Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,100.0 |
5,128.0 |
28.0 |
0.5% |
5,010.0 |
High |
5,108.0 |
5,146.0 |
38.0 |
0.7% |
5,226.0 |
Low |
5,027.0 |
5,066.0 |
39.0 |
0.8% |
4,954.0 |
Close |
5,068.0 |
5,091.0 |
23.0 |
0.5% |
5,068.0 |
Range |
81.0 |
80.0 |
-1.0 |
-1.2% |
272.0 |
ATR |
113.8 |
111.4 |
-2.4 |
-2.1% |
0.0 |
Volume |
30,832 |
104,408 |
73,576 |
238.6% |
171,019 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,341.0 |
5,296.0 |
5,135.0 |
|
R3 |
5,261.0 |
5,216.0 |
5,113.0 |
|
R2 |
5,181.0 |
5,181.0 |
5,105.7 |
|
R1 |
5,136.0 |
5,136.0 |
5,098.3 |
5,118.5 |
PP |
5,101.0 |
5,101.0 |
5,101.0 |
5,092.3 |
S1 |
5,056.0 |
5,056.0 |
5,083.7 |
5,038.5 |
S2 |
5,021.0 |
5,021.0 |
5,076.3 |
|
S3 |
4,941.0 |
4,976.0 |
5,069.0 |
|
S4 |
4,861.0 |
4,896.0 |
5,047.0 |
|
|
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 |
5,005.0 |
221.0 |
4.3% |
84.6 |
1.7% |
39% |
False |
False |
49,685 |
10 |
5,226.0 |
4,954.0 |
272.0 |
5.3% |
99.1 |
1.9% |
50% |
False |
False |
42,464 |
20 |
5,354.0 |
4,805.0 |
549.0 |
10.8% |
110.2 |
2.2% |
52% |
False |
False |
44,457 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.0% |
88.5 |
1.7% |
33% |
False |
False |
34,868 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.0% |
84.5 |
1.7% |
33% |
False |
False |
32,478 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.7% |
76.2 |
1.5% |
30% |
False |
False |
28,979 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.0% |
64.1 |
1.3% |
26% |
False |
False |
23,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,486.0 |
2.618 |
5,355.4 |
1.618 |
5,275.4 |
1.000 |
5,226.0 |
0.618 |
5,195.4 |
HIGH |
5,146.0 |
0.618 |
5,115.4 |
0.500 |
5,106.0 |
0.382 |
5,096.6 |
LOW |
5,066.0 |
0.618 |
5,016.6 |
1.000 |
4,986.0 |
1.618 |
4,936.6 |
2.618 |
4,856.6 |
4.250 |
4,726.0 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,106.0 |
5,089.5 |
PP |
5,101.0 |
5,088.0 |
S1 |
5,096.0 |
5,086.5 |
|