Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,377.36 |
18,217.76 |
-159.60 |
-0.9% |
18,154.82 |
High |
18,383.76 |
18,217.76 |
-166.00 |
-0.9% |
18,449.88 |
Low |
18,254.84 |
18,083.32 |
-171.52 |
-0.9% |
18,093.05 |
Close |
18,261.45 |
18,094.83 |
-166.62 |
-0.9% |
18,261.45 |
Range |
128.92 |
134.44 |
5.52 |
4.3% |
356.83 |
ATR |
159.25 |
160.60 |
1.35 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,535.29 |
18,449.50 |
18,168.77 |
|
R3 |
18,400.85 |
18,315.06 |
18,131.80 |
|
R2 |
18,266.41 |
18,266.41 |
18,119.48 |
|
R1 |
18,180.62 |
18,180.62 |
18,107.15 |
18,156.30 |
PP |
18,131.97 |
18,131.97 |
18,131.97 |
18,119.81 |
S1 |
18,046.18 |
18,046.18 |
18,082.51 |
18,021.86 |
S2 |
17,997.53 |
17,997.53 |
18,070.18 |
|
S3 |
17,863.09 |
17,911.74 |
18,057.86 |
|
S4 |
17,728.65 |
17,777.30 |
18,020.89 |
|
|
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 |
18,083.32 |
366.56 |
2.0% |
130.75 |
0.7% |
3% |
False |
True |
|
10 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
160.34 |
0.9% |
22% |
False |
False |
|
20 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
153.21 |
0.8% |
18% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
126.17 |
0.7% |
15% |
False |
False |
|
60 |
18,668.44 |
17,713.45 |
954.99 |
5.3% |
121.80 |
0.7% |
40% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
137.08 |
0.8% |
64% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
142.01 |
0.8% |
64% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
143.47 |
0.8% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,789.13 |
2.618 |
18,569.72 |
1.618 |
18,435.28 |
1.000 |
18,352.20 |
0.618 |
18,300.84 |
HIGH |
18,217.76 |
0.618 |
18,166.40 |
0.500 |
18,150.54 |
0.382 |
18,134.68 |
LOW |
18,083.32 |
0.618 |
18,000.24 |
1.000 |
17,948.88 |
1.618 |
17,865.80 |
2.618 |
17,731.36 |
4.250 |
17,511.95 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,150.54 |
18,266.60 |
PP |
18,131.97 |
18,209.34 |
S1 |
18,113.40 |
18,152.09 |
|