Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,465 |
16,281 |
-184 |
-1.1% |
16,635 |
High |
16,688 |
16,453 |
-235 |
-1.4% |
16,635 |
Low |
16,209 |
16,151 |
-58 |
-0.4% |
15,959 |
Close |
16,270 |
16,306 |
36 |
0.2% |
16,119 |
Range |
479 |
302 |
-177 |
-37.0% |
676 |
ATR |
369 |
365 |
-5 |
-1.3% |
0 |
Volume |
217,783 |
248,019 |
30,236 |
13.9% |
1,162,619 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,209 |
17,060 |
16,472 |
|
R3 |
16,907 |
16,758 |
16,389 |
|
R2 |
16,605 |
16,605 |
16,361 |
|
R1 |
16,456 |
16,456 |
16,334 |
16,531 |
PP |
16,303 |
16,303 |
16,303 |
16,341 |
S1 |
16,154 |
16,154 |
16,278 |
16,229 |
S2 |
16,001 |
16,001 |
16,251 |
|
S3 |
15,699 |
15,852 |
16,223 |
|
S4 |
15,397 |
15,550 |
16,140 |
|
|
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% |
372 |
2.3% |
44% |
False |
False |
226,272 |
10 |
16,688 |
15,959 |
729 |
4.5% |
360 |
2.2% |
48% |
False |
False |
236,589 |
20 |
17,535 |
15,285 |
2,250 |
13.8% |
399 |
2.4% |
45% |
False |
False |
255,436 |
40 |
18,075 |
15,285 |
2,790 |
17.1% |
293 |
1.8% |
37% |
False |
False |
192,938 |
60 |
18,108 |
15,285 |
2,823 |
17.3% |
265 |
1.6% |
36% |
False |
False |
179,705 |
80 |
18,250 |
15,285 |
2,965 |
18.2% |
237 |
1.5% |
34% |
False |
False |
140,211 |
100 |
18,250 |
15,285 |
2,965 |
18.2% |
221 |
1.4% |
34% |
False |
False |
112,182 |
120 |
18,250 |
15,285 |
2,965 |
18.2% |
209 |
1.3% |
34% |
False |
False |
93,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,737 |
2.618 |
17,244 |
1.618 |
16,942 |
1.000 |
16,755 |
0.618 |
16,640 |
HIGH |
16,453 |
0.618 |
16,338 |
0.500 |
16,302 |
0.382 |
16,266 |
LOW |
16,151 |
0.618 |
15,964 |
1.000 |
15,849 |
1.618 |
15,662 |
2.618 |
15,360 |
4.250 |
14,868 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,305 |
16,350 |
PP |
16,303 |
16,335 |
S1 |
16,302 |
16,321 |
|