Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,349 |
16,272 |
-77 |
-0.5% |
16,014 |
High |
16,432 |
16,541 |
109 |
0.7% |
16,596 |
Low |
16,225 |
16,205 |
-20 |
-0.1% |
15,958 |
Close |
16,279 |
16,520 |
241 |
1.5% |
16,337 |
Range |
207 |
336 |
129 |
62.3% |
638 |
ATR |
332 |
332 |
0 |
0.1% |
0 |
Volume |
129,390 |
149,660 |
20,270 |
15.7% |
179,940 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,430 |
17,311 |
16,705 |
|
R3 |
17,094 |
16,975 |
16,613 |
|
R2 |
16,758 |
16,758 |
16,582 |
|
R1 |
16,639 |
16,639 |
16,551 |
16,699 |
PP |
16,422 |
16,422 |
16,422 |
16,452 |
S1 |
16,303 |
16,303 |
16,489 |
16,363 |
S2 |
16,086 |
16,086 |
16,459 |
|
S3 |
15,750 |
15,967 |
16,428 |
|
S4 |
15,414 |
15,631 |
16,335 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,211 |
17,912 |
16,688 |
|
R3 |
17,573 |
17,274 |
16,513 |
|
R2 |
16,935 |
16,935 |
16,454 |
|
R1 |
16,636 |
16,636 |
16,396 |
16,786 |
PP |
16,297 |
16,297 |
16,297 |
16,372 |
S1 |
15,998 |
15,998 |
16,279 |
16,148 |
S2 |
15,659 |
15,659 |
16,220 |
|
S3 |
15,021 |
15,360 |
16,162 |
|
S4 |
14,383 |
14,722 |
15,986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,596 |
16,055 |
541 |
3.3% |
314 |
1.9% |
86% |
False |
False |
90,444 |
10 |
16,596 |
15,868 |
728 |
4.4% |
342 |
2.1% |
90% |
False |
False |
46,702 |
20 |
17,443 |
15,256 |
2,187 |
13.2% |
402 |
2.4% |
58% |
False |
False |
23,733 |
40 |
17,912 |
15,256 |
2,656 |
16.1% |
288 |
1.7% |
48% |
False |
False |
11,902 |
60 |
18,002 |
15,256 |
2,746 |
16.6% |
238 |
1.4% |
46% |
False |
False |
7,948 |
80 |
18,061 |
15,256 |
2,805 |
17.0% |
195 |
1.2% |
45% |
False |
False |
5,962 |
100 |
18,149 |
15,256 |
2,893 |
17.5% |
160 |
1.0% |
44% |
False |
False |
4,770 |
120 |
18,149 |
15,256 |
2,893 |
17.5% |
135 |
0.8% |
44% |
False |
False |
3,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,969 |
2.618 |
17,421 |
1.618 |
17,085 |
1.000 |
16,877 |
0.618 |
16,749 |
HIGH |
16,541 |
0.618 |
16,413 |
0.500 |
16,373 |
0.382 |
16,333 |
LOW |
16,205 |
0.618 |
15,997 |
1.000 |
15,869 |
1.618 |
15,661 |
2.618 |
15,325 |
4.250 |
14,777 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,471 |
16,456 |
PP |
16,422 |
16,391 |
S1 |
16,373 |
16,327 |
|