Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,362.50 |
4,385.75 |
23.25 |
0.5% |
4,181.75 |
High |
4,393.00 |
4,451.50 |
58.50 |
1.3% |
4,369.50 |
Low |
4,345.50 |
4,368.00 |
22.50 |
0.5% |
4,180.00 |
Close |
4,391.50 |
4,380.25 |
-11.25 |
-0.3% |
4,325.25 |
Range |
47.50 |
83.50 |
36.00 |
75.8% |
189.50 |
ATR |
98.85 |
97.76 |
-1.10 |
-1.1% |
0.00 |
Volume |
62,009 |
46,680 |
-15,329 |
-24.7% |
1,185,998 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.50 |
4,598.75 |
4,426.25 |
|
R3 |
4,567.00 |
4,515.25 |
4,403.25 |
|
R2 |
4,483.50 |
4,483.50 |
4,395.50 |
|
R1 |
4,431.75 |
4,431.75 |
4,388.00 |
4,416.00 |
PP |
4,400.00 |
4,400.00 |
4,400.00 |
4,392.00 |
S1 |
4,348.25 |
4,348.25 |
4,372.50 |
4,332.50 |
S2 |
4,316.50 |
4,316.50 |
4,365.00 |
|
S3 |
4,233.00 |
4,264.75 |
4,357.25 |
|
S4 |
4,149.50 |
4,181.25 |
4,334.25 |
|
|
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 |
4,451.50 |
4,259.50 |
192.00 |
4.4% |
69.75 |
1.6% |
63% |
True |
False |
81,416 |
10 |
4,451.50 |
4,155.00 |
296.50 |
6.8% |
87.25 |
2.0% |
76% |
True |
False |
215,229 |
20 |
4,513.00 |
3,908.25 |
604.75 |
13.8% |
125.25 |
2.9% |
78% |
False |
False |
357,670 |
40 |
4,638.75 |
3,908.25 |
730.50 |
16.7% |
94.50 |
2.2% |
65% |
False |
False |
301,569 |
60 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
84.25 |
1.9% |
61% |
False |
False |
278,044 |
80 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
76.00 |
1.7% |
61% |
False |
False |
230,493 |
100 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
70.75 |
1.6% |
61% |
False |
False |
184,410 |
120 |
4,686.00 |
3,908.25 |
777.75 |
17.8% |
66.50 |
1.5% |
61% |
False |
False |
153,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,806.50 |
2.618 |
4,670.00 |
1.618 |
4,586.50 |
1.000 |
4,535.00 |
0.618 |
4,503.00 |
HIGH |
4,451.50 |
0.618 |
4,419.50 |
0.500 |
4,409.75 |
0.382 |
4,400.00 |
LOW |
4,368.00 |
0.618 |
4,316.50 |
1.000 |
4,284.50 |
1.618 |
4,233.00 |
2.618 |
4,149.50 |
4.250 |
4,013.00 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,409.75 |
4,377.25 |
PP |
4,400.00 |
4,374.25 |
S1 |
4,390.00 |
4,371.00 |
|