Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,505.04 |
16,252.57 |
-252.47 |
-1.5% |
16,632.02 |
High |
16,664.65 |
16,441.94 |
-222.71 |
-1.3% |
16,632.02 |
Low |
16,220.10 |
16,212.08 |
-8.02 |
0.0% |
15,979.95 |
Close |
16,253.57 |
16,330.40 |
76.83 |
0.5% |
16,102.38 |
Range |
444.55 |
229.86 |
-214.69 |
-48.3% |
652.07 |
ATR |
333.69 |
326.28 |
-7.42 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,017.72 |
16,903.92 |
16,456.82 |
|
R3 |
16,787.86 |
16,674.06 |
16,393.61 |
|
R2 |
16,558.00 |
16,558.00 |
16,372.54 |
|
R1 |
16,444.20 |
16,444.20 |
16,351.47 |
16,501.10 |
PP |
16,328.14 |
16,328.14 |
16,328.14 |
16,356.59 |
S1 |
16,214.34 |
16,214.34 |
16,309.33 |
16,271.24 |
S2 |
16,098.28 |
16,098.28 |
16,288.26 |
|
S3 |
15,868.42 |
15,984.48 |
16,267.19 |
|
S4 |
15,638.56 |
15,754.62 |
16,203.98 |
|
|
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% |
329.16 |
2.0% |
48% |
False |
False |
|
10 |
16,669.97 |
15,979.95 |
690.02 |
4.2% |
319.21 |
2.0% |
51% |
False |
False |
|
20 |
17,568.40 |
15,370.33 |
2,198.07 |
13.5% |
361.11 |
2.2% |
44% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.9% |
263.42 |
1.6% |
35% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
235.36 |
1.4% |
34% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
211.66 |
1.3% |
32% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
202.24 |
1.2% |
32% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
198.62 |
1.2% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,418.85 |
2.618 |
17,043.71 |
1.618 |
16,813.85 |
1.000 |
16,671.80 |
0.618 |
16,583.99 |
HIGH |
16,441.94 |
0.618 |
16,354.13 |
0.500 |
16,327.01 |
0.382 |
16,299.89 |
LOW |
16,212.08 |
0.618 |
16,070.03 |
1.000 |
15,982.22 |
1.618 |
15,840.17 |
2.618 |
15,610.31 |
4.250 |
15,235.18 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,329.27 |
16,387.29 |
PP |
16,328.14 |
16,368.33 |
S1 |
16,327.01 |
16,349.36 |
|