Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,949.50 |
1,963.75 |
14.25 |
0.7% |
1,916.75 |
High |
1,962.50 |
1,974.25 |
11.75 |
0.6% |
1,992.00 |
Low |
1,937.25 |
1,946.50 |
9.25 |
0.5% |
1,915.75 |
Close |
1,960.25 |
1,954.00 |
-6.25 |
-0.3% |
1,960.25 |
Range |
25.25 |
27.75 |
2.50 |
9.9% |
76.25 |
ATR |
42.92 |
41.84 |
-1.08 |
-2.5% |
0.00 |
Volume |
1,045,267 |
893,365 |
-151,902 |
-14.5% |
7,340,521 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.50 |
2,025.50 |
1,969.25 |
|
R3 |
2,013.75 |
1,997.75 |
1,961.75 |
|
R2 |
1,986.00 |
1,986.00 |
1,959.00 |
|
R1 |
1,970.00 |
1,970.00 |
1,956.50 |
1,964.00 |
PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,955.25 |
S1 |
1,942.25 |
1,942.25 |
1,951.50 |
1,936.50 |
S2 |
1,930.50 |
1,930.50 |
1,949.00 |
|
S3 |
1,902.75 |
1,914.50 |
1,946.25 |
|
S4 |
1,875.00 |
1,886.75 |
1,938.75 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,184.75 |
2,148.75 |
2,002.25 |
|
R3 |
2,108.50 |
2,072.50 |
1,981.25 |
|
R2 |
2,032.25 |
2,032.25 |
1,974.25 |
|
R1 |
1,996.25 |
1,996.25 |
1,967.25 |
2,014.25 |
PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,965.00 |
S1 |
1,920.00 |
1,920.00 |
1,953.25 |
1,938.00 |
S2 |
1,879.75 |
1,879.75 |
1,946.25 |
|
S3 |
1,803.50 |
1,843.75 |
1,939.25 |
|
S4 |
1,727.25 |
1,767.50 |
1,918.25 |
|
|
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 |
1,915.75 |
76.25 |
3.9% |
40.25 |
2.1% |
50% |
False |
False |
1,646,777 |
10 |
1,992.00 |
1,898.75 |
93.25 |
4.8% |
41.25 |
2.1% |
59% |
False |
False |
1,930,413 |
20 |
2,103.75 |
1,831.00 |
272.75 |
14.0% |
49.75 |
2.5% |
45% |
False |
False |
2,406,315 |
40 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
36.00 |
1.8% |
42% |
False |
False |
1,943,499 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
31.75 |
1.6% |
42% |
False |
False |
1,798,997 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
29.00 |
1.5% |
42% |
False |
False |
1,477,863 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
27.25 |
1.4% |
42% |
False |
False |
1,182,786 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.1% |
26.25 |
1.3% |
42% |
False |
False |
986,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,092.25 |
2.618 |
2,047.00 |
1.618 |
2,019.25 |
1.000 |
2,002.00 |
0.618 |
1,991.50 |
HIGH |
1,974.25 |
0.618 |
1,963.75 |
0.500 |
1,960.50 |
0.382 |
1,957.00 |
LOW |
1,946.50 |
0.618 |
1,929.25 |
1.000 |
1,918.75 |
1.618 |
1,901.50 |
2.618 |
1,873.75 |
4.250 |
1,828.50 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,960.50 |
1,953.00 |
PP |
1,958.25 |
1,952.25 |
S1 |
1,956.00 |
1,951.50 |
|