |
|
20 |
18,631.60 |
17,992.21 |
639.39 |
3.5% |
149.44 |
0.8% |
22% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
123.70 |
0.7% |
20% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
128.85 |
0.7% |
66% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
136.43 |
0.8% |
66% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
142.76 |
0.8% |
66% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
144.33 |
0.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,645.45 |
2.618 |
18,484.85 |
1.618 |
18,386.44 |
1.000 |
18,325.62 |
0.618 |
18,288.03 |
HIGH |
18,227.21 |
0.618 |
18,189.62 |
0.500 |
18,178.01 |
0.382 |
18,166.39 |
LOW |
18,128.80 |
0.618 |
18,067.98 |
1.000 |
18,030.39 |
1.618 |
17,969.57 |
2.618 |
17,871.16 |
4.250 |
17,710.56 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,178.01 |
18,162.55 |
PP |
18,161.99 |
18,151.68 |
S1 |
18,145.98 |
18,140.82 |
|