Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,164.96 |
18,343.76 |
178.80 |
1.0% |
18,028.95 |
High |
18,307.43 |
18,449.88 |
142.45 |
0.8% |
18,358.69 |
Low |
18,121.57 |
18,343.76 |
222.19 |
1.2% |
17,992.21 |
Close |
18,293.70 |
18,392.46 |
98.76 |
0.5% |
18,123.80 |
Range |
185.86 |
106.12 |
-79.74 |
-42.9% |
366.48 |
ATR |
161.27 |
160.91 |
-0.36 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,713.73 |
18,659.21 |
18,450.83 |
|
R3 |
18,607.61 |
18,553.09 |
18,421.64 |
|
R2 |
18,501.49 |
18,501.49 |
18,411.92 |
|
R1 |
18,446.97 |
18,446.97 |
18,402.19 |
18,474.23 |
PP |
18,395.37 |
18,395.37 |
18,395.37 |
18,409.00 |
S1 |
18,340.85 |
18,340.85 |
18,382.73 |
18,368.11 |
S2 |
18,289.25 |
18,289.25 |
18,373.00 |
|
S3 |
18,183.13 |
18,234.73 |
18,363.28 |
|
S4 |
18,077.01 |
18,128.61 |
18,334.09 |
|
|
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 |
18,449.88 |
18,070.21 |
379.67 |
2.1% |
139.84 |
0.8% |
85% |
True |
False |
|
10 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
202.26 |
1.1% |
87% |
True |
False |
|
20 |
18,572.09 |
17,992.21 |
579.88 |
3.2% |
155.19 |
0.8% |
69% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
124.84 |
0.7% |
59% |
False |
False |
|
60 |
18,668.44 |
17,456.02 |
1,212.42 |
6.6% |
125.20 |
0.7% |
77% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.28 |
0.7% |
83% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
142.66 |
0.8% |
83% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
143.94 |
0.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,900.89 |
2.618 |
18,727.70 |
1.618 |
18,621.58 |
1.000 |
18,556.00 |
0.618 |
18,515.46 |
HIGH |
18,449.88 |
0.618 |
18,409.34 |
0.500 |
18,396.82 |
0.382 |
18,384.30 |
LOW |
18,343.76 |
0.618 |
18,278.18 |
1.000 |
18,237.64 |
1.618 |
18,172.06 |
2.618 |
18,065.94 |
4.250 |
17,892.75 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,396.82 |
18,356.88 |
PP |
18,395.37 |
18,321.30 |
S1 |
18,393.91 |
18,285.73 |
|