Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,130.0 |
1,138.7 |
8.7 |
0.8% |
1,107.0 |
High |
1,141.5 |
1,139.4 |
-2.1 |
-0.2% |
1,141.5 |
Low |
1,126.9 |
1,128.7 |
1.8 |
0.2% |
1,101.5 |
Close |
1,137.8 |
1,132.8 |
-5.0 |
-0.4% |
1,137.8 |
Range |
14.6 |
10.7 |
-3.9 |
-26.7% |
40.0 |
ATR |
16.5 |
16.1 |
-0.4 |
-2.5% |
0.0 |
Volume |
151,718 |
87,119 |
-64,599 |
-42.6% |
579,562 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.7 |
1,160.0 |
1,138.7 |
|
R3 |
1,155.0 |
1,149.3 |
1,135.7 |
|
R2 |
1,144.3 |
1,144.3 |
1,134.8 |
|
R1 |
1,138.6 |
1,138.6 |
1,133.8 |
1,136.1 |
PP |
1,133.6 |
1,133.6 |
1,133.6 |
1,132.4 |
S1 |
1,127.9 |
1,127.9 |
1,131.8 |
1,125.4 |
S2 |
1,122.9 |
1,122.9 |
1,130.8 |
|
S3 |
1,112.2 |
1,117.2 |
1,129.9 |
|
S4 |
1,101.5 |
1,106.5 |
1,126.9 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.9 |
1,232.4 |
1,159.8 |
|
R3 |
1,206.9 |
1,192.4 |
1,148.8 |
|
R2 |
1,166.9 |
1,166.9 |
1,145.1 |
|
R1 |
1,152.4 |
1,152.4 |
1,141.5 |
1,159.7 |
PP |
1,126.9 |
1,126.9 |
1,126.9 |
1,130.6 |
S1 |
1,112.4 |
1,112.4 |
1,134.1 |
1,119.7 |
S2 |
1,086.9 |
1,086.9 |
1,130.5 |
|
S3 |
1,046.9 |
1,072.4 |
1,126.8 |
|
S4 |
1,006.9 |
1,032.4 |
1,115.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,141.5 |
1,101.5 |
40.0 |
3.5% |
14.9 |
1.3% |
78% |
False |
False |
118,500 |
10 |
1,141.5 |
1,097.7 |
43.8 |
3.9% |
14.3 |
1.3% |
80% |
False |
False |
122,842 |
20 |
1,169.8 |
1,097.7 |
72.1 |
6.4% |
15.7 |
1.4% |
49% |
False |
False |
137,695 |
40 |
1,169.8 |
1,079.2 |
90.6 |
8.0% |
15.7 |
1.4% |
59% |
False |
False |
136,539 |
60 |
1,189.0 |
1,073.7 |
115.3 |
10.2% |
15.6 |
1.4% |
51% |
False |
False |
97,987 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
14.8 |
1.3% |
44% |
False |
False |
74,210 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.7 |
1.3% |
37% |
False |
False |
60,082 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.7 |
1.3% |
37% |
False |
False |
50,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.9 |
2.618 |
1,167.4 |
1.618 |
1,156.7 |
1.000 |
1,150.1 |
0.618 |
1,146.0 |
HIGH |
1,139.4 |
0.618 |
1,135.3 |
0.500 |
1,134.1 |
0.382 |
1,132.8 |
LOW |
1,128.7 |
0.618 |
1,122.1 |
1.000 |
1,118.0 |
1.618 |
1,111.4 |
2.618 |
1,100.7 |
4.250 |
1,083.2 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,134.1 |
1,131.2 |
PP |
1,133.6 |
1,129.7 |
S1 |
1,133.2 |
1,128.1 |
|