Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,361 |
16,195 |
-166 |
-1.0% |
16,564 |
High |
16,596 |
16,360 |
-236 |
-1.4% |
16,564 |
Low |
16,118 |
16,055 |
-63 |
-0.4% |
15,868 |
Close |
16,179 |
16,205 |
26 |
0.2% |
16,028 |
Range |
478 |
305 |
-173 |
-36.2% |
696 |
ATR |
353 |
350 |
-3 |
-1.0% |
0 |
Volume |
12,186 |
47,182 |
34,996 |
287.2% |
8,443 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,122 |
16,968 |
16,373 |
|
R3 |
16,817 |
16,663 |
16,289 |
|
R2 |
16,512 |
16,512 |
16,261 |
|
R1 |
16,358 |
16,358 |
16,233 |
16,435 |
PP |
16,207 |
16,207 |
16,207 |
16,245 |
S1 |
16,053 |
16,053 |
16,177 |
16,130 |
S2 |
15,902 |
15,902 |
16,149 |
|
S3 |
15,597 |
15,748 |
16,121 |
|
S4 |
15,292 |
15,443 |
16,037 |
|
|
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% |
364 |
2.2% |
42% |
False |
False |
14,280 |
10 |
16,596 |
15,868 |
728 |
4.5% |
352 |
2.2% |
46% |
False |
False |
7,593 |
20 |
17,443 |
15,256 |
2,187 |
13.5% |
385 |
2.4% |
43% |
False |
False |
4,113 |
40 |
17,979 |
15,256 |
2,723 |
16.8% |
273 |
1.7% |
35% |
False |
False |
2,081 |
60 |
18,002 |
15,256 |
2,746 |
16.9% |
230 |
1.4% |
35% |
False |
False |
1,401 |
80 |
18,149 |
15,256 |
2,893 |
17.9% |
185 |
1.1% |
33% |
False |
False |
1,052 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
152 |
0.9% |
33% |
False |
False |
842 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
129 |
0.8% |
33% |
False |
False |
701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,656 |
2.618 |
17,159 |
1.618 |
16,854 |
1.000 |
16,665 |
0.618 |
16,549 |
HIGH |
16,360 |
0.618 |
16,244 |
0.500 |
16,208 |
0.382 |
16,172 |
LOW |
16,055 |
0.618 |
15,867 |
1.000 |
15,750 |
1.618 |
15,562 |
2.618 |
15,257 |
4.250 |
14,759 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,208 |
16,277 |
PP |
16,207 |
16,253 |
S1 |
16,206 |
16,229 |
|