Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,217.76 |
18,099.21 |
-118.55 |
-0.7% |
18,154.82 |
High |
18,217.76 |
18,238.10 |
20.34 |
0.1% |
18,449.88 |
Low |
18,083.32 |
18,052.16 |
-31.16 |
-0.2% |
18,093.05 |
Close |
18,094.83 |
18,228.30 |
133.47 |
0.7% |
18,261.45 |
Range |
134.44 |
185.94 |
51.50 |
38.3% |
356.83 |
ATR |
160.60 |
162.41 |
1.81 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,730.67 |
18,665.43 |
18,330.57 |
|
R3 |
18,544.73 |
18,479.49 |
18,279.43 |
|
R2 |
18,358.79 |
18,358.79 |
18,262.39 |
|
R1 |
18,293.55 |
18,293.55 |
18,245.34 |
18,326.17 |
PP |
18,172.85 |
18,172.85 |
18,172.85 |
18,189.17 |
S1 |
18,107.61 |
18,107.61 |
18,211.26 |
18,140.23 |
S2 |
17,986.91 |
17,986.91 |
18,194.21 |
|
S3 |
17,800.97 |
17,921.67 |
18,177.17 |
|
S4 |
17,615.03 |
17,735.73 |
18,126.03 |
|
|
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 |
18,052.16 |
397.72 |
2.2% |
148.26 |
0.8% |
44% |
False |
True |
|
10 |
18,449.88 |
17,992.21 |
457.67 |
2.5% |
155.44 |
0.9% |
52% |
False |
False |
|
20 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
157.35 |
0.9% |
42% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
128.04 |
0.7% |
35% |
False |
False |
|
60 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
123.47 |
0.7% |
54% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
137.61 |
0.8% |
73% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.66 |
0.8% |
73% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.33 |
0.8% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,028.35 |
2.618 |
18,724.89 |
1.618 |
18,538.95 |
1.000 |
18,424.04 |
0.618 |
18,353.01 |
HIGH |
18,238.10 |
0.618 |
18,167.07 |
0.500 |
18,145.13 |
0.382 |
18,123.19 |
LOW |
18,052.16 |
0.618 |
17,937.25 |
1.000 |
17,866.22 |
1.618 |
17,751.31 |
2.618 |
17,565.37 |
4.250 |
17,261.92 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,200.58 |
18,224.85 |
PP |
18,172.85 |
18,221.41 |
S1 |
18,145.13 |
18,217.96 |
|