Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,138.7 |
1,132.6 |
-6.1 |
-0.5% |
1,107.0 |
High |
1,139.4 |
1,136.1 |
-3.3 |
-0.3% |
1,141.5 |
Low |
1,128.7 |
1,120.5 |
-8.2 |
-0.7% |
1,101.5 |
Close |
1,132.8 |
1,124.8 |
-8.0 |
-0.7% |
1,137.8 |
Range |
10.7 |
15.6 |
4.9 |
45.8% |
40.0 |
ATR |
16.1 |
16.0 |
0.0 |
-0.2% |
0.0 |
Volume |
87,119 |
117,435 |
30,316 |
34.8% |
579,562 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.9 |
1,165.0 |
1,133.4 |
|
R3 |
1,158.3 |
1,149.4 |
1,129.1 |
|
R2 |
1,142.7 |
1,142.7 |
1,127.7 |
|
R1 |
1,133.8 |
1,133.8 |
1,126.2 |
1,130.5 |
PP |
1,127.1 |
1,127.1 |
1,127.1 |
1,125.5 |
S1 |
1,118.2 |
1,118.2 |
1,123.4 |
1,114.9 |
S2 |
1,111.5 |
1,111.5 |
1,121.9 |
|
S3 |
1,095.9 |
1,102.6 |
1,120.5 |
|
S4 |
1,080.3 |
1,087.0 |
1,116.2 |
|
|
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 |
1,103.0 |
38.5 |
3.4% |
16.6 |
1.5% |
57% |
False |
False |
126,212 |
10 |
1,141.5 |
1,097.7 |
43.8 |
3.9% |
14.8 |
1.3% |
62% |
False |
False |
120,334 |
20 |
1,156.3 |
1,097.7 |
58.6 |
5.2% |
15.2 |
1.4% |
46% |
False |
False |
130,359 |
40 |
1,169.8 |
1,079.2 |
90.6 |
8.1% |
15.7 |
1.4% |
50% |
False |
False |
138,135 |
60 |
1,189.0 |
1,073.7 |
115.3 |
10.3% |
15.7 |
1.4% |
44% |
False |
False |
99,857 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
14.9 |
1.3% |
38% |
False |
False |
75,625 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
32% |
False |
False |
61,247 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
32% |
False |
False |
51,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.4 |
2.618 |
1,176.9 |
1.618 |
1,161.3 |
1.000 |
1,151.7 |
0.618 |
1,145.7 |
HIGH |
1,136.1 |
0.618 |
1,130.1 |
0.500 |
1,128.3 |
0.382 |
1,126.5 |
LOW |
1,120.5 |
0.618 |
1,110.9 |
1.000 |
1,104.9 |
1.618 |
1,095.3 |
2.618 |
1,079.7 |
4.250 |
1,054.2 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,128.3 |
1,131.0 |
PP |
1,127.1 |
1,128.9 |
S1 |
1,126.0 |
1,126.9 |
|