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 |
1,105.7 |
1,110.2 |
4.5 |
0.4% |
1,123.0 |
High |
1,114.1 |
1,111.9 |
-2.2 |
-0.2% |
1,126.0 |
Low |
1,102.5 |
1,097.7 |
-4.8 |
-0.4% |
1,097.7 |
Close |
1,109.3 |
1,103.3 |
-6.0 |
-0.5% |
1,103.3 |
Range |
11.6 |
14.2 |
2.6 |
22.4% |
28.3 |
ATR |
16.4 |
16.3 |
-0.2 |
-1.0% |
0.0 |
Volume |
121,431 |
119,503 |
-1,928 |
-1.6% |
561,745 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.9 |
1,139.3 |
1,111.1 |
|
R3 |
1,132.7 |
1,125.1 |
1,107.2 |
|
R2 |
1,118.5 |
1,118.5 |
1,105.9 |
|
R1 |
1,110.9 |
1,110.9 |
1,104.6 |
1,107.6 |
PP |
1,104.3 |
1,104.3 |
1,104.3 |
1,102.7 |
S1 |
1,096.7 |
1,096.7 |
1,102.0 |
1,093.4 |
S2 |
1,090.1 |
1,090.1 |
1,100.7 |
|
S3 |
1,075.9 |
1,082.5 |
1,099.4 |
|
S4 |
1,061.7 |
1,068.3 |
1,095.5 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.9 |
1,176.9 |
1,118.9 |
|
R3 |
1,165.6 |
1,148.6 |
1,111.1 |
|
R2 |
1,137.3 |
1,137.3 |
1,108.5 |
|
R1 |
1,120.3 |
1,120.3 |
1,105.9 |
1,114.7 |
PP |
1,109.0 |
1,109.0 |
1,109.0 |
1,106.2 |
S1 |
1,092.0 |
1,092.0 |
1,100.7 |
1,086.4 |
S2 |
1,080.7 |
1,080.7 |
1,098.1 |
|
S3 |
1,052.4 |
1,063.7 |
1,095.5 |
|
S4 |
1,024.1 |
1,035.4 |
1,087.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,133.1 |
1,097.7 |
35.4 |
3.2% |
15.8 |
1.4% |
16% |
False |
True |
135,054 |
10 |
1,147.3 |
1,097.7 |
49.6 |
4.5% |
14.5 |
1.3% |
11% |
False |
True |
127,322 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.5% |
16.1 |
1.5% |
8% |
False |
True |
146,978 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.7% |
17.2 |
1.6% |
31% |
False |
False |
125,837 |
60 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
15.5 |
1.4% |
22% |
False |
False |
87,149 |
80 |
1,217.0 |
1,073.7 |
143.3 |
13.0% |
14.7 |
1.3% |
21% |
False |
False |
66,217 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.9 |
1.4% |
18% |
False |
False |
53,592 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.7 |
1.3% |
18% |
False |
False |
45,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.3 |
2.618 |
1,149.1 |
1.618 |
1,134.9 |
1.000 |
1,126.1 |
0.618 |
1,120.7 |
HIGH |
1,111.9 |
0.618 |
1,106.5 |
0.500 |
1,104.8 |
0.382 |
1,103.1 |
LOW |
1,097.7 |
0.618 |
1,088.9 |
1.000 |
1,083.5 |
1.618 |
1,074.7 |
2.618 |
1,060.5 |
4.250 |
1,037.4 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,104.8 |
1,111.2 |
PP |
1,104.3 |
1,108.6 |
S1 |
1,103.8 |
1,105.9 |
|