Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,517 |
16,661 |
144 |
0.9% |
16,014 |
High |
16,672 |
16,837 |
165 |
1.0% |
16,596 |
Low |
16,466 |
16,517 |
51 |
0.3% |
15,958 |
Close |
16,664 |
16,558 |
-106 |
-0.6% |
16,337 |
Range |
206 |
320 |
114 |
55.3% |
638 |
ATR |
323 |
323 |
0 |
-0.1% |
0 |
Volume |
132,834 |
225,050 |
92,216 |
69.4% |
179,940 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,597 |
17,398 |
16,734 |
|
R3 |
17,277 |
17,078 |
16,646 |
|
R2 |
16,957 |
16,957 |
16,617 |
|
R1 |
16,758 |
16,758 |
16,587 |
16,698 |
PP |
16,637 |
16,637 |
16,637 |
16,607 |
S1 |
16,438 |
16,438 |
16,529 |
16,378 |
S2 |
16,317 |
16,317 |
16,499 |
|
S3 |
15,997 |
16,118 |
16,470 |
|
S4 |
15,677 |
15,798 |
16,382 |
|
|
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 |
16,837 |
16,112 |
725 |
4.4% |
262 |
1.6% |
62% |
True |
False |
150,147 |
10 |
16,837 |
15,917 |
920 |
5.6% |
313 |
1.9% |
70% |
True |
False |
82,214 |
20 |
17,220 |
15,256 |
1,964 |
11.9% |
412 |
2.5% |
66% |
False |
False |
41,605 |
40 |
17,741 |
15,256 |
2,485 |
15.0% |
295 |
1.8% |
52% |
False |
False |
20,847 |
60 |
17,979 |
15,256 |
2,723 |
16.4% |
245 |
1.5% |
48% |
False |
False |
13,910 |
80 |
18,002 |
15,256 |
2,746 |
16.6% |
199 |
1.2% |
47% |
False |
False |
10,436 |
100 |
18,149 |
15,256 |
2,893 |
17.5% |
165 |
1.0% |
45% |
False |
False |
8,349 |
120 |
18,149 |
15,256 |
2,893 |
17.5% |
139 |
0.8% |
45% |
False |
False |
6,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,197 |
2.618 |
17,675 |
1.618 |
17,355 |
1.000 |
17,157 |
0.618 |
17,035 |
HIGH |
16,837 |
0.618 |
16,715 |
0.500 |
16,677 |
0.382 |
16,639 |
LOW |
16,517 |
0.618 |
16,319 |
1.000 |
16,197 |
1.618 |
15,999 |
2.618 |
15,679 |
4.250 |
15,157 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,677 |
16,546 |
PP |
16,637 |
16,533 |
S1 |
16,598 |
16,521 |
|