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 |
4,325.25 |
4,311.50 |
-13.75 |
-0.3% |
4,181.75 |
High |
4,357.00 |
4,373.50 |
16.50 |
0.4% |
4,369.50 |
Low |
4,292.25 |
4,290.75 |
-1.50 |
0.0% |
4,180.00 |
Close |
4,310.00 |
4,361.00 |
51.00 |
1.2% |
4,325.25 |
Range |
64.75 |
82.75 |
18.00 |
27.8% |
189.50 |
ATR |
104.35 |
102.80 |
-1.54 |
-1.5% |
0.00 |
Volume |
87,550 |
83,374 |
-4,176 |
-4.8% |
1,185,998 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.00 |
4,558.25 |
4,406.50 |
|
R3 |
4,507.25 |
4,475.50 |
4,383.75 |
|
R2 |
4,424.50 |
4,424.50 |
4,376.25 |
|
R1 |
4,392.75 |
4,392.75 |
4,368.50 |
4,408.50 |
PP |
4,341.75 |
4,341.75 |
4,341.75 |
4,349.75 |
S1 |
4,310.00 |
4,310.00 |
4,353.50 |
4,326.00 |
S2 |
4,259.00 |
4,259.00 |
4,345.75 |
|
S3 |
4,176.25 |
4,227.25 |
4,338.25 |
|
S4 |
4,093.50 |
4,144.50 |
4,315.50 |
|
|
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 |
4,373.50 |
4,226.50 |
147.00 |
3.4% |
89.50 |
2.1% |
91% |
True |
False |
212,603 |
10 |
4,373.50 |
4,118.25 |
255.25 |
5.9% |
101.75 |
2.3% |
95% |
True |
False |
286,524 |
20 |
4,573.50 |
3,908.25 |
665.25 |
15.3% |
124.00 |
2.8% |
68% |
False |
False |
377,047 |
40 |
4,683.00 |
3,908.25 |
774.75 |
17.8% |
94.00 |
2.2% |
58% |
False |
False |
310,391 |
60 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
83.25 |
1.9% |
58% |
False |
False |
280,799 |
80 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
75.50 |
1.7% |
58% |
False |
False |
229,136 |
100 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
70.25 |
1.6% |
58% |
False |
False |
183,324 |
120 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
66.00 |
1.5% |
58% |
False |
False |
152,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,725.25 |
2.618 |
4,590.25 |
1.618 |
4,507.50 |
1.000 |
4,456.25 |
0.618 |
4,424.75 |
HIGH |
4,373.50 |
0.618 |
4,342.00 |
0.500 |
4,332.00 |
0.382 |
4,322.25 |
LOW |
4,290.75 |
0.618 |
4,239.50 |
1.000 |
4,208.00 |
1.618 |
4,156.75 |
2.618 |
4,074.00 |
4.250 |
3,939.00 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,351.50 |
4,346.25 |
PP |
4,341.75 |
4,331.25 |
S1 |
4,332.00 |
4,316.50 |
|