Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,311.50 |
4,362.50 |
51.00 |
1.2% |
4,181.75 |
High |
4,373.50 |
4,393.00 |
19.50 |
0.4% |
4,369.50 |
Low |
4,290.75 |
4,345.50 |
54.75 |
1.3% |
4,180.00 |
Close |
4,361.00 |
4,391.50 |
30.50 |
0.7% |
4,325.25 |
Range |
82.75 |
47.50 |
-35.25 |
-42.6% |
189.50 |
ATR |
102.80 |
98.85 |
-3.95 |
-3.8% |
0.00 |
Volume |
83,374 |
62,009 |
-21,365 |
-25.6% |
1,185,998 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.25 |
4,502.75 |
4,417.50 |
|
R3 |
4,471.75 |
4,455.25 |
4,404.50 |
|
R2 |
4,424.25 |
4,424.25 |
4,400.25 |
|
R1 |
4,407.75 |
4,407.75 |
4,395.75 |
4,416.00 |
PP |
4,376.75 |
4,376.75 |
4,376.75 |
4,380.75 |
S1 |
4,360.25 |
4,360.25 |
4,387.25 |
4,368.50 |
S2 |
4,329.25 |
4,329.25 |
4,382.75 |
|
S3 |
4,281.75 |
4,312.75 |
4,378.50 |
|
S4 |
4,234.25 |
4,265.25 |
4,365.50 |
|
|
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 |
4,393.00 |
4,226.50 |
166.50 |
3.8% |
73.25 |
1.7% |
99% |
True |
False |
154,179 |
10 |
4,393.00 |
4,136.00 |
257.00 |
5.9% |
91.50 |
2.1% |
99% |
True |
False |
244,624 |
20 |
4,552.25 |
3,908.25 |
644.00 |
14.7% |
124.50 |
2.8% |
75% |
False |
False |
371,909 |
40 |
4,638.75 |
3,908.25 |
730.50 |
16.6% |
93.50 |
2.1% |
66% |
False |
False |
306,285 |
60 |
4,686.00 |
3,908.25 |
777.75 |
17.7% |
83.25 |
1.9% |
62% |
False |
False |
279,215 |
80 |
4,686.00 |
3,908.25 |
777.75 |
17.7% |
76.00 |
1.7% |
62% |
False |
False |
229,911 |
100 |
4,686.00 |
3,908.25 |
777.75 |
17.7% |
70.25 |
1.6% |
62% |
False |
False |
183,944 |
120 |
4,686.00 |
3,908.25 |
777.75 |
17.7% |
66.25 |
1.5% |
62% |
False |
False |
153,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.00 |
2.618 |
4,517.25 |
1.618 |
4,469.75 |
1.000 |
4,440.50 |
0.618 |
4,422.25 |
HIGH |
4,393.00 |
0.618 |
4,374.75 |
0.500 |
4,369.25 |
0.382 |
4,363.75 |
LOW |
4,345.50 |
0.618 |
4,316.25 |
1.000 |
4,298.00 |
1.618 |
4,268.75 |
2.618 |
4,221.25 |
4.250 |
4,143.50 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,384.00 |
4,375.00 |
PP |
4,376.75 |
4,358.50 |
S1 |
4,369.25 |
4,342.00 |
|