Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,130.0 |
1,151.0 |
21.0 |
1.9% |
1,138.7 |
High |
1,156.4 |
1,151.1 |
-5.3 |
-0.5% |
1,156.4 |
Low |
1,129.5 |
1,140.1 |
10.6 |
0.9% |
1,120.5 |
Close |
1,153.8 |
1,145.6 |
-8.2 |
-0.7% |
1,145.6 |
Range |
26.9 |
11.0 |
-15.9 |
-59.1% |
35.9 |
ATR |
16.6 |
16.4 |
-0.2 |
-1.2% |
0.0 |
Volume |
219,683 |
140,350 |
-79,333 |
-36.1% |
660,752 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.6 |
1,173.1 |
1,151.7 |
|
R3 |
1,167.6 |
1,162.1 |
1,148.6 |
|
R2 |
1,156.6 |
1,156.6 |
1,147.6 |
|
R1 |
1,151.1 |
1,151.1 |
1,146.6 |
1,148.4 |
PP |
1,145.6 |
1,145.6 |
1,145.6 |
1,144.2 |
S1 |
1,140.1 |
1,140.1 |
1,144.6 |
1,137.4 |
S2 |
1,134.6 |
1,134.6 |
1,143.6 |
|
S3 |
1,123.6 |
1,129.1 |
1,142.6 |
|
S4 |
1,112.6 |
1,118.1 |
1,139.6 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.5 |
1,233.0 |
1,165.3 |
|
R3 |
1,212.6 |
1,197.1 |
1,155.5 |
|
R2 |
1,176.7 |
1,176.7 |
1,152.2 |
|
R1 |
1,161.2 |
1,161.2 |
1,148.9 |
1,169.0 |
PP |
1,140.8 |
1,140.8 |
1,140.8 |
1,144.7 |
S1 |
1,125.3 |
1,125.3 |
1,142.3 |
1,133.1 |
S2 |
1,104.9 |
1,104.9 |
1,139.0 |
|
S3 |
1,069.0 |
1,089.4 |
1,135.7 |
|
S4 |
1,033.1 |
1,053.5 |
1,125.9 |
|
|
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% |
15.4 |
1.3% |
70% |
False |
False |
132,150 |
10 |
1,156.4 |
1,101.5 |
54.9 |
4.8% |
14.8 |
1.3% |
80% |
False |
False |
124,031 |
20 |
1,156.4 |
1,097.7 |
58.7 |
5.1% |
14.6 |
1.3% |
82% |
False |
False |
125,677 |
40 |
1,169.8 |
1,079.2 |
90.6 |
7.9% |
16.1 |
1.4% |
73% |
False |
False |
140,521 |
60 |
1,175.7 |
1,073.7 |
102.0 |
8.9% |
16.0 |
1.4% |
70% |
False |
False |
107,268 |
80 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.0 |
1.3% |
54% |
False |
False |
81,265 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
14.7 |
1.3% |
45% |
False |
False |
65,742 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.0% |
14.8 |
1.3% |
45% |
False |
False |
55,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.9 |
2.618 |
1,179.9 |
1.618 |
1,168.9 |
1.000 |
1,162.1 |
0.618 |
1,157.9 |
HIGH |
1,151.1 |
0.618 |
1,146.9 |
0.500 |
1,145.6 |
0.382 |
1,144.3 |
LOW |
1,140.1 |
0.618 |
1,133.3 |
1.000 |
1,129.1 |
1.618 |
1,122.3 |
2.618 |
1,111.3 |
4.250 |
1,093.4 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,145.6 |
1,143.3 |
PP |
1,145.6 |
1,141.0 |
S1 |
1,145.6 |
1,138.8 |
|