Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,599.51 |
16,738.08 |
138.57 |
0.8% |
16,109.93 |
High |
16,755.98 |
16,933.43 |
177.45 |
1.1% |
16,664.65 |
Low |
16,593.90 |
16,639.93 |
46.03 |
0.3% |
16,109.93 |
Close |
16,739.95 |
16,674.74 |
-65.21 |
-0.4% |
16,433.09 |
Range |
162.08 |
293.50 |
131.42 |
81.1% |
554.72 |
ATR |
290.53 |
290.75 |
0.21 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,629.87 |
17,445.80 |
16,836.17 |
|
R3 |
17,336.37 |
17,152.30 |
16,755.45 |
|
R2 |
17,042.87 |
17,042.87 |
16,728.55 |
|
R1 |
16,858.80 |
16,858.80 |
16,701.64 |
16,804.09 |
PP |
16,749.37 |
16,749.37 |
16,749.37 |
16,722.01 |
S1 |
16,565.30 |
16,565.30 |
16,647.84 |
16,510.59 |
S2 |
16,455.87 |
16,455.87 |
16,620.93 |
|
S3 |
16,162.37 |
16,271.80 |
16,594.03 |
|
S4 |
15,868.87 |
15,978.30 |
16,513.32 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,066.72 |
17,804.62 |
16,738.19 |
|
R3 |
17,512.00 |
17,249.90 |
16,585.64 |
|
R2 |
16,957.28 |
16,957.28 |
16,534.79 |
|
R1 |
16,695.18 |
16,695.18 |
16,483.94 |
16,826.23 |
PP |
16,402.56 |
16,402.56 |
16,402.56 |
16,468.08 |
S1 |
16,140.46 |
16,140.46 |
16,382.24 |
16,271.51 |
S2 |
15,847.84 |
15,847.84 |
16,331.39 |
|
S3 |
15,293.12 |
15,585.74 |
16,280.54 |
|
S4 |
14,738.40 |
15,031.02 |
16,127.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,933.43 |
16,244.65 |
688.78 |
4.1% |
205.44 |
1.2% |
62% |
True |
False |
|
10 |
16,933.43 |
16,026.61 |
906.82 |
5.4% |
267.30 |
1.6% |
71% |
True |
False |
|
20 |
17,345.32 |
15,370.33 |
1,974.99 |
11.8% |
374.18 |
2.2% |
66% |
False |
False |
|
40 |
17,860.95 |
15,370.33 |
2,490.62 |
14.9% |
274.90 |
1.6% |
52% |
False |
False |
|
60 |
18,139.10 |
15,370.33 |
2,768.77 |
16.6% |
240.31 |
1.4% |
47% |
False |
False |
|
80 |
18,190.35 |
15,370.33 |
2,820.02 |
16.9% |
217.72 |
1.3% |
46% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
204.86 |
1.2% |
44% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
200.26 |
1.2% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,180.81 |
2.618 |
17,701.81 |
1.618 |
17,408.31 |
1.000 |
17,226.93 |
0.618 |
17,114.81 |
HIGH |
16,933.43 |
0.618 |
16,821.31 |
0.500 |
16,786.68 |
0.382 |
16,752.05 |
LOW |
16,639.93 |
0.618 |
16,458.55 |
1.000 |
16,346.43 |
1.618 |
16,165.05 |
2.618 |
15,871.55 |
4.250 |
15,392.56 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,786.68 |
16,669.16 |
PP |
16,749.37 |
16,663.58 |
S1 |
16,712.05 |
16,658.01 |
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