Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,123.8 |
1,130.0 |
6.2 |
0.6% |
1,107.0 |
High |
1,134.0 |
1,156.4 |
22.4 |
2.0% |
1,141.5 |
Low |
1,121.1 |
1,129.5 |
8.4 |
0.7% |
1,101.5 |
Close |
1,131.5 |
1,153.8 |
22.3 |
2.0% |
1,137.8 |
Range |
12.9 |
26.9 |
14.0 |
108.5% |
40.0 |
ATR |
15.8 |
16.6 |
0.8 |
5.0% |
0.0 |
Volume |
96,165 |
219,683 |
123,518 |
128.4% |
579,562 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.3 |
1,217.4 |
1,168.6 |
|
R3 |
1,200.4 |
1,190.5 |
1,161.2 |
|
R2 |
1,173.5 |
1,173.5 |
1,158.7 |
|
R1 |
1,163.6 |
1,163.6 |
1,156.3 |
1,168.6 |
PP |
1,146.6 |
1,146.6 |
1,146.6 |
1,149.0 |
S1 |
1,136.7 |
1,136.7 |
1,151.3 |
1,141.7 |
S2 |
1,119.7 |
1,119.7 |
1,148.9 |
|
S3 |
1,092.8 |
1,109.8 |
1,146.4 |
|
S4 |
1,065.9 |
1,082.9 |
1,139.0 |
|
|
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 |
1,156.4 |
1,120.5 |
35.9 |
3.1% |
16.1 |
1.4% |
93% |
True |
False |
134,424 |
10 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
15.1 |
1.3% |
96% |
True |
False |
121,946 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
14.7 |
1.3% |
96% |
True |
False |
125,812 |
40 |
1,169.8 |
1,079.2 |
90.6 |
7.9% |
16.2 |
1.4% |
82% |
False |
False |
141,239 |
60 |
1,176.5 |
1,073.7 |
102.8 |
8.9% |
15.9 |
1.4% |
78% |
False |
False |
105,026 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.6% |
15.1 |
1.3% |
60% |
False |
False |
79,534 |
100 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
14.7 |
1.3% |
50% |
False |
False |
64,349 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
14.7 |
1.3% |
50% |
False |
False |
54,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.7 |
2.618 |
1,226.8 |
1.618 |
1,199.9 |
1.000 |
1,183.3 |
0.618 |
1,173.0 |
HIGH |
1,156.4 |
0.618 |
1,146.1 |
0.500 |
1,143.0 |
0.382 |
1,139.8 |
LOW |
1,129.5 |
0.618 |
1,112.9 |
1.000 |
1,102.6 |
1.618 |
1,086.0 |
2.618 |
1,059.1 |
4.250 |
1,015.2 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,150.2 |
1,148.7 |
PP |
1,146.6 |
1,143.6 |
S1 |
1,143.0 |
1,138.5 |
|