Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,963.75 |
1,953.25 |
-10.50 |
-0.5% |
1,916.75 |
High |
1,974.25 |
1,983.00 |
8.75 |
0.4% |
1,992.00 |
Low |
1,946.50 |
1,945.00 |
-1.50 |
-0.1% |
1,915.75 |
Close |
1,954.00 |
1,979.75 |
25.75 |
1.3% |
1,960.25 |
Range |
27.75 |
38.00 |
10.25 |
36.9% |
76.25 |
ATR |
41.84 |
41.56 |
-0.27 |
-0.7% |
0.00 |
Volume |
893,365 |
1,034,822 |
141,457 |
15.8% |
7,340,521 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,083.25 |
2,069.50 |
2,000.75 |
|
R3 |
2,045.25 |
2,031.50 |
1,990.25 |
|
R2 |
2,007.25 |
2,007.25 |
1,986.75 |
|
R1 |
1,993.50 |
1,993.50 |
1,983.25 |
2,000.50 |
PP |
1,969.25 |
1,969.25 |
1,969.25 |
1,972.75 |
S1 |
1,955.50 |
1,955.50 |
1,976.25 |
1,962.50 |
S2 |
1,931.25 |
1,931.25 |
1,972.75 |
|
S3 |
1,893.25 |
1,917.50 |
1,969.25 |
|
S4 |
1,855.25 |
1,879.50 |
1,958.75 |
|
|
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 |
1,928.50 |
63.50 |
3.2% |
37.25 |
1.9% |
81% |
False |
False |
1,477,614 |
10 |
1,992.00 |
1,898.75 |
93.25 |
4.7% |
42.25 |
2.1% |
87% |
False |
False |
1,846,267 |
20 |
2,103.75 |
1,831.00 |
272.75 |
13.8% |
50.25 |
2.5% |
55% |
False |
False |
2,393,434 |
40 |
2,125.00 |
1,831.00 |
294.00 |
14.9% |
36.75 |
1.9% |
51% |
False |
False |
1,945,929 |
60 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
32.00 |
1.6% |
50% |
False |
False |
1,795,590 |
80 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
29.25 |
1.5% |
50% |
False |
False |
1,490,753 |
100 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
27.50 |
1.4% |
50% |
False |
False |
1,193,113 |
120 |
2,126.25 |
1,831.00 |
295.25 |
14.9% |
26.50 |
1.3% |
50% |
False |
False |
994,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,144.50 |
2.618 |
2,082.50 |
1.618 |
2,044.50 |
1.000 |
2,021.00 |
0.618 |
2,006.50 |
HIGH |
1,983.00 |
0.618 |
1,968.50 |
0.500 |
1,964.00 |
0.382 |
1,959.50 |
LOW |
1,945.00 |
0.618 |
1,921.50 |
1.000 |
1,907.00 |
1.618 |
1,883.50 |
2.618 |
1,845.50 |
4.250 |
1,783.50 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,974.50 |
1,973.25 |
PP |
1,969.25 |
1,966.75 |
S1 |
1,964.00 |
1,960.00 |
|