Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
5,064.0 |
5,153.0 |
89.0 |
1.8% |
5,010.0 |
High |
5,122.0 |
5,190.0 |
68.0 |
1.3% |
5,226.0 |
Low |
5,036.0 |
5,153.0 |
117.0 |
2.3% |
4,954.0 |
Close |
5,117.0 |
5,177.0 |
60.0 |
1.2% |
5,068.0 |
Range |
86.0 |
37.0 |
-49.0 |
-57.0% |
272.0 |
ATR |
111.8 |
109.0 |
-2.8 |
-2.5% |
0.0 |
Volume |
72,054 |
3,136 |
-68,918 |
-95.6% |
171,019 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,284.3 |
5,267.7 |
5,197.4 |
|
R3 |
5,247.3 |
5,230.7 |
5,187.2 |
|
R2 |
5,210.3 |
5,210.3 |
5,183.8 |
|
R1 |
5,193.7 |
5,193.7 |
5,180.4 |
5,202.0 |
PP |
5,173.3 |
5,173.3 |
5,173.3 |
5,177.5 |
S1 |
5,156.7 |
5,156.7 |
5,173.6 |
5,165.0 |
S2 |
5,136.3 |
5,136.3 |
5,170.2 |
|
S3 |
5,099.3 |
5,119.7 |
5,166.8 |
|
S4 |
5,062.3 |
5,082.7 |
5,156.7 |
|
|
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 |
5,190.0 |
5,004.0 |
186.0 |
3.6% |
79.4 |
1.5% |
93% |
True |
False |
73,449 |
10 |
5,226.0 |
4,954.0 |
272.0 |
5.3% |
82.7 |
1.6% |
82% |
False |
False |
54,141 |
20 |
5,289.0 |
4,805.0 |
484.0 |
9.3% |
109.3 |
2.1% |
77% |
False |
False |
50,658 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.7% |
90.6 |
1.8% |
43% |
False |
False |
39,171 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.7% |
86.0 |
1.7% |
43% |
False |
False |
35,144 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.4% |
78.1 |
1.5% |
39% |
False |
False |
31,875 |
100 |
5,756.0 |
4,805.0 |
951.0 |
18.4% |
66.3 |
1.3% |
39% |
False |
False |
25,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,347.3 |
2.618 |
5,286.9 |
1.618 |
5,249.9 |
1.000 |
5,227.0 |
0.618 |
5,212.9 |
HIGH |
5,190.0 |
0.618 |
5,175.9 |
0.500 |
5,171.5 |
0.382 |
5,167.1 |
LOW |
5,153.0 |
0.618 |
5,130.1 |
1.000 |
5,116.0 |
1.618 |
5,093.1 |
2.618 |
5,056.1 |
4.250 |
4,995.8 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
5,175.2 |
5,150.3 |
PP |
5,173.3 |
5,123.7 |
S1 |
5,171.5 |
5,097.0 |
|