Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,343.76 |
18,377.36 |
33.60 |
0.2% |
18,154.82 |
High |
18,449.88 |
18,383.76 |
-66.12 |
-0.4% |
18,449.88 |
Low |
18,343.76 |
18,254.84 |
-88.92 |
-0.5% |
18,093.05 |
Close |
18,392.46 |
18,261.45 |
-131.01 |
-0.7% |
18,261.45 |
Range |
106.12 |
128.92 |
22.80 |
21.5% |
356.83 |
ATR |
160.91 |
159.25 |
-1.66 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,686.78 |
18,603.03 |
18,332.36 |
|
R3 |
18,557.86 |
18,474.11 |
18,296.90 |
|
R2 |
18,428.94 |
18,428.94 |
18,285.09 |
|
R1 |
18,345.19 |
18,345.19 |
18,273.27 |
18,322.61 |
PP |
18,300.02 |
18,300.02 |
18,300.02 |
18,288.72 |
S1 |
18,216.27 |
18,216.27 |
18,249.63 |
18,193.69 |
S2 |
18,171.10 |
18,171.10 |
18,237.81 |
|
S3 |
18,042.18 |
18,087.35 |
18,226.00 |
|
S4 |
17,913.26 |
17,958.43 |
18,190.54 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,338.62 |
19,156.86 |
18,457.71 |
|
R3 |
18,981.79 |
18,800.03 |
18,359.58 |
|
R2 |
18,624.96 |
18,624.96 |
18,326.87 |
|
R1 |
18,443.20 |
18,443.20 |
18,294.16 |
18,534.08 |
PP |
18,268.13 |
18,268.13 |
18,268.13 |
18,313.57 |
S1 |
18,086.37 |
18,086.37 |
18,228.74 |
18,177.25 |
S2 |
17,911.30 |
17,911.30 |
18,196.03 |
|
S3 |
17,554.47 |
17,729.54 |
18,163.32 |
|
S4 |
17,197.64 |
17,372.71 |
18,065.19 |
|
|
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 |
18,093.05 |
356.83 |
2.0% |
136.23 |
0.7% |
47% |
False |
False |
|
10 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
183.28 |
1.0% |
59% |
False |
False |
|
20 |
18,572.09 |
17,992.21 |
579.88 |
3.2% |
158.32 |
0.9% |
46% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
125.20 |
0.7% |
40% |
False |
False |
|
60 |
18,668.44 |
17,711.80 |
956.64 |
5.2% |
123.20 |
0.7% |
57% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
137.09 |
0.8% |
75% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.95 |
0.8% |
75% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.86 |
0.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,931.67 |
2.618 |
18,721.27 |
1.618 |
18,592.35 |
1.000 |
18,512.68 |
0.618 |
18,463.43 |
HIGH |
18,383.76 |
0.618 |
18,334.51 |
0.500 |
18,319.30 |
0.382 |
18,304.09 |
LOW |
18,254.84 |
0.618 |
18,175.17 |
1.000 |
18,125.92 |
1.618 |
18,046.25 |
2.618 |
17,917.33 |
4.250 |
17,706.93 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,319.30 |
18,285.73 |
PP |
18,300.02 |
18,277.63 |
S1 |
18,280.73 |
18,269.54 |
|