Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,107.0 |
1,107.1 |
0.1 |
0.0% |
1,123.0 |
High |
1,109.8 |
1,108.5 |
-1.3 |
-0.1% |
1,126.0 |
Low |
1,102.6 |
1,101.5 |
-1.1 |
-0.1% |
1,097.7 |
Close |
1,107.7 |
1,102.6 |
-5.1 |
-0.5% |
1,103.3 |
Range |
7.2 |
7.0 |
-0.2 |
-2.8% |
28.3 |
ATR |
15.6 |
15.0 |
-0.6 |
-3.9% |
0.0 |
Volume |
74,178 |
78,878 |
4,700 |
6.3% |
561,745 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.2 |
1,120.9 |
1,106.5 |
|
R3 |
1,118.2 |
1,113.9 |
1,104.5 |
|
R2 |
1,111.2 |
1,111.2 |
1,103.9 |
|
R1 |
1,106.9 |
1,106.9 |
1,103.2 |
1,105.6 |
PP |
1,104.2 |
1,104.2 |
1,104.2 |
1,103.5 |
S1 |
1,099.9 |
1,099.9 |
1,102.0 |
1,098.6 |
S2 |
1,097.2 |
1,097.2 |
1,101.3 |
|
S3 |
1,090.2 |
1,092.9 |
1,100.7 |
|
S4 |
1,083.2 |
1,085.9 |
1,098.8 |
|
|
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 |
1,124.7 |
1,097.7 |
27.0 |
2.4% |
12.9 |
1.2% |
18% |
False |
False |
114,457 |
10 |
1,147.3 |
1,097.7 |
49.6 |
4.5% |
13.0 |
1.2% |
10% |
False |
False |
117,522 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.5% |
15.9 |
1.4% |
7% |
False |
False |
144,890 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.7% |
15.9 |
1.4% |
30% |
False |
False |
128,240 |
60 |
1,202.2 |
1,073.7 |
128.5 |
11.7% |
15.3 |
1.4% |
22% |
False |
False |
89,605 |
80 |
1,217.0 |
1,073.7 |
143.3 |
13.0% |
14.6 |
1.3% |
20% |
False |
False |
68,045 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.8 |
1.3% |
18% |
False |
False |
55,061 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.6 |
1.3% |
18% |
False |
False |
46,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.3 |
2.618 |
1,126.8 |
1.618 |
1,119.8 |
1.000 |
1,115.5 |
0.618 |
1,112.8 |
HIGH |
1,108.5 |
0.618 |
1,105.8 |
0.500 |
1,105.0 |
0.382 |
1,104.2 |
LOW |
1,101.5 |
0.618 |
1,097.2 |
1.000 |
1,094.5 |
1.618 |
1,090.2 |
2.618 |
1,083.2 |
4.250 |
1,071.8 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,105.0 |
1,104.8 |
PP |
1,104.2 |
1,104.1 |
S1 |
1,103.4 |
1,103.3 |
|