Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,315 |
16,465 |
150 |
0.9% |
16,349 |
High |
16,476 |
16,470 |
-6 |
0.0% |
16,837 |
Low |
16,227 |
16,115 |
-112 |
-0.7% |
16,205 |
Close |
16,456 |
16,229 |
-227 |
-1.4% |
16,318 |
Range |
249 |
355 |
106 |
42.6% |
632 |
ATR |
321 |
323 |
2 |
0.8% |
0 |
Volume |
171,597 |
200,144 |
28,547 |
16.6% |
864,113 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,336 |
17,138 |
16,424 |
|
R3 |
16,981 |
16,783 |
16,327 |
|
R2 |
16,626 |
16,626 |
16,294 |
|
R1 |
16,428 |
16,428 |
16,262 |
16,350 |
PP |
16,271 |
16,271 |
16,271 |
16,232 |
S1 |
16,073 |
16,073 |
16,197 |
15,995 |
S2 |
15,916 |
15,916 |
16,164 |
|
S3 |
15,561 |
15,718 |
16,132 |
|
S4 |
15,206 |
15,363 |
16,034 |
|
|
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 |
16,115 |
722 |
4.4% |
300 |
1.8% |
16% |
False |
True |
191,360 |
10 |
16,837 |
16,055 |
782 |
4.8% |
307 |
1.9% |
22% |
False |
False |
140,902 |
20 |
16,837 |
15,460 |
1,377 |
8.5% |
362 |
2.2% |
56% |
False |
False |
71,476 |
40 |
17,635 |
15,256 |
2,379 |
14.7% |
305 |
1.9% |
41% |
False |
False |
35,818 |
60 |
17,979 |
15,256 |
2,723 |
16.8% |
253 |
1.6% |
36% |
False |
False |
23,890 |
80 |
18,002 |
15,256 |
2,746 |
16.9% |
209 |
1.3% |
35% |
False |
False |
17,922 |
100 |
18,149 |
15,256 |
2,893 |
17.8% |
174 |
1.1% |
34% |
False |
False |
14,338 |
120 |
18,149 |
15,256 |
2,893 |
17.8% |
147 |
0.9% |
34% |
False |
False |
11,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,979 |
2.618 |
17,400 |
1.618 |
17,045 |
1.000 |
16,825 |
0.618 |
16,690 |
HIGH |
16,470 |
0.618 |
16,335 |
0.500 |
16,293 |
0.382 |
16,251 |
LOW |
16,115 |
0.618 |
15,896 |
1.000 |
15,760 |
1.618 |
15,541 |
2.618 |
15,186 |
4.250 |
14,606 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,293 |
16,360 |
PP |
16,271 |
16,316 |
S1 |
16,250 |
16,273 |
|