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 |
3,235.0 |
3,210.0 |
-25.0 |
-0.8% |
3,206.0 |
High |
3,241.0 |
3,223.0 |
-18.0 |
-0.6% |
3,328.0 |
Low |
3,181.0 |
3,168.0 |
-13.0 |
-0.4% |
3,181.0 |
Close |
3,194.0 |
3,188.0 |
-6.0 |
-0.2% |
3,194.0 |
Range |
60.0 |
55.0 |
-5.0 |
-8.3% |
147.0 |
ATR |
91.6 |
89.0 |
-2.6 |
-2.9% |
0.0 |
Volume |
1,985,019 |
1,985,019 |
0 |
0.0% |
7,054,301 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,358.0 |
3,328.0 |
3,218.3 |
|
R3 |
3,303.0 |
3,273.0 |
3,203.1 |
|
R2 |
3,248.0 |
3,248.0 |
3,198.1 |
|
R1 |
3,218.0 |
3,218.0 |
3,193.0 |
3,205.5 |
PP |
3,193.0 |
3,193.0 |
3,193.0 |
3,186.8 |
S1 |
3,163.0 |
3,163.0 |
3,183.0 |
3,150.5 |
S2 |
3,138.0 |
3,138.0 |
3,177.9 |
|
S3 |
3,083.0 |
3,108.0 |
3,172.9 |
|
S4 |
3,028.0 |
3,053.0 |
3,157.8 |
|
|
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 |
3,168.0 |
160.0 |
5.0% |
74.0 |
2.3% |
13% |
False |
True |
1,807,864 |
10 |
3,328.0 |
3,143.0 |
185.0 |
5.8% |
74.0 |
2.3% |
24% |
False |
False |
1,535,076 |
20 |
3,540.0 |
2,951.0 |
589.0 |
18.5% |
90.0 |
2.8% |
40% |
False |
False |
1,633,925 |
40 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
73.6 |
2.3% |
31% |
False |
False |
1,238,926 |
60 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
75.1 |
2.4% |
31% |
False |
False |
1,271,449 |
80 |
3,714.0 |
2,951.0 |
763.0 |
23.9% |
74.7 |
2.3% |
31% |
False |
False |
1,048,524 |
100 |
3,718.0 |
2,951.0 |
767.0 |
24.1% |
74.8 |
2.3% |
31% |
False |
False |
840,975 |
120 |
3,761.0 |
2,951.0 |
810.0 |
25.4% |
70.0 |
2.2% |
29% |
False |
False |
701,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,456.8 |
2.618 |
3,367.0 |
1.618 |
3,312.0 |
1.000 |
3,278.0 |
0.618 |
3,257.0 |
HIGH |
3,223.0 |
0.618 |
3,202.0 |
0.500 |
3,195.5 |
0.382 |
3,189.0 |
LOW |
3,168.0 |
0.618 |
3,134.0 |
1.000 |
3,113.0 |
1.618 |
3,079.0 |
2.618 |
3,024.0 |
4.250 |
2,934.3 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,195.5 |
3,218.0 |
PP |
3,193.0 |
3,208.0 |
S1 |
3,190.5 |
3,198.0 |
|