Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,404.17 |
18,028.95 |
-375.22 |
-2.0% |
18,493.40 |
High |
18,404.17 |
18,358.69 |
-45.48 |
-0.2% |
18,551.54 |
Low |
18,085.45 |
17,994.84 |
-90.61 |
-0.5% |
18,085.45 |
Close |
18,085.45 |
18,325.07 |
239.62 |
1.3% |
18,085.45 |
Range |
318.72 |
363.85 |
45.13 |
14.2% |
466.09 |
ATR |
131.25 |
147.87 |
16.61 |
12.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,317.75 |
19,185.26 |
18,525.19 |
|
R3 |
18,953.90 |
18,821.41 |
18,425.13 |
|
R2 |
18,590.05 |
18,590.05 |
18,391.78 |
|
R1 |
18,457.56 |
18,457.56 |
18,358.42 |
18,523.81 |
PP |
18,226.20 |
18,226.20 |
18,226.20 |
18,259.32 |
S1 |
18,093.71 |
18,093.71 |
18,291.72 |
18,159.96 |
S2 |
17,862.35 |
17,862.35 |
18,258.36 |
|
S3 |
17,498.50 |
17,729.86 |
18,225.01 |
|
S4 |
17,134.65 |
17,366.01 |
18,124.95 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,639.08 |
19,328.36 |
18,341.80 |
|
R3 |
19,172.99 |
18,862.27 |
18,213.62 |
|
R2 |
18,706.90 |
18,706.90 |
18,170.90 |
|
R1 |
18,396.18 |
18,396.18 |
18,128.17 |
18,318.50 |
PP |
18,240.81 |
18,240.81 |
18,240.81 |
18,201.97 |
S1 |
17,930.09 |
17,930.09 |
18,042.73 |
17,852.41 |
S2 |
17,774.72 |
17,774.72 |
18,000.00 |
|
S3 |
17,308.63 |
17,464.00 |
17,957.28 |
|
S4 |
16,842.54 |
16,997.91 |
17,829.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,551.54 |
17,994.84 |
556.70 |
3.0% |
181.09 |
1.0% |
59% |
False |
True |
|
10 |
18,551.54 |
17,994.84 |
556.70 |
3.0% |
146.08 |
0.8% |
59% |
False |
True |
|
20 |
18,668.44 |
17,994.84 |
673.60 |
3.7% |
123.20 |
0.7% |
49% |
False |
True |
|
40 |
18,668.44 |
17,994.84 |
673.60 |
3.7% |
110.09 |
0.6% |
49% |
False |
True |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
133.47 |
0.7% |
79% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
133.92 |
0.7% |
79% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.36 |
0.8% |
79% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
141.79 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,905.05 |
2.618 |
19,311.25 |
1.618 |
18,947.40 |
1.000 |
18,722.54 |
0.618 |
18,583.55 |
HIGH |
18,358.69 |
0.618 |
18,219.70 |
0.500 |
18,176.77 |
0.382 |
18,133.83 |
LOW |
17,994.84 |
0.618 |
17,769.98 |
1.000 |
17,630.99 |
1.618 |
17,406.13 |
2.618 |
17,042.28 |
4.250 |
16,448.48 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,275.64 |
18,300.23 |
PP |
18,226.20 |
18,275.38 |
S1 |
18,176.77 |
18,250.54 |
|