Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,128.0 |
5,085.0 |
-43.0 |
-0.8% |
5,010.0 |
High |
5,146.0 |
5,117.0 |
-29.0 |
-0.6% |
5,226.0 |
Low |
5,066.0 |
5,004.0 |
-62.0 |
-1.2% |
4,954.0 |
Close |
5,091.0 |
5,006.0 |
-85.0 |
-1.7% |
5,068.0 |
Range |
80.0 |
113.0 |
33.0 |
41.3% |
272.0 |
ATR |
111.4 |
111.5 |
0.1 |
0.1% |
0.0 |
Volume |
104,408 |
156,819 |
52,411 |
50.2% |
171,019 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,381.3 |
5,306.7 |
5,068.2 |
|
R3 |
5,268.3 |
5,193.7 |
5,037.1 |
|
R2 |
5,155.3 |
5,155.3 |
5,026.7 |
|
R1 |
5,080.7 |
5,080.7 |
5,016.4 |
5,061.5 |
PP |
5,042.3 |
5,042.3 |
5,042.3 |
5,032.8 |
S1 |
4,967.7 |
4,967.7 |
4,995.6 |
4,948.5 |
S2 |
4,929.3 |
4,929.3 |
4,985.3 |
|
S3 |
4,816.3 |
4,854.7 |
4,974.9 |
|
S4 |
4,703.3 |
4,741.7 |
4,943.9 |
|
|
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 |
5,004.0 |
222.0 |
4.4% |
86.2 |
1.7% |
1% |
False |
True |
75,183 |
10 |
5,226.0 |
4,954.0 |
272.0 |
5.4% |
96.6 |
1.9% |
19% |
False |
False |
54,596 |
20 |
5,354.0 |
4,805.0 |
549.0 |
11.0% |
110.9 |
2.2% |
37% |
False |
False |
50,331 |
40 |
5,671.0 |
4,805.0 |
866.0 |
17.3% |
90.4 |
1.8% |
23% |
False |
False |
38,286 |
60 |
5,671.0 |
4,805.0 |
866.0 |
17.3% |
85.5 |
1.7% |
23% |
False |
False |
34,606 |
80 |
5,756.0 |
4,805.0 |
951.0 |
19.0% |
76.9 |
1.5% |
21% |
False |
False |
30,938 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
22.3% |
65.3 |
1.3% |
18% |
False |
False |
24,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.3 |
2.618 |
5,412.8 |
1.618 |
5,299.8 |
1.000 |
5,230.0 |
0.618 |
5,186.8 |
HIGH |
5,117.0 |
0.618 |
5,073.8 |
0.500 |
5,060.5 |
0.382 |
5,047.2 |
LOW |
5,004.0 |
0.618 |
4,934.2 |
1.000 |
4,891.0 |
1.618 |
4,821.2 |
2.618 |
4,708.2 |
4.250 |
4,523.8 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,060.5 |
5,075.0 |
PP |
5,042.3 |
5,052.0 |
S1 |
5,024.2 |
5,029.0 |
|