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 |
1,123.0 |
1,121.0 |
-2.0 |
-0.2% |
1,132.7 |
High |
1,126.0 |
1,124.7 |
-1.3 |
-0.1% |
1,147.3 |
Low |
1,114.7 |
1,100.1 |
-14.6 |
-1.3% |
1,115.7 |
Close |
1,121.0 |
1,102.0 |
-19.0 |
-1.7% |
1,121.4 |
Range |
11.3 |
24.6 |
13.3 |
117.7% |
31.6 |
ATR |
16.1 |
16.8 |
0.6 |
3.7% |
0.0 |
Volume |
142,512 |
178,299 |
35,787 |
25.1% |
559,378 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.7 |
1,167.0 |
1,115.5 |
|
R3 |
1,158.1 |
1,142.4 |
1,108.8 |
|
R2 |
1,133.5 |
1,133.5 |
1,106.5 |
|
R1 |
1,117.8 |
1,117.8 |
1,104.3 |
1,113.4 |
PP |
1,108.9 |
1,108.9 |
1,108.9 |
1,106.7 |
S1 |
1,093.2 |
1,093.2 |
1,099.7 |
1,088.8 |
S2 |
1,084.3 |
1,084.3 |
1,097.5 |
|
S3 |
1,059.7 |
1,068.6 |
1,095.2 |
|
S4 |
1,035.1 |
1,044.0 |
1,088.5 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.9 |
1,203.8 |
1,138.8 |
|
R3 |
1,191.3 |
1,172.2 |
1,130.1 |
|
R2 |
1,159.7 |
1,159.7 |
1,127.2 |
|
R1 |
1,140.6 |
1,140.6 |
1,124.3 |
1,134.4 |
PP |
1,128.1 |
1,128.1 |
1,128.1 |
1,125.0 |
S1 |
1,109.0 |
1,109.0 |
1,118.5 |
1,102.8 |
S2 |
1,096.5 |
1,096.5 |
1,115.6 |
|
S3 |
1,064.9 |
1,077.4 |
1,112.7 |
|
S4 |
1,033.3 |
1,045.8 |
1,104.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,141.9 |
1,100.1 |
41.8 |
3.8% |
15.4 |
1.4% |
5% |
False |
True |
130,474 |
10 |
1,147.3 |
1,100.1 |
47.2 |
4.3% |
15.9 |
1.4% |
4% |
False |
True |
138,246 |
20 |
1,169.8 |
1,100.1 |
69.7 |
6.3% |
16.7 |
1.5% |
3% |
False |
True |
151,077 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.7% |
17.1 |
1.5% |
29% |
False |
False |
120,991 |
60 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
15.5 |
1.4% |
21% |
False |
False |
83,191 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.7 |
1.3% |
18% |
False |
False |
63,274 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.9 |
1.4% |
18% |
False |
False |
51,226 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.7 |
1.3% |
18% |
False |
False |
43,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.3 |
2.618 |
1,189.1 |
1.618 |
1,164.5 |
1.000 |
1,149.3 |
0.618 |
1,139.9 |
HIGH |
1,124.7 |
0.618 |
1,115.3 |
0.500 |
1,112.4 |
0.382 |
1,109.5 |
LOW |
1,100.1 |
0.618 |
1,084.9 |
1.000 |
1,075.5 |
1.618 |
1,060.3 |
2.618 |
1,035.7 |
4.250 |
995.6 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,112.4 |
1,116.6 |
PP |
1,108.9 |
1,111.7 |
S1 |
1,105.5 |
1,106.9 |
|