Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
18,175.36 |
18,164.96 |
-10.40 |
-0.1% |
18,028.95 |
High |
18,227.21 |
18,307.43 |
80.22 |
0.4% |
18,358.69 |
Low |
18,128.80 |
18,121.57 |
-7.23 |
0.0% |
17,992.21 |
Close |
18,129.96 |
18,293.70 |
163.74 |
0.9% |
18,123.80 |
Range |
98.41 |
185.86 |
87.45 |
88.9% |
366.48 |
ATR |
159.38 |
161.27 |
1.89 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,798.48 |
18,731.95 |
18,395.92 |
|
R3 |
18,612.62 |
18,546.09 |
18,344.81 |
|
R2 |
18,426.76 |
18,426.76 |
18,327.77 |
|
R1 |
18,360.23 |
18,360.23 |
18,310.74 |
18,393.50 |
PP |
18,240.90 |
18,240.90 |
18,240.90 |
18,257.53 |
S1 |
18,174.37 |
18,174.37 |
18,276.66 |
18,207.64 |
S2 |
18,055.04 |
18,055.04 |
18,259.63 |
|
S3 |
17,869.18 |
17,988.51 |
18,242.59 |
|
S4 |
17,683.32 |
17,802.65 |
18,191.48 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,257.67 |
19,057.22 |
18,325.36 |
|
R3 |
18,891.19 |
18,690.74 |
18,224.58 |
|
R2 |
18,524.71 |
18,524.71 |
18,190.99 |
|
R1 |
18,324.26 |
18,324.26 |
18,157.39 |
18,424.49 |
PP |
18,158.23 |
18,158.23 |
18,158.23 |
18,208.35 |
S1 |
17,957.78 |
17,957.78 |
18,090.21 |
18,058.01 |
S2 |
17,791.75 |
17,791.75 |
18,056.61 |
|
S3 |
17,425.27 |
17,591.30 |
18,023.02 |
|
S4 |
17,058.79 |
17,224.82 |
17,922.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,307.43 |
18,015.49 |
291.94 |
1.6% |
165.54 |
0.9% |
95% |
True |
False |
|
10 |
18,506.24 |
17,992.21 |
514.03 |
2.8% |
197.60 |
1.1% |
59% |
False |
False |
|
20 |
18,572.09 |
17,992.21 |
579.88 |
3.2% |
154.43 |
0.8% |
52% |
False |
False |
|
40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
124.97 |
0.7% |
45% |
False |
False |
|
60 |
18,668.44 |
17,190.51 |
1,477.93 |
8.1% |
127.08 |
0.7% |
75% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.15 |
0.8% |
77% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.99 |
0.8% |
77% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.85 |
0.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,097.34 |
2.618 |
18,794.01 |
1.618 |
18,608.15 |
1.000 |
18,493.29 |
0.618 |
18,422.29 |
HIGH |
18,307.43 |
0.618 |
18,236.43 |
0.500 |
18,214.50 |
0.382 |
18,192.57 |
LOW |
18,121.57 |
0.618 |
18,006.71 |
1.000 |
17,935.71 |
1.618 |
17,820.85 |
2.618 |
17,634.99 |
4.250 |
17,331.67 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,267.30 |
18,262.55 |
PP |
18,240.90 |
18,231.39 |
S1 |
18,214.50 |
18,200.24 |
|