Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,090 |
16,465 |
375 |
2.3% |
16,635 |
High |
16,491 |
16,688 |
197 |
1.2% |
16,635 |
Low |
16,011 |
16,209 |
198 |
1.2% |
15,959 |
Close |
16,452 |
16,270 |
-182 |
-1.1% |
16,119 |
Range |
480 |
479 |
-1 |
-0.2% |
676 |
ATR |
361 |
369 |
8 |
2.3% |
0 |
Volume |
215,425 |
217,783 |
2,358 |
1.1% |
1,162,619 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,826 |
17,527 |
16,534 |
|
R3 |
17,347 |
17,048 |
16,402 |
|
R2 |
16,868 |
16,868 |
16,358 |
|
R1 |
16,569 |
16,569 |
16,314 |
16,479 |
PP |
16,389 |
16,389 |
16,389 |
16,344 |
S1 |
16,090 |
16,090 |
16,226 |
16,000 |
S2 |
15,910 |
15,910 |
16,182 |
|
S3 |
15,431 |
15,611 |
16,138 |
|
S4 |
14,952 |
15,132 |
16,007 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,266 |
17,868 |
16,491 |
|
R3 |
17,590 |
17,192 |
16,305 |
|
R2 |
16,914 |
16,914 |
16,243 |
|
R1 |
16,516 |
16,516 |
16,181 |
16,377 |
PP |
16,238 |
16,238 |
16,238 |
16,168 |
S1 |
15,840 |
15,840 |
16,057 |
15,701 |
S2 |
15,562 |
15,562 |
15,995 |
|
S3 |
14,886 |
15,164 |
15,933 |
|
S4 |
14,210 |
14,488 |
15,747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,688 |
16,009 |
679 |
4.2% |
377 |
2.3% |
38% |
True |
False |
222,368 |
10 |
16,688 |
15,541 |
1,147 |
7.0% |
405 |
2.5% |
64% |
True |
False |
255,035 |
20 |
17,535 |
15,285 |
2,250 |
13.8% |
400 |
2.5% |
44% |
False |
False |
253,760 |
40 |
18,075 |
15,285 |
2,790 |
17.1% |
287 |
1.8% |
35% |
False |
False |
189,159 |
60 |
18,108 |
15,285 |
2,823 |
17.4% |
264 |
1.6% |
35% |
False |
False |
177,569 |
80 |
18,250 |
15,285 |
2,965 |
18.2% |
234 |
1.4% |
33% |
False |
False |
137,113 |
100 |
18,250 |
15,285 |
2,965 |
18.2% |
220 |
1.4% |
33% |
False |
False |
109,702 |
120 |
18,250 |
15,285 |
2,965 |
18.2% |
208 |
1.3% |
33% |
False |
False |
91,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,724 |
2.618 |
17,942 |
1.618 |
17,463 |
1.000 |
17,167 |
0.618 |
16,984 |
HIGH |
16,688 |
0.618 |
16,505 |
0.500 |
16,449 |
0.382 |
16,392 |
LOW |
16,209 |
0.618 |
15,913 |
1.000 |
15,730 |
1.618 |
15,434 |
2.618 |
14,955 |
4.250 |
14,173 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,449 |
16,349 |
PP |
16,389 |
16,322 |
S1 |
16,330 |
16,296 |
|