Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,385.75 |
4,381.50 |
-4.25 |
-0.1% |
4,325.25 |
High |
4,451.50 |
4,392.75 |
-58.75 |
-1.3% |
4,451.50 |
Low |
4,368.00 |
4,313.00 |
-55.00 |
-1.3% |
4,290.75 |
Close |
4,380.25 |
4,331.15 |
-49.10 |
-1.1% |
4,331.15 |
Range |
83.50 |
79.75 |
-3.75 |
-4.5% |
160.75 |
ATR |
97.76 |
96.47 |
-1.29 |
-1.3% |
0.00 |
Volume |
46,680 |
3,668 |
-43,012 |
-92.1% |
283,281 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,585.00 |
4,537.75 |
4,375.00 |
|
R3 |
4,505.25 |
4,458.00 |
4,353.00 |
|
R2 |
4,425.50 |
4,425.50 |
4,345.75 |
|
R1 |
4,378.25 |
4,378.25 |
4,338.50 |
4,362.00 |
PP |
4,345.75 |
4,345.75 |
4,345.75 |
4,337.50 |
S1 |
4,298.50 |
4,298.50 |
4,323.75 |
4,282.25 |
S2 |
4,266.00 |
4,266.00 |
4,316.50 |
|
S3 |
4,186.25 |
4,218.75 |
4,309.25 |
|
S4 |
4,106.50 |
4,139.00 |
4,287.25 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.00 |
4,746.25 |
4,419.50 |
|
R3 |
4,679.25 |
4,585.50 |
4,375.25 |
|
R2 |
4,518.50 |
4,518.50 |
4,360.50 |
|
R1 |
4,424.75 |
4,424.75 |
4,346.00 |
4,471.75 |
PP |
4,357.75 |
4,357.75 |
4,357.75 |
4,381.25 |
S1 |
4,264.00 |
4,264.00 |
4,316.50 |
4,311.00 |
S2 |
4,197.00 |
4,197.00 |
4,301.75 |
|
S3 |
4,036.25 |
4,103.25 |
4,287.00 |
|
S4 |
3,875.50 |
3,942.50 |
4,242.75 |
|
|
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 |
4,290.75 |
160.75 |
3.7% |
71.75 |
1.7% |
25% |
False |
False |
56,656 |
10 |
4,451.50 |
4,155.00 |
296.50 |
6.8% |
86.75 |
2.0% |
59% |
False |
False |
182,340 |
20 |
4,451.50 |
3,908.25 |
543.25 |
12.5% |
121.50 |
2.8% |
78% |
False |
False |
335,367 |
40 |
4,638.75 |
3,908.25 |
730.50 |
16.9% |
95.00 |
2.2% |
58% |
False |
False |
296,380 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
85.00 |
2.0% |
54% |
False |
False |
275,348 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
76.00 |
1.8% |
54% |
False |
False |
230,535 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
71.00 |
1.6% |
54% |
False |
False |
184,446 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
66.75 |
1.5% |
54% |
False |
False |
153,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,731.75 |
2.618 |
4,601.50 |
1.618 |
4,521.75 |
1.000 |
4,472.50 |
0.618 |
4,442.00 |
HIGH |
4,392.75 |
0.618 |
4,362.25 |
0.500 |
4,353.00 |
0.382 |
4,343.50 |
LOW |
4,313.00 |
0.618 |
4,263.75 |
1.000 |
4,233.25 |
1.618 |
4,184.00 |
2.618 |
4,104.25 |
4.250 |
3,974.00 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,353.00 |
4,382.25 |
PP |
4,345.75 |
4,365.25 |
S1 |
4,338.50 |
4,348.25 |
|