Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,257.11 |
16,205.07 |
-52.04 |
-0.3% |
16,406.10 |
High |
16,257.11 |
16,465.23 |
208.12 |
1.3% |
16,578.60 |
Low |
16,016.36 |
16,205.07 |
188.71 |
1.2% |
16,016.36 |
Close |
16,201.32 |
16,314.67 |
113.35 |
0.7% |
16,314.67 |
Range |
240.75 |
260.16 |
19.41 |
8.1% |
562.24 |
ATR |
275.49 |
274.66 |
-0.83 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,108.80 |
16,971.90 |
16,457.76 |
|
R3 |
16,848.64 |
16,711.74 |
16,386.21 |
|
R2 |
16,588.48 |
16,588.48 |
16,362.37 |
|
R1 |
16,451.58 |
16,451.58 |
16,338.52 |
16,520.03 |
PP |
16,328.32 |
16,328.32 |
16,328.32 |
16,362.55 |
S1 |
16,191.42 |
16,191.42 |
16,290.82 |
16,259.87 |
S2 |
16,068.16 |
16,068.16 |
16,266.97 |
|
S3 |
15,808.00 |
15,931.26 |
16,243.13 |
|
S4 |
15,547.84 |
15,671.10 |
16,171.58 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,989.93 |
17,714.54 |
16,623.90 |
|
R3 |
17,427.69 |
17,152.30 |
16,469.29 |
|
R2 |
16,865.45 |
16,865.45 |
16,417.75 |
|
R1 |
16,590.06 |
16,590.06 |
16,366.21 |
16,446.64 |
PP |
16,303.21 |
16,303.21 |
16,303.21 |
16,231.50 |
S1 |
16,027.82 |
16,027.82 |
16,263.13 |
15,884.40 |
S2 |
15,740.97 |
15,740.97 |
16,211.59 |
|
S3 |
15,178.73 |
15,465.58 |
16,160.05 |
|
S4 |
14,616.49 |
14,903.34 |
16,005.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,578.60 |
16,016.36 |
562.24 |
3.4% |
217.33 |
1.3% |
53% |
False |
False |
|
10 |
16,933.43 |
16,016.36 |
917.07 |
5.6% |
225.47 |
1.4% |
33% |
False |
False |
|
20 |
16,933.43 |
15,979.95 |
953.48 |
5.8% |
262.79 |
1.6% |
35% |
False |
False |
|
40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.8% |
285.60 |
1.8% |
39% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
245.81 |
1.5% |
34% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
224.93 |
1.4% |
34% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
208.42 |
1.3% |
32% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
201.94 |
1.2% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,570.91 |
2.618 |
17,146.33 |
1.618 |
16,886.17 |
1.000 |
16,725.39 |
0.618 |
16,626.01 |
HIGH |
16,465.23 |
0.618 |
16,365.85 |
0.500 |
16,335.15 |
0.382 |
16,304.45 |
LOW |
16,205.07 |
0.618 |
16,044.29 |
1.000 |
15,944.91 |
1.618 |
15,784.13 |
2.618 |
15,523.97 |
4.250 |
15,099.39 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,335.15 |
16,290.05 |
PP |
16,328.32 |
16,265.42 |
S1 |
16,321.50 |
16,240.80 |
|