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 |
4,294.75 |
4,325.25 |
30.50 |
0.7% |
4,181.75 |
High |
4,330.00 |
4,357.00 |
27.00 |
0.6% |
4,369.50 |
Low |
4,259.50 |
4,292.25 |
32.75 |
0.8% |
4,180.00 |
Close |
4,325.25 |
4,310.00 |
-15.25 |
-0.4% |
4,325.25 |
Range |
70.50 |
64.75 |
-5.75 |
-8.2% |
189.50 |
ATR |
107.39 |
104.35 |
-3.05 |
-2.8% |
0.00 |
Volume |
127,471 |
87,550 |
-39,921 |
-31.3% |
1,185,998 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.00 |
4,476.75 |
4,345.50 |
|
R3 |
4,449.25 |
4,412.00 |
4,327.75 |
|
R2 |
4,384.50 |
4,384.50 |
4,321.75 |
|
R1 |
4,347.25 |
4,347.25 |
4,316.00 |
4,333.50 |
PP |
4,319.75 |
4,319.75 |
4,319.75 |
4,313.00 |
S1 |
4,282.50 |
4,282.50 |
4,304.00 |
4,268.75 |
S2 |
4,255.00 |
4,255.00 |
4,298.25 |
|
S3 |
4,190.25 |
4,217.75 |
4,292.25 |
|
S4 |
4,125.50 |
4,153.00 |
4,274.50 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,860.00 |
4,782.25 |
4,429.50 |
|
R3 |
4,670.50 |
4,592.75 |
4,377.25 |
|
R2 |
4,481.00 |
4,481.00 |
4,360.00 |
|
R1 |
4,403.25 |
4,403.25 |
4,342.50 |
4,442.00 |
PP |
4,291.50 |
4,291.50 |
4,291.50 |
4,311.00 |
S1 |
4,213.75 |
4,213.75 |
4,308.00 |
4,252.50 |
S2 |
4,102.00 |
4,102.00 |
4,290.50 |
|
S3 |
3,912.50 |
4,024.25 |
4,273.25 |
|
S4 |
3,723.00 |
3,834.75 |
4,221.00 |
|
|
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 |
4,180.00 |
189.50 |
4.4% |
98.25 |
2.3% |
69% |
False |
False |
254,709 |
10 |
4,369.50 |
4,118.25 |
251.25 |
5.8% |
100.75 |
2.3% |
76% |
False |
False |
308,507 |
20 |
4,573.50 |
3,908.25 |
665.25 |
15.4% |
123.25 |
2.9% |
60% |
False |
False |
382,477 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
93.00 |
2.2% |
52% |
False |
False |
312,551 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
82.50 |
1.9% |
52% |
False |
False |
282,121 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
75.00 |
1.7% |
52% |
False |
False |
228,095 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
70.00 |
1.6% |
52% |
False |
False |
182,491 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
65.75 |
1.5% |
52% |
False |
False |
152,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.25 |
2.618 |
4,526.50 |
1.618 |
4,461.75 |
1.000 |
4,421.75 |
0.618 |
4,397.00 |
HIGH |
4,357.00 |
0.618 |
4,332.25 |
0.500 |
4,324.50 |
0.382 |
4,317.00 |
LOW |
4,292.25 |
0.618 |
4,252.25 |
1.000 |
4,227.50 |
1.618 |
4,187.50 |
2.618 |
4,122.75 |
4.250 |
4,017.00 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,324.50 |
4,304.00 |
PP |
4,319.75 |
4,297.75 |
S1 |
4,315.00 |
4,291.75 |
|