Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,465 |
16,221 |
-244 |
-1.5% |
16,349 |
High |
16,470 |
16,322 |
-148 |
-0.9% |
16,837 |
Low |
16,115 |
16,065 |
-50 |
-0.3% |
16,205 |
Close |
16,229 |
16,187 |
-42 |
-0.3% |
16,318 |
Range |
355 |
257 |
-98 |
-27.6% |
632 |
ATR |
323 |
319 |
-5 |
-1.5% |
0 |
Volume |
200,144 |
172,149 |
-27,995 |
-14.0% |
864,113 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,962 |
16,832 |
16,328 |
|
R3 |
16,705 |
16,575 |
16,258 |
|
R2 |
16,448 |
16,448 |
16,234 |
|
R1 |
16,318 |
16,318 |
16,211 |
16,255 |
PP |
16,191 |
16,191 |
16,191 |
16,160 |
S1 |
16,061 |
16,061 |
16,164 |
15,998 |
S2 |
15,934 |
15,934 |
16,140 |
|
S3 |
15,677 |
15,804 |
16,116 |
|
S4 |
15,420 |
15,547 |
16,046 |
|
|
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 |
16,065 |
772 |
4.8% |
310 |
1.9% |
16% |
False |
True |
199,223 |
10 |
16,837 |
16,055 |
782 |
4.8% |
285 |
1.8% |
17% |
False |
False |
156,898 |
20 |
16,837 |
15,460 |
1,377 |
8.5% |
340 |
2.1% |
53% |
False |
False |
79,932 |
40 |
17,635 |
15,256 |
2,379 |
14.7% |
307 |
1.9% |
39% |
False |
False |
40,121 |
60 |
17,979 |
15,256 |
2,723 |
16.8% |
254 |
1.6% |
34% |
False |
False |
26,759 |
80 |
18,002 |
15,256 |
2,746 |
17.0% |
213 |
1.3% |
34% |
False |
False |
20,074 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
177 |
1.1% |
32% |
False |
False |
16,060 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
149 |
0.9% |
32% |
False |
False |
13,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,414 |
2.618 |
16,995 |
1.618 |
16,738 |
1.000 |
16,579 |
0.618 |
16,481 |
HIGH |
16,322 |
0.618 |
16,224 |
0.500 |
16,194 |
0.382 |
16,163 |
LOW |
16,065 |
0.618 |
15,906 |
1.000 |
15,808 |
1.618 |
15,649 |
2.618 |
15,392 |
4.250 |
14,973 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,194 |
16,271 |
PP |
16,191 |
16,243 |
S1 |
16,189 |
16,215 |
|