Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,104.4 |
1,118.7 |
14.3 |
1.3% |
1,123.0 |
High |
1,123.7 |
1,136.0 |
12.3 |
1.1% |
1,126.0 |
Low |
1,103.0 |
1,114.7 |
11.7 |
1.1% |
1,097.7 |
Close |
1,119.0 |
1,117.0 |
-2.0 |
-0.2% |
1,103.3 |
Range |
20.7 |
21.3 |
0.6 |
2.9% |
28.3 |
ATR |
15.4 |
15.9 |
0.4 |
2.7% |
0.0 |
Volume |
131,151 |
143,637 |
12,486 |
9.5% |
561,745 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.5 |
1,173.0 |
1,128.7 |
|
R3 |
1,165.2 |
1,151.7 |
1,122.9 |
|
R2 |
1,143.9 |
1,143.9 |
1,120.9 |
|
R1 |
1,130.4 |
1,130.4 |
1,119.0 |
1,126.5 |
PP |
1,122.6 |
1,122.6 |
1,122.6 |
1,120.6 |
S1 |
1,109.1 |
1,109.1 |
1,115.0 |
1,105.2 |
S2 |
1,101.3 |
1,101.3 |
1,113.1 |
|
S3 |
1,080.0 |
1,087.8 |
1,111.1 |
|
S4 |
1,058.7 |
1,066.5 |
1,105.3 |
|
|
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 |
1,136.0 |
1,097.7 |
38.3 |
3.4% |
14.1 |
1.3% |
50% |
True |
False |
109,469 |
10 |
1,136.0 |
1,097.7 |
38.3 |
3.4% |
14.8 |
1.3% |
50% |
True |
False |
120,958 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.5% |
16.5 |
1.5% |
27% |
False |
False |
144,915 |
40 |
1,169.8 |
1,073.7 |
96.1 |
8.6% |
16.3 |
1.5% |
45% |
False |
False |
133,497 |
60 |
1,189.0 |
1,073.7 |
115.3 |
10.3% |
15.5 |
1.4% |
38% |
False |
False |
94,125 |
80 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
14.7 |
1.3% |
32% |
False |
False |
71,369 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.7 |
1.3% |
27% |
False |
False |
57,749 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.7 |
1.3% |
27% |
False |
False |
48,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.5 |
2.618 |
1,191.8 |
1.618 |
1,170.5 |
1.000 |
1,157.3 |
0.618 |
1,149.2 |
HIGH |
1,136.0 |
0.618 |
1,127.9 |
0.500 |
1,125.4 |
0.382 |
1,122.8 |
LOW |
1,114.7 |
0.618 |
1,101.5 |
1.000 |
1,093.4 |
1.618 |
1,080.2 |
2.618 |
1,058.9 |
4.250 |
1,024.2 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,125.4 |
1,118.8 |
PP |
1,122.6 |
1,118.2 |
S1 |
1,119.8 |
1,117.6 |
|