Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
200.02 |
195.71 |
-4.31 |
-2.2% |
196.95 |
High |
202.89 |
198.68 |
-4.21 |
-2.1% |
202.89 |
Low |
199.28 |
194.96 |
-4.32 |
-2.2% |
194.96 |
Close |
199.73 |
195.45 |
-4.28 |
-2.1% |
195.45 |
Range |
3.61 |
3.72 |
0.11 |
3.0% |
7.93 |
ATR |
3.57 |
3.66 |
0.09 |
2.4% |
0.00 |
Volume |
276,046,500 |
223,657,406 |
-52,389,094 |
-19.0% |
792,543,515 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
207.52 |
205.21 |
197.50 |
|
R3 |
203.80 |
201.49 |
196.47 |
|
R2 |
200.08 |
200.08 |
196.13 |
|
R1 |
197.77 |
197.77 |
195.79 |
197.07 |
PP |
196.36 |
196.36 |
196.36 |
196.01 |
S1 |
194.05 |
194.05 |
195.11 |
193.35 |
S2 |
192.64 |
192.64 |
194.77 |
|
S3 |
188.92 |
190.33 |
194.43 |
|
S4 |
185.20 |
186.61 |
193.40 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.56 |
216.43 |
199.81 |
|
R3 |
213.63 |
208.50 |
197.63 |
|
R2 |
205.70 |
205.70 |
196.90 |
|
R1 |
200.57 |
200.57 |
196.18 |
199.17 |
PP |
197.77 |
197.77 |
197.77 |
197.07 |
S1 |
192.64 |
192.64 |
194.72 |
191.24 |
S2 |
189.84 |
189.84 |
194.00 |
|
S3 |
181.91 |
184.71 |
193.27 |
|
S4 |
173.98 |
176.78 |
191.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
202.89 |
194.96 |
7.93 |
4.1% |
2.79 |
1.4% |
6% |
False |
True |
158,508,703 |
10 |
202.89 |
191.61 |
11.28 |
5.8% |
2.90 |
1.5% |
34% |
False |
False |
154,329,942 |
20 |
203.94 |
182.40 |
21.54 |
11.0% |
4.19 |
2.1% |
61% |
False |
False |
213,621,770 |
40 |
211.45 |
182.40 |
29.05 |
14.9% |
3.11 |
1.6% |
45% |
False |
False |
163,015,110 |
60 |
213.18 |
182.40 |
30.78 |
15.7% |
2.69 |
1.4% |
42% |
False |
False |
148,102,778 |
80 |
213.34 |
182.40 |
30.94 |
15.8% |
2.41 |
1.2% |
42% |
False |
False |
137,952,334 |
100 |
213.78 |
182.40 |
31.38 |
16.1% |
2.26 |
1.2% |
42% |
False |
False |
130,158,011 |
120 |
213.78 |
182.40 |
31.38 |
16.1% |
2.17 |
1.1% |
42% |
False |
False |
124,102,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
214.49 |
2.618 |
208.42 |
1.618 |
204.70 |
1.000 |
202.40 |
0.618 |
200.98 |
HIGH |
198.68 |
0.618 |
197.26 |
0.500 |
196.82 |
0.382 |
196.38 |
LOW |
194.96 |
0.618 |
192.66 |
1.000 |
191.24 |
1.618 |
188.94 |
2.618 |
185.22 |
4.250 |
179.15 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
196.82 |
198.93 |
PP |
196.36 |
197.77 |
S1 |
195.91 |
196.61 |
|