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 |
5,147.0 |
5,140.0 |
-7.0 |
-0.1% |
5,220.0 |
High |
5,226.0 |
5,142.0 |
-84.0 |
-1.6% |
5,220.0 |
Low |
5,140.0 |
5,071.0 |
-69.0 |
-1.3% |
4,968.0 |
Close |
5,215.0 |
5,078.0 |
-137.0 |
-2.6% |
5,025.0 |
Range |
86.0 |
71.0 |
-15.0 |
-17.4% |
252.0 |
ATR |
114.2 |
116.3 |
2.1 |
1.9% |
0.0 |
Volume |
43,460 |
40,400 |
-3,060 |
-7.0% |
183,562 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,310.0 |
5,265.0 |
5,117.1 |
|
R3 |
5,239.0 |
5,194.0 |
5,097.5 |
|
R2 |
5,168.0 |
5,168.0 |
5,091.0 |
|
R1 |
5,123.0 |
5,123.0 |
5,084.5 |
5,110.0 |
PP |
5,097.0 |
5,097.0 |
5,097.0 |
5,090.5 |
S1 |
5,052.0 |
5,052.0 |
5,071.5 |
5,039.0 |
S2 |
5,026.0 |
5,026.0 |
5,065.0 |
|
S3 |
4,955.0 |
4,981.0 |
5,058.5 |
|
S4 |
4,884.0 |
4,910.0 |
5,039.0 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,827.0 |
5,678.0 |
5,163.6 |
|
R3 |
5,575.0 |
5,426.0 |
5,094.3 |
|
R2 |
5,323.0 |
5,323.0 |
5,071.2 |
|
R1 |
5,174.0 |
5,174.0 |
5,048.1 |
5,122.5 |
PP |
5,071.0 |
5,071.0 |
5,071.0 |
5,045.3 |
S1 |
4,922.0 |
4,922.0 |
5,001.9 |
4,870.5 |
S2 |
4,819.0 |
4,819.0 |
4,978.8 |
|
S3 |
4,567.0 |
4,670.0 |
4,955.7 |
|
S4 |
4,315.0 |
4,418.0 |
4,886.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,226.0 |
4,954.0 |
272.0 |
5.4% |
86.0 |
1.7% |
46% |
False |
False |
34,833 |
10 |
5,289.0 |
4,954.0 |
335.0 |
6.6% |
100.9 |
2.0% |
37% |
False |
False |
35,054 |
20 |
5,354.0 |
4,805.0 |
549.0 |
10.8% |
108.3 |
2.1% |
50% |
False |
False |
40,401 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
87.0 |
1.7% |
32% |
False |
False |
32,298 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
83.8 |
1.7% |
32% |
False |
False |
30,951 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.7% |
74.5 |
1.5% |
29% |
False |
False |
27,290 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.0% |
62.6 |
1.2% |
24% |
False |
False |
21,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,443.8 |
2.618 |
5,327.9 |
1.618 |
5,256.9 |
1.000 |
5,213.0 |
0.618 |
5,185.9 |
HIGH |
5,142.0 |
0.618 |
5,114.9 |
0.500 |
5,106.5 |
0.382 |
5,098.1 |
LOW |
5,071.0 |
0.618 |
5,027.1 |
1.000 |
5,000.0 |
1.618 |
4,956.1 |
2.618 |
4,885.1 |
4.250 |
4,769.3 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,106.5 |
5,115.5 |
PP |
5,097.0 |
5,103.0 |
S1 |
5,087.5 |
5,090.5 |
|