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 |
1,110.2 |
1,107.0 |
-3.2 |
-0.3% |
1,123.0 |
High |
1,111.9 |
1,109.8 |
-2.1 |
-0.2% |
1,126.0 |
Low |
1,097.7 |
1,102.6 |
4.9 |
0.4% |
1,097.7 |
Close |
1,103.3 |
1,107.7 |
4.4 |
0.4% |
1,103.3 |
Range |
14.2 |
7.2 |
-7.0 |
-49.3% |
28.3 |
ATR |
16.3 |
15.6 |
-0.6 |
-4.0% |
0.0 |
Volume |
119,503 |
74,178 |
-45,325 |
-37.9% |
561,745 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.3 |
1,125.2 |
1,111.7 |
|
R3 |
1,121.1 |
1,118.0 |
1,109.7 |
|
R2 |
1,113.9 |
1,113.9 |
1,109.0 |
|
R1 |
1,110.8 |
1,110.8 |
1,108.4 |
1,112.4 |
PP |
1,106.7 |
1,106.7 |
1,106.7 |
1,107.5 |
S1 |
1,103.6 |
1,103.6 |
1,107.0 |
1,105.2 |
S2 |
1,099.5 |
1,099.5 |
1,106.4 |
|
S3 |
1,092.3 |
1,096.4 |
1,105.7 |
|
S4 |
1,085.1 |
1,089.2 |
1,103.7 |
|
|
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 |
1,126.0 |
1,097.7 |
28.3 |
2.6% |
13.8 |
1.2% |
35% |
False |
False |
127,184 |
10 |
1,147.3 |
1,097.7 |
49.6 |
4.5% |
13.5 |
1.2% |
20% |
False |
False |
119,530 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.5% |
16.0 |
1.4% |
14% |
False |
False |
145,575 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.7% |
17.0 |
1.5% |
35% |
False |
False |
127,091 |
60 |
1,206.0 |
1,073.7 |
132.3 |
11.9% |
15.3 |
1.4% |
26% |
False |
False |
88,368 |
80 |
1,217.0 |
1,073.7 |
143.3 |
12.9% |
14.7 |
1.3% |
24% |
False |
False |
67,102 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.8 |
1.3% |
21% |
False |
False |
54,324 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.7 |
1.3% |
21% |
False |
False |
45,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.4 |
2.618 |
1,128.6 |
1.618 |
1,121.4 |
1.000 |
1,117.0 |
0.618 |
1,114.2 |
HIGH |
1,109.8 |
0.618 |
1,107.0 |
0.500 |
1,106.2 |
0.382 |
1,105.4 |
LOW |
1,102.6 |
0.618 |
1,098.2 |
1.000 |
1,095.4 |
1.618 |
1,091.0 |
2.618 |
1,083.8 |
4.250 |
1,072.0 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,107.2 |
1,107.1 |
PP |
1,106.7 |
1,106.5 |
S1 |
1,106.2 |
1,105.9 |
|