Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,240.22 |
18,322.88 |
82.66 |
0.5% |
18,154.82 |
High |
18,349.86 |
18,366.23 |
16.37 |
0.1% |
18,449.88 |
Low |
18,179.34 |
18,091.64 |
-87.70 |
-0.5% |
18,093.05 |
Close |
18,339.24 |
18,143.45 |
-195.79 |
-1.1% |
18,261.45 |
Range |
170.52 |
274.59 |
104.07 |
61.0% |
356.83 |
ATR |
162.99 |
170.96 |
7.97 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,024.21 |
18,858.42 |
18,294.47 |
|
R3 |
18,749.62 |
18,583.83 |
18,218.96 |
|
R2 |
18,475.03 |
18,475.03 |
18,193.79 |
|
R1 |
18,309.24 |
18,309.24 |
18,168.62 |
18,254.84 |
PP |
18,200.44 |
18,200.44 |
18,200.44 |
18,173.24 |
S1 |
18,034.65 |
18,034.65 |
18,118.28 |
17,980.25 |
S2 |
17,925.85 |
17,925.85 |
18,093.11 |
|
S3 |
17,651.26 |
17,760.06 |
18,067.94 |
|
S4 |
17,376.67 |
17,485.47 |
17,992.43 |
|
|
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 |
18,383.76 |
18,052.16 |
331.60 |
1.8% |
178.88 |
1.0% |
28% |
False |
False |
|
10 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
159.36 |
0.9% |
23% |
False |
False |
|
20 |
18,551.54 |
17,992.21 |
559.33 |
3.1% |
169.01 |
0.9% |
27% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
133.48 |
0.7% |
22% |
False |
False |
|
60 |
18,668.44 |
17,816.65 |
851.79 |
4.7% |
125.35 |
0.7% |
38% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.75 |
0.8% |
67% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.32 |
0.8% |
67% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.18 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,533.24 |
2.618 |
19,085.11 |
1.618 |
18,810.52 |
1.000 |
18,640.82 |
0.618 |
18,535.93 |
HIGH |
18,366.23 |
0.618 |
18,261.34 |
0.500 |
18,228.94 |
0.382 |
18,196.53 |
LOW |
18,091.64 |
0.618 |
17,921.94 |
1.000 |
17,817.05 |
1.618 |
17,647.35 |
2.618 |
17,372.76 |
4.250 |
16,924.63 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,228.94 |
18,209.20 |
PP |
18,200.44 |
18,187.28 |
S1 |
18,171.95 |
18,165.37 |
|