Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,107.1 |
1,104.4 |
-2.7 |
-0.2% |
1,123.0 |
High |
1,108.5 |
1,123.7 |
15.2 |
1.4% |
1,126.0 |
Low |
1,101.5 |
1,103.0 |
1.5 |
0.1% |
1,097.7 |
Close |
1,102.6 |
1,119.0 |
16.4 |
1.5% |
1,103.3 |
Range |
7.0 |
20.7 |
13.7 |
195.7% |
28.3 |
ATR |
15.0 |
15.4 |
0.4 |
2.9% |
0.0 |
Volume |
78,878 |
131,151 |
52,273 |
66.3% |
561,745 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.3 |
1,168.9 |
1,130.4 |
|
R3 |
1,156.6 |
1,148.2 |
1,124.7 |
|
R2 |
1,135.9 |
1,135.9 |
1,122.8 |
|
R1 |
1,127.5 |
1,127.5 |
1,120.9 |
1,131.7 |
PP |
1,115.2 |
1,115.2 |
1,115.2 |
1,117.4 |
S1 |
1,106.8 |
1,106.8 |
1,117.1 |
1,111.0 |
S2 |
1,094.5 |
1,094.5 |
1,115.2 |
|
S3 |
1,073.8 |
1,086.1 |
1,113.3 |
|
S4 |
1,053.1 |
1,065.4 |
1,107.6 |
|
|
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 |
1,123.7 |
1,097.7 |
26.0 |
2.3% |
12.1 |
1.1% |
82% |
True |
False |
105,028 |
10 |
1,141.9 |
1,097.7 |
44.2 |
3.9% |
13.8 |
1.2% |
48% |
False |
False |
117,751 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.4% |
16.3 |
1.5% |
30% |
False |
False |
145,451 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
16.1 |
1.4% |
47% |
False |
False |
130,574 |
60 |
1,189.7 |
1,073.7 |
116.0 |
10.4% |
15.3 |
1.4% |
39% |
False |
False |
91,763 |
80 |
1,210.2 |
1,073.7 |
136.5 |
12.2% |
14.8 |
1.3% |
33% |
False |
False |
69,644 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
28% |
False |
False |
56,353 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
28% |
False |
False |
47,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.7 |
2.618 |
1,177.9 |
1.618 |
1,157.2 |
1.000 |
1,144.4 |
0.618 |
1,136.5 |
HIGH |
1,123.7 |
0.618 |
1,115.8 |
0.500 |
1,113.4 |
0.382 |
1,110.9 |
LOW |
1,103.0 |
0.618 |
1,090.2 |
1.000 |
1,082.3 |
1.618 |
1,069.5 |
2.618 |
1,048.8 |
4.250 |
1,015.0 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,117.1 |
1,116.9 |
PP |
1,115.2 |
1,114.7 |
S1 |
1,113.4 |
1,112.6 |
|