Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,109.93 |
16,505.04 |
395.11 |
2.5% |
16,632.02 |
High |
16,503.41 |
16,664.65 |
161.24 |
1.0% |
16,632.02 |
Low |
16,109.93 |
16,220.10 |
110.17 |
0.7% |
15,979.95 |
Close |
16,492.68 |
16,253.57 |
-239.11 |
-1.4% |
16,102.38 |
Range |
393.48 |
444.55 |
51.07 |
13.0% |
652.07 |
ATR |
325.17 |
333.69 |
8.53 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,713.09 |
17,427.88 |
16,498.07 |
|
R3 |
17,268.54 |
16,983.33 |
16,375.82 |
|
R2 |
16,823.99 |
16,823.99 |
16,335.07 |
|
R1 |
16,538.78 |
16,538.78 |
16,294.32 |
16,459.11 |
PP |
16,379.44 |
16,379.44 |
16,379.44 |
16,339.61 |
S1 |
16,094.23 |
16,094.23 |
16,212.82 |
16,014.56 |
S2 |
15,934.89 |
15,934.89 |
16,172.07 |
|
S3 |
15,490.34 |
15,649.68 |
16,131.32 |
|
S4 |
15,045.79 |
15,205.13 |
16,009.07 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,194.33 |
17,800.42 |
16,461.02 |
|
R3 |
17,542.26 |
17,148.35 |
16,281.70 |
|
R2 |
16,890.19 |
16,890.19 |
16,221.93 |
|
R1 |
16,496.28 |
16,496.28 |
16,162.15 |
16,367.20 |
PP |
16,238.12 |
16,238.12 |
16,238.12 |
16,173.58 |
S1 |
15,844.21 |
15,844.21 |
16,042.61 |
15,715.13 |
S2 |
15,586.05 |
15,586.05 |
15,982.83 |
|
S3 |
14,933.98 |
15,192.14 |
15,923.06 |
|
S4 |
14,281.91 |
14,540.07 |
15,743.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,664.65 |
16,026.61 |
638.04 |
3.9% |
342.03 |
2.1% |
36% |
True |
False |
|
10 |
16,669.97 |
15,676.26 |
993.71 |
6.1% |
358.97 |
2.2% |
58% |
False |
False |
|
20 |
17,568.40 |
15,370.33 |
2,198.07 |
13.5% |
364.52 |
2.2% |
40% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
259.68 |
1.6% |
32% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
233.96 |
1.4% |
31% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
209.80 |
1.3% |
30% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
202.45 |
1.2% |
30% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
198.68 |
1.2% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,553.99 |
2.618 |
17,828.48 |
1.618 |
17,383.93 |
1.000 |
17,109.20 |
0.618 |
16,939.38 |
HIGH |
16,664.65 |
0.618 |
16,494.83 |
0.500 |
16,442.38 |
0.382 |
16,389.92 |
LOW |
16,220.10 |
0.618 |
15,945.37 |
1.000 |
15,775.55 |
1.618 |
15,500.82 |
2.618 |
15,056.27 |
4.250 |
14,330.76 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,442.38 |
16,345.63 |
PP |
16,379.44 |
16,314.94 |
S1 |
16,316.51 |
16,284.26 |
|