Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,085.0 |
5,064.0 |
-21.0 |
-0.4% |
5,010.0 |
High |
5,117.0 |
5,122.0 |
5.0 |
0.1% |
5,226.0 |
Low |
5,004.0 |
5,036.0 |
32.0 |
0.6% |
4,954.0 |
Close |
5,006.0 |
5,117.0 |
111.0 |
2.2% |
5,068.0 |
Range |
113.0 |
86.0 |
-27.0 |
-23.9% |
272.0 |
ATR |
111.5 |
111.8 |
0.3 |
0.3% |
0.0 |
Volume |
156,819 |
72,054 |
-84,765 |
-54.1% |
171,019 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.7 |
5,319.3 |
5,164.3 |
|
R3 |
5,263.7 |
5,233.3 |
5,140.7 |
|
R2 |
5,177.7 |
5,177.7 |
5,132.8 |
|
R1 |
5,147.3 |
5,147.3 |
5,124.9 |
5,162.5 |
PP |
5,091.7 |
5,091.7 |
5,091.7 |
5,099.3 |
S1 |
5,061.3 |
5,061.3 |
5,109.1 |
5,076.5 |
S2 |
5,005.7 |
5,005.7 |
5,101.2 |
|
S3 |
4,919.7 |
4,975.3 |
5,093.4 |
|
S4 |
4,833.7 |
4,889.3 |
5,069.7 |
|
|
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 |
5,146.0 |
5,004.0 |
142.0 |
2.8% |
86.2 |
1.7% |
80% |
False |
False |
80,902 |
10 |
5,226.0 |
4,954.0 |
272.0 |
5.3% |
95.3 |
1.9% |
60% |
False |
False |
57,412 |
20 |
5,298.0 |
4,805.0 |
493.0 |
9.6% |
111.0 |
2.2% |
63% |
False |
False |
52,332 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
90.6 |
1.8% |
36% |
False |
False |
39,545 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
86.5 |
1.7% |
36% |
False |
False |
35,482 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.6% |
77.8 |
1.5% |
33% |
False |
False |
31,837 |
100 |
5,775.0 |
4,805.0 |
970.0 |
19.0% |
65.9 |
1.3% |
32% |
False |
False |
25,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,487.5 |
2.618 |
5,347.1 |
1.618 |
5,261.1 |
1.000 |
5,208.0 |
0.618 |
5,175.1 |
HIGH |
5,122.0 |
0.618 |
5,089.1 |
0.500 |
5,079.0 |
0.382 |
5,068.9 |
LOW |
5,036.0 |
0.618 |
4,982.9 |
1.000 |
4,950.0 |
1.618 |
4,896.9 |
2.618 |
4,810.9 |
4.250 |
4,670.5 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,104.3 |
5,103.0 |
PP |
5,091.7 |
5,089.0 |
S1 |
5,079.0 |
5,075.0 |
|