Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,997.00 |
1,988.00 |
-9.00 |
-0.5% |
1,963.75 |
High |
2,021.50 |
1,993.75 |
-27.75 |
-1.4% |
2,021.50 |
Low |
1,982.50 |
1,954.75 |
-27.75 |
-1.4% |
1,945.00 |
Close |
1,987.75 |
1,970.10 |
-17.65 |
-0.9% |
1,970.10 |
Range |
39.00 |
39.00 |
0.00 |
0.0% |
76.50 |
ATR |
40.36 |
40.27 |
-0.10 |
-0.2% |
0.00 |
Volume |
522,526 |
162,000 |
-360,526 |
-69.0% |
3,208,517 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.75 |
2,069.00 |
1,991.50 |
|
R3 |
2,050.75 |
2,030.00 |
1,980.75 |
|
R2 |
2,011.75 |
2,011.75 |
1,977.25 |
|
R1 |
1,991.00 |
1,991.00 |
1,973.75 |
1,982.00 |
PP |
1,972.75 |
1,972.75 |
1,972.75 |
1,968.25 |
S1 |
1,952.00 |
1,952.00 |
1,966.50 |
1,943.00 |
S2 |
1,933.75 |
1,933.75 |
1,963.00 |
|
S3 |
1,894.75 |
1,913.00 |
1,959.50 |
|
S4 |
1,855.75 |
1,874.00 |
1,948.75 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,208.25 |
2,165.75 |
2,012.25 |
|
R3 |
2,131.75 |
2,089.25 |
1,991.25 |
|
R2 |
2,055.25 |
2,055.25 |
1,984.00 |
|
R1 |
2,012.75 |
2,012.75 |
1,977.00 |
2,034.00 |
PP |
1,978.75 |
1,978.75 |
1,978.75 |
1,989.50 |
S1 |
1,936.25 |
1,936.25 |
1,963.00 |
1,957.50 |
S2 |
1,902.25 |
1,902.25 |
1,956.00 |
|
S3 |
1,825.75 |
1,859.75 |
1,949.00 |
|
S4 |
1,749.25 |
1,783.25 |
1,928.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,021.50 |
1,945.00 |
76.50 |
3.9% |
34.00 |
1.7% |
33% |
False |
False |
641,703 |
10 |
2,021.50 |
1,907.75 |
113.75 |
5.8% |
38.50 |
2.0% |
55% |
False |
False |
1,268,802 |
20 |
2,029.00 |
1,831.00 |
198.00 |
10.1% |
50.50 |
2.6% |
70% |
False |
False |
2,157,063 |
40 |
2,109.25 |
1,831.00 |
278.25 |
14.1% |
38.00 |
1.9% |
50% |
False |
False |
1,881,164 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
33.00 |
1.7% |
47% |
False |
False |
1,765,329 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
29.75 |
1.5% |
47% |
False |
False |
1,506,593 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
28.00 |
1.4% |
47% |
False |
False |
1,205,827 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
26.75 |
1.4% |
47% |
False |
False |
1,005,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,159.50 |
2.618 |
2,095.75 |
1.618 |
2,056.75 |
1.000 |
2,032.75 |
0.618 |
2,017.75 |
HIGH |
1,993.75 |
0.618 |
1,978.75 |
0.500 |
1,974.25 |
0.382 |
1,969.75 |
LOW |
1,954.75 |
0.618 |
1,930.75 |
1.000 |
1,915.75 |
1.618 |
1,891.75 |
2.618 |
1,852.75 |
4.250 |
1,789.00 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,974.25 |
1,988.00 |
PP |
1,972.75 |
1,982.00 |
S1 |
1,971.50 |
1,976.00 |
|