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 |
16,621 |
16,760 |
139 |
0.8% |
16,090 |
High |
16,770 |
16,936 |
166 |
1.0% |
16,688 |
Low |
16,568 |
16,617 |
49 |
0.3% |
16,011 |
Close |
16,765 |
16,658 |
-107 |
-0.6% |
16,436 |
Range |
202 |
319 |
117 |
57.9% |
677 |
ATR |
334 |
333 |
-1 |
-0.3% |
0 |
Volume |
26,853 |
25,516 |
-1,337 |
-5.0% |
763,408 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,694 |
17,495 |
16,834 |
|
R3 |
17,375 |
17,176 |
16,746 |
|
R2 |
17,056 |
17,056 |
16,717 |
|
R1 |
16,857 |
16,857 |
16,687 |
16,797 |
PP |
16,737 |
16,737 |
16,737 |
16,707 |
S1 |
16,538 |
16,538 |
16,629 |
16,478 |
S2 |
16,418 |
16,418 |
16,600 |
|
S3 |
16,099 |
16,219 |
16,570 |
|
S4 |
15,780 |
15,900 |
16,483 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,409 |
18,100 |
16,808 |
|
R3 |
17,732 |
17,423 |
16,622 |
|
R2 |
17,055 |
17,055 |
16,560 |
|
R1 |
16,746 |
16,746 |
16,498 |
16,901 |
PP |
16,378 |
16,378 |
16,378 |
16,456 |
S1 |
16,069 |
16,069 |
16,374 |
16,224 |
S2 |
15,701 |
15,701 |
16,312 |
|
S3 |
15,024 |
15,392 |
16,250 |
|
S4 |
14,347 |
14,715 |
16,064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,936 |
16,215 |
721 |
4.3% |
260 |
1.6% |
61% |
True |
False |
43,593 |
10 |
16,936 |
16,009 |
927 |
5.6% |
316 |
1.9% |
70% |
True |
False |
134,932 |
20 |
17,320 |
15,285 |
2,035 |
12.2% |
422 |
2.5% |
67% |
False |
False |
231,588 |
40 |
17,833 |
15,285 |
2,548 |
15.3% |
310 |
1.9% |
54% |
False |
False |
186,532 |
60 |
18,080 |
15,285 |
2,795 |
16.8% |
272 |
1.6% |
49% |
False |
False |
173,619 |
80 |
18,108 |
15,285 |
2,823 |
16.9% |
245 |
1.5% |
49% |
False |
False |
142,931 |
100 |
18,250 |
15,285 |
2,965 |
17.8% |
227 |
1.4% |
46% |
False |
False |
114,361 |
120 |
18,250 |
15,285 |
2,965 |
17.8% |
214 |
1.3% |
46% |
False |
False |
95,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,292 |
2.618 |
17,771 |
1.618 |
17,452 |
1.000 |
17,255 |
0.618 |
17,133 |
HIGH |
16,936 |
0.618 |
16,814 |
0.500 |
16,777 |
0.382 |
16,739 |
LOW |
16,617 |
0.618 |
16,420 |
1.000 |
16,298 |
1.618 |
16,101 |
2.618 |
15,782 |
4.250 |
15,261 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,777 |
16,646 |
PP |
16,737 |
16,634 |
S1 |
16,698 |
16,622 |
|