Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,661 |
16,555 |
-106 |
-0.6% |
16,349 |
High |
16,837 |
16,604 |
-233 |
-1.4% |
16,837 |
Low |
16,517 |
16,235 |
-282 |
-1.7% |
16,205 |
Close |
16,558 |
16,318 |
-240 |
-1.4% |
16,318 |
Range |
320 |
369 |
49 |
15.3% |
632 |
ATR |
323 |
326 |
3 |
1.0% |
0 |
Volume |
225,050 |
227,179 |
2,129 |
0.9% |
864,113 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,493 |
17,274 |
16,521 |
|
R3 |
17,124 |
16,905 |
16,420 |
|
R2 |
16,755 |
16,755 |
16,386 |
|
R1 |
16,536 |
16,536 |
16,352 |
16,461 |
PP |
16,386 |
16,386 |
16,386 |
16,348 |
S1 |
16,167 |
16,167 |
16,284 |
16,092 |
S2 |
16,017 |
16,017 |
16,250 |
|
S3 |
15,648 |
15,798 |
16,217 |
|
S4 |
15,279 |
15,429 |
16,115 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,349 |
17,966 |
16,666 |
|
R3 |
17,717 |
17,334 |
16,492 |
|
R2 |
17,085 |
17,085 |
16,434 |
|
R1 |
16,702 |
16,702 |
16,376 |
16,578 |
PP |
16,453 |
16,453 |
16,453 |
16,391 |
S1 |
16,070 |
16,070 |
16,260 |
15,946 |
S2 |
15,821 |
15,821 |
16,202 |
|
S3 |
15,189 |
15,438 |
16,144 |
|
S4 |
14,557 |
14,806 |
15,971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,837 |
16,205 |
632 |
3.9% |
288 |
1.8% |
18% |
False |
False |
172,822 |
10 |
16,837 |
15,917 |
920 |
5.6% |
326 |
2.0% |
44% |
False |
False |
104,610 |
20 |
16,845 |
15,256 |
1,589 |
9.7% |
411 |
2.5% |
67% |
False |
False |
52,955 |
40 |
17,635 |
15,256 |
2,379 |
14.6% |
300 |
1.8% |
45% |
False |
False |
26,526 |
60 |
17,979 |
15,256 |
2,723 |
16.7% |
248 |
1.5% |
39% |
False |
False |
17,695 |
80 |
18,002 |
15,256 |
2,746 |
16.8% |
203 |
1.2% |
39% |
False |
False |
13,275 |
100 |
18,149 |
15,256 |
2,893 |
17.7% |
169 |
1.0% |
37% |
False |
False |
10,621 |
120 |
18,149 |
15,256 |
2,893 |
17.7% |
142 |
0.9% |
37% |
False |
False |
8,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,172 |
2.618 |
17,570 |
1.618 |
17,201 |
1.000 |
16,973 |
0.618 |
16,832 |
HIGH |
16,604 |
0.618 |
16,463 |
0.500 |
16,420 |
0.382 |
16,376 |
LOW |
16,235 |
0.618 |
16,007 |
1.000 |
15,866 |
1.618 |
15,638 |
2.618 |
15,269 |
4.250 |
14,667 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,420 |
16,536 |
PP |
16,386 |
16,463 |
S1 |
16,352 |
16,391 |
|