Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,140.0 |
5,100.0 |
-40.0 |
-0.8% |
5,010.0 |
High |
5,142.0 |
5,108.0 |
-34.0 |
-0.7% |
5,226.0 |
Low |
5,071.0 |
5,027.0 |
-44.0 |
-0.9% |
4,954.0 |
Close |
5,078.0 |
5,068.0 |
-10.0 |
-0.2% |
5,068.0 |
Range |
71.0 |
81.0 |
10.0 |
14.1% |
272.0 |
ATR |
116.3 |
113.8 |
-2.5 |
-2.2% |
0.0 |
Volume |
40,400 |
30,832 |
-9,568 |
-23.7% |
171,019 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,310.7 |
5,270.3 |
5,112.6 |
|
R3 |
5,229.7 |
5,189.3 |
5,090.3 |
|
R2 |
5,148.7 |
5,148.7 |
5,082.9 |
|
R1 |
5,108.3 |
5,108.3 |
5,075.4 |
5,088.0 |
PP |
5,067.7 |
5,067.7 |
5,067.7 |
5,057.5 |
S1 |
5,027.3 |
5,027.3 |
5,060.6 |
5,007.0 |
S2 |
4,986.7 |
4,986.7 |
5,053.2 |
|
S3 |
4,905.7 |
4,946.3 |
5,045.7 |
|
S4 |
4,824.7 |
4,865.3 |
5,023.5 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.7 |
5,755.3 |
5,217.6 |
|
R3 |
5,626.7 |
5,483.3 |
5,142.8 |
|
R2 |
5,354.7 |
5,354.7 |
5,117.9 |
|
R1 |
5,211.3 |
5,211.3 |
5,092.9 |
5,283.0 |
PP |
5,082.7 |
5,082.7 |
5,082.7 |
5,118.5 |
S1 |
4,939.3 |
4,939.3 |
5,043.1 |
5,011.0 |
S2 |
4,810.7 |
4,810.7 |
5,018.1 |
|
S3 |
4,538.7 |
4,667.3 |
4,993.2 |
|
S4 |
4,266.7 |
4,395.3 |
4,918.4 |
|
|
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% |
85.4 |
1.7% |
42% |
False |
False |
34,203 |
10 |
5,226.0 |
4,954.0 |
272.0 |
5.4% |
100.2 |
2.0% |
42% |
False |
False |
35,458 |
20 |
5,354.0 |
4,805.0 |
549.0 |
10.8% |
109.1 |
2.2% |
48% |
False |
False |
40,749 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
87.7 |
1.7% |
30% |
False |
False |
32,646 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.1% |
84.2 |
1.7% |
30% |
False |
False |
31,044 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.8% |
75.5 |
1.5% |
28% |
False |
False |
27,674 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.1% |
63.4 |
1.3% |
24% |
False |
False |
22,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,452.3 |
2.618 |
5,320.1 |
1.618 |
5,239.1 |
1.000 |
5,189.0 |
0.618 |
5,158.1 |
HIGH |
5,108.0 |
0.618 |
5,077.1 |
0.500 |
5,067.5 |
0.382 |
5,057.9 |
LOW |
5,027.0 |
0.618 |
4,976.9 |
1.000 |
4,946.0 |
1.618 |
4,895.9 |
2.618 |
4,814.9 |
4.250 |
4,682.8 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,067.8 |
5,126.5 |
PP |
5,067.7 |
5,107.0 |
S1 |
5,067.5 |
5,087.5 |
|