Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,565 |
18,030 |
465 |
2.6% |
19,155 |
High |
18,350 |
18,755 |
405 |
2.2% |
19,155 |
Low |
17,375 |
17,980 |
605 |
3.5% |
17,510 |
Close |
18,010 |
18,210 |
200 |
1.1% |
17,635 |
Range |
975 |
775 |
-200 |
-20.5% |
1,645 |
ATR |
617 |
628 |
11 |
1.8% |
0 |
Volume |
57,715 |
45,017 |
-12,698 |
-22.0% |
121,111 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,640 |
20,200 |
18,636 |
|
R3 |
19,865 |
19,425 |
18,423 |
|
R2 |
19,090 |
19,090 |
18,352 |
|
R1 |
18,650 |
18,650 |
18,281 |
18,870 |
PP |
18,315 |
18,315 |
18,315 |
18,425 |
S1 |
17,875 |
17,875 |
18,139 |
18,095 |
S2 |
17,540 |
17,540 |
18,068 |
|
S3 |
16,765 |
17,100 |
17,997 |
|
S4 |
15,990 |
16,325 |
17,784 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,035 |
21,980 |
18,540 |
|
R3 |
21,390 |
20,335 |
18,088 |
|
R2 |
19,745 |
19,745 |
17,937 |
|
R1 |
18,690 |
18,690 |
17,786 |
18,395 |
PP |
18,100 |
18,100 |
18,100 |
17,953 |
S1 |
17,045 |
17,045 |
17,484 |
16,750 |
S2 |
16,455 |
16,455 |
17,334 |
|
S3 |
14,810 |
15,400 |
17,183 |
|
S4 |
13,165 |
13,755 |
16,730 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,755 |
17,375 |
1,380 |
7.6% |
722 |
4.0% |
61% |
True |
False |
35,680 |
10 |
19,215 |
17,375 |
1,840 |
10.1% |
712 |
3.9% |
45% |
False |
False |
30,615 |
20 |
20,700 |
17,170 |
3,530 |
19.4% |
687 |
3.8% |
29% |
False |
False |
28,782 |
40 |
20,945 |
17,170 |
3,775 |
20.7% |
463 |
2.5% |
28% |
False |
False |
19,562 |
60 |
20,990 |
17,170 |
3,820 |
21.0% |
440 |
2.4% |
27% |
False |
False |
18,692 |
80 |
20,990 |
17,170 |
3,820 |
21.0% |
386 |
2.1% |
27% |
False |
False |
15,669 |
100 |
20,990 |
17,170 |
3,820 |
21.0% |
334 |
1.8% |
27% |
False |
False |
12,540 |
120 |
20,990 |
17,170 |
3,820 |
21.0% |
287 |
1.6% |
27% |
False |
False |
10,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,049 |
2.618 |
20,784 |
1.618 |
20,009 |
1.000 |
19,530 |
0.618 |
19,234 |
HIGH |
18,755 |
0.618 |
18,459 |
0.500 |
18,368 |
0.382 |
18,276 |
LOW |
17,980 |
0.618 |
17,501 |
1.000 |
17,205 |
1.618 |
16,726 |
2.618 |
15,951 |
4.250 |
14,686 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,368 |
18,162 |
PP |
18,315 |
18,113 |
S1 |
18,263 |
18,065 |
|