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 |
1,916.75 |
1,966.50 |
49.75 |
2.6% |
1,986.25 |
High |
1,968.75 |
1,992.00 |
23.25 |
1.2% |
1,987.75 |
Low |
1,915.75 |
1,935.50 |
19.75 |
1.0% |
1,898.75 |
Close |
1,965.75 |
1,942.75 |
-23.00 |
-1.2% |
1,921.75 |
Range |
53.00 |
56.50 |
3.50 |
6.6% |
89.00 |
ATR |
43.80 |
44.71 |
0.91 |
2.1% |
0.00 |
Volume |
1,880,634 |
2,144,217 |
263,583 |
14.0% |
11,070,249 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,126.25 |
2,091.00 |
1,973.75 |
|
R3 |
2,069.75 |
2,034.50 |
1,958.25 |
|
R2 |
2,013.25 |
2,013.25 |
1,953.00 |
|
R1 |
1,978.00 |
1,978.00 |
1,948.00 |
1,967.50 |
PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,951.50 |
S1 |
1,921.50 |
1,921.50 |
1,937.50 |
1,911.00 |
S2 |
1,900.25 |
1,900.25 |
1,932.50 |
|
S3 |
1,843.75 |
1,865.00 |
1,927.25 |
|
S4 |
1,787.25 |
1,808.50 |
1,911.75 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,203.00 |
2,151.50 |
1,970.75 |
|
R3 |
2,114.00 |
2,062.50 |
1,946.25 |
|
R2 |
2,025.00 |
2,025.00 |
1,938.00 |
|
R1 |
1,973.50 |
1,973.50 |
1,930.00 |
1,954.75 |
PP |
1,936.00 |
1,936.00 |
1,936.00 |
1,926.75 |
S1 |
1,884.50 |
1,884.50 |
1,913.50 |
1,865.75 |
S2 |
1,847.00 |
1,847.00 |
1,905.50 |
|
S3 |
1,758.00 |
1,795.50 |
1,897.25 |
|
S4 |
1,669.00 |
1,706.50 |
1,872.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.00 |
1,907.25 |
84.75 |
4.4% |
44.75 |
2.3% |
42% |
True |
False |
2,079,354 |
10 |
1,992.75 |
1,850.50 |
142.25 |
7.3% |
49.50 |
2.5% |
65% |
False |
False |
2,353,116 |
20 |
2,103.75 |
1,831.00 |
272.75 |
14.0% |
48.75 |
2.5% |
41% |
False |
False |
2,442,356 |
40 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
34.50 |
1.8% |
38% |
False |
False |
1,917,240 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
31.75 |
1.6% |
38% |
False |
False |
1,814,489 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
28.25 |
1.5% |
38% |
False |
False |
1,425,391 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
27.00 |
1.4% |
38% |
False |
False |
1,140,806 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
26.00 |
1.3% |
38% |
False |
False |
951,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,232.00 |
2.618 |
2,140.00 |
1.618 |
2,083.50 |
1.000 |
2,048.50 |
0.618 |
2,027.00 |
HIGH |
1,992.00 |
0.618 |
1,970.50 |
0.500 |
1,963.75 |
0.382 |
1,957.00 |
LOW |
1,935.50 |
0.618 |
1,900.50 |
1.000 |
1,879.00 |
1.618 |
1,844.00 |
2.618 |
1,787.50 |
4.250 |
1,695.50 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,963.75 |
1,950.00 |
PP |
1,956.75 |
1,947.50 |
S1 |
1,949.75 |
1,945.00 |
|