Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,030 |
18,250 |
220 |
1.2% |
19,155 |
High |
18,755 |
18,400 |
-355 |
-1.9% |
19,155 |
Low |
17,980 |
17,945 |
-35 |
-0.2% |
17,510 |
Close |
18,210 |
18,205 |
-5 |
0.0% |
17,635 |
Range |
775 |
455 |
-320 |
-41.3% |
1,645 |
ATR |
628 |
616 |
-12 |
-2.0% |
0 |
Volume |
45,017 |
9,361 |
-35,656 |
-79.2% |
121,111 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,548 |
19,332 |
18,455 |
|
R3 |
19,093 |
18,877 |
18,330 |
|
R2 |
18,638 |
18,638 |
18,289 |
|
R1 |
18,422 |
18,422 |
18,247 |
18,303 |
PP |
18,183 |
18,183 |
18,183 |
18,124 |
S1 |
17,967 |
17,967 |
18,163 |
17,848 |
S2 |
17,728 |
17,728 |
18,122 |
|
S3 |
17,273 |
17,512 |
18,080 |
|
S4 |
16,818 |
17,057 |
17,955 |
|
|
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% |
667 |
3.7% |
60% |
False |
False |
31,904 |
10 |
19,215 |
17,375 |
1,840 |
10.1% |
642 |
3.5% |
45% |
False |
False |
27,356 |
20 |
20,685 |
17,170 |
3,515 |
19.3% |
678 |
3.7% |
29% |
False |
False |
28,067 |
40 |
20,945 |
17,170 |
3,775 |
20.7% |
469 |
2.6% |
27% |
False |
False |
19,490 |
60 |
20,990 |
17,170 |
3,820 |
21.0% |
444 |
2.4% |
27% |
False |
False |
18,699 |
80 |
20,990 |
17,170 |
3,820 |
21.0% |
390 |
2.1% |
27% |
False |
False |
15,786 |
100 |
20,990 |
17,170 |
3,820 |
21.0% |
339 |
1.9% |
27% |
False |
False |
12,633 |
120 |
20,990 |
17,170 |
3,820 |
21.0% |
290 |
1.6% |
27% |
False |
False |
10,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,334 |
2.618 |
19,591 |
1.618 |
19,136 |
1.000 |
18,855 |
0.618 |
18,681 |
HIGH |
18,400 |
0.618 |
18,226 |
0.500 |
18,173 |
0.382 |
18,119 |
LOW |
17,945 |
0.618 |
17,664 |
1.000 |
17,490 |
1.618 |
17,209 |
2.618 |
16,754 |
4.250 |
16,011 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,194 |
18,158 |
PP |
18,183 |
18,112 |
S1 |
18,173 |
18,065 |
|