Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,014 |
16,361 |
347 |
2.2% |
16,564 |
High |
16,399 |
16,596 |
197 |
1.2% |
16,564 |
Low |
15,958 |
16,118 |
160 |
1.0% |
15,868 |
Close |
16,360 |
16,179 |
-181 |
-1.1% |
16,028 |
Range |
441 |
478 |
37 |
8.4% |
696 |
ATR |
343 |
353 |
10 |
2.8% |
0 |
Volume |
6,768 |
12,186 |
5,418 |
80.1% |
8,443 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,732 |
17,433 |
16,442 |
|
R3 |
17,254 |
16,955 |
16,311 |
|
R2 |
16,776 |
16,776 |
16,267 |
|
R1 |
16,477 |
16,477 |
16,223 |
16,388 |
PP |
16,298 |
16,298 |
16,298 |
16,253 |
S1 |
15,999 |
15,999 |
16,135 |
15,910 |
S2 |
15,820 |
15,820 |
16,091 |
|
S3 |
15,342 |
15,521 |
16,048 |
|
S4 |
14,864 |
15,043 |
15,916 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,241 |
17,831 |
16,411 |
|
R3 |
17,545 |
17,135 |
16,220 |
|
R2 |
16,849 |
16,849 |
16,156 |
|
R1 |
16,439 |
16,439 |
16,092 |
16,296 |
PP |
16,153 |
16,153 |
16,153 |
16,082 |
S1 |
15,743 |
15,743 |
15,964 |
15,600 |
S2 |
15,457 |
15,457 |
15,901 |
|
S3 |
14,761 |
15,047 |
15,837 |
|
S4 |
14,065 |
14,351 |
15,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,596 |
15,917 |
679 |
4.2% |
367 |
2.3% |
39% |
True |
False |
5,221 |
10 |
16,596 |
15,460 |
1,136 |
7.0% |
395 |
2.4% |
63% |
True |
False |
2,966 |
20 |
17,443 |
15,256 |
2,187 |
13.5% |
385 |
2.4% |
42% |
False |
False |
1,758 |
40 |
17,979 |
15,256 |
2,723 |
16.8% |
266 |
1.6% |
34% |
False |
False |
903 |
60 |
18,002 |
15,256 |
2,746 |
17.0% |
226 |
1.4% |
34% |
False |
False |
614 |
80 |
18,149 |
15,256 |
2,893 |
17.9% |
182 |
1.1% |
32% |
False |
False |
462 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
150 |
0.9% |
32% |
False |
False |
370 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
126 |
0.8% |
32% |
False |
False |
308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,628 |
2.618 |
17,848 |
1.618 |
17,370 |
1.000 |
17,074 |
0.618 |
16,892 |
HIGH |
16,596 |
0.618 |
16,414 |
0.500 |
16,357 |
0.382 |
16,301 |
LOW |
16,118 |
0.618 |
15,823 |
1.000 |
15,640 |
1.618 |
15,345 |
2.618 |
14,867 |
4.250 |
14,087 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,357 |
16,257 |
PP |
16,298 |
16,231 |
S1 |
16,238 |
16,205 |
|