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 |
4,181.75 |
4,300.50 |
118.75 |
2.8% |
4,324.00 |
High |
4,305.50 |
4,369.50 |
64.00 |
1.5% |
4,330.25 |
Low |
4,180.00 |
4,240.25 |
60.25 |
1.4% |
4,118.25 |
Close |
4,298.50 |
4,255.00 |
-43.50 |
-1.0% |
4,194.00 |
Range |
125.50 |
129.25 |
3.75 |
3.0% |
212.00 |
ATR |
109.55 |
110.96 |
1.41 |
1.3% |
0.00 |
Volume |
293,906 |
354,129 |
60,223 |
20.5% |
1,811,528 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,676.00 |
4,594.75 |
4,326.00 |
|
R3 |
4,546.75 |
4,465.50 |
4,290.50 |
|
R2 |
4,417.50 |
4,417.50 |
4,278.75 |
|
R1 |
4,336.25 |
4,336.25 |
4,266.75 |
4,312.25 |
PP |
4,288.25 |
4,288.25 |
4,288.25 |
4,276.25 |
S1 |
4,207.00 |
4,207.00 |
4,243.25 |
4,183.00 |
S2 |
4,159.00 |
4,159.00 |
4,231.25 |
|
S3 |
4,029.75 |
4,077.75 |
4,219.50 |
|
S4 |
3,900.50 |
3,948.50 |
4,184.00 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,850.25 |
4,734.00 |
4,310.50 |
|
R3 |
4,638.25 |
4,522.00 |
4,252.25 |
|
R2 |
4,426.25 |
4,426.25 |
4,232.75 |
|
R1 |
4,310.00 |
4,310.00 |
4,213.50 |
4,262.00 |
PP |
4,214.25 |
4,214.25 |
4,214.25 |
4,190.25 |
S1 |
4,098.00 |
4,098.00 |
4,174.50 |
4,050.00 |
S2 |
4,002.25 |
4,002.25 |
4,155.25 |
|
S3 |
3,790.25 |
3,886.00 |
4,135.75 |
|
S4 |
3,578.25 |
3,674.00 |
4,077.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,369.50 |
4,136.00 |
233.50 |
5.5% |
110.00 |
2.6% |
51% |
True |
False |
335,070 |
10 |
4,369.50 |
3,958.75 |
410.75 |
9.7% |
122.75 |
2.9% |
72% |
True |
False |
389,494 |
20 |
4,573.50 |
3,908.25 |
665.25 |
15.6% |
120.75 |
2.8% |
52% |
False |
False |
389,251 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
91.00 |
2.1% |
45% |
False |
False |
311,099 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
82.00 |
1.9% |
45% |
False |
False |
283,696 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
73.50 |
1.7% |
45% |
False |
False |
220,279 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
69.00 |
1.6% |
45% |
False |
False |
176,237 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.3% |
65.25 |
1.5% |
45% |
False |
False |
146,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,918.75 |
2.618 |
4,708.00 |
1.618 |
4,578.75 |
1.000 |
4,498.75 |
0.618 |
4,449.50 |
HIGH |
4,369.50 |
0.618 |
4,320.25 |
0.500 |
4,305.00 |
0.382 |
4,289.50 |
LOW |
4,240.25 |
0.618 |
4,160.25 |
1.000 |
4,111.00 |
1.618 |
4,031.00 |
2.618 |
3,901.75 |
4.250 |
3,691.00 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,305.00 |
4,262.25 |
PP |
4,288.25 |
4,259.75 |
S1 |
4,271.50 |
4,257.50 |
|