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 |
3,243.0 |
3,235.0 |
-8.0 |
-0.2% |
3,206.0 |
High |
3,268.0 |
3,241.0 |
-27.0 |
-0.8% |
3,328.0 |
Low |
3,208.0 |
3,181.0 |
-27.0 |
-0.8% |
3,181.0 |
Close |
3,224.0 |
3,194.0 |
-30.0 |
-0.9% |
3,194.0 |
Range |
60.0 |
60.0 |
0.0 |
0.0% |
147.0 |
ATR |
94.1 |
91.6 |
-2.4 |
-2.6% |
0.0 |
Volume |
1,789,003 |
1,985,019 |
196,016 |
11.0% |
7,054,301 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,385.3 |
3,349.7 |
3,227.0 |
|
R3 |
3,325.3 |
3,289.7 |
3,210.5 |
|
R2 |
3,265.3 |
3,265.3 |
3,205.0 |
|
R1 |
3,229.7 |
3,229.7 |
3,199.5 |
3,217.5 |
PP |
3,205.3 |
3,205.3 |
3,205.3 |
3,199.3 |
S1 |
3,169.7 |
3,169.7 |
3,188.5 |
3,157.5 |
S2 |
3,145.3 |
3,145.3 |
3,183.0 |
|
S3 |
3,085.3 |
3,109.7 |
3,177.5 |
|
S4 |
3,025.3 |
3,049.7 |
3,161.0 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.3 |
3,581.7 |
3,274.9 |
|
R3 |
3,528.3 |
3,434.7 |
3,234.4 |
|
R2 |
3,381.3 |
3,381.3 |
3,221.0 |
|
R1 |
3,287.7 |
3,287.7 |
3,207.5 |
3,261.0 |
PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,221.0 |
S1 |
3,140.7 |
3,140.7 |
3,180.5 |
3,114.0 |
S2 |
3,087.3 |
3,087.3 |
3,167.1 |
|
S3 |
2,940.3 |
2,993.7 |
3,153.6 |
|
S4 |
2,793.3 |
2,846.7 |
3,113.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,328.0 |
3,152.0 |
176.0 |
5.5% |
80.6 |
2.5% |
24% |
False |
False |
1,524,091 |
10 |
3,328.0 |
3,143.0 |
185.0 |
5.8% |
73.2 |
2.3% |
28% |
False |
False |
1,420,214 |
20 |
3,541.0 |
2,951.0 |
590.0 |
18.5% |
90.5 |
2.8% |
41% |
False |
False |
1,583,471 |
40 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
73.0 |
2.3% |
32% |
False |
False |
1,205,587 |
60 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
77.0 |
2.4% |
32% |
False |
False |
1,259,870 |
80 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
74.4 |
2.3% |
32% |
False |
False |
1,024,510 |
100 |
3,718.0 |
2,951.0 |
767.0 |
24.0% |
74.8 |
2.3% |
32% |
False |
False |
821,137 |
120 |
3,761.0 |
2,951.0 |
810.0 |
25.4% |
70.0 |
2.2% |
30% |
False |
False |
684,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,496.0 |
2.618 |
3,398.1 |
1.618 |
3,338.1 |
1.000 |
3,301.0 |
0.618 |
3,278.1 |
HIGH |
3,241.0 |
0.618 |
3,218.1 |
0.500 |
3,211.0 |
0.382 |
3,203.9 |
LOW |
3,181.0 |
0.618 |
3,143.9 |
1.000 |
3,121.0 |
1.618 |
3,083.9 |
2.618 |
3,023.9 |
4.250 |
2,926.0 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,211.0 |
3,254.5 |
PP |
3,205.3 |
3,234.3 |
S1 |
3,199.7 |
3,214.2 |
|