Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,221 |
16,211 |
-10 |
-0.1% |
16,349 |
High |
16,322 |
16,243 |
-79 |
-0.5% |
16,837 |
Low |
16,065 |
15,910 |
-155 |
-1.0% |
16,205 |
Close |
16,187 |
16,099 |
-88 |
-0.5% |
16,318 |
Range |
257 |
333 |
76 |
29.6% |
632 |
ATR |
319 |
320 |
1 |
0.3% |
0 |
Volume |
172,149 |
243,203 |
71,054 |
41.3% |
864,113 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,083 |
16,924 |
16,282 |
|
R3 |
16,750 |
16,591 |
16,191 |
|
R2 |
16,417 |
16,417 |
16,160 |
|
R1 |
16,258 |
16,258 |
16,130 |
16,171 |
PP |
16,084 |
16,084 |
16,084 |
16,041 |
S1 |
15,925 |
15,925 |
16,069 |
15,838 |
S2 |
15,751 |
15,751 |
16,038 |
|
S3 |
15,418 |
15,592 |
16,008 |
|
S4 |
15,085 |
15,259 |
15,916 |
|
|
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 |
16,604 |
15,910 |
694 |
4.3% |
313 |
1.9% |
27% |
False |
True |
202,854 |
10 |
16,837 |
15,910 |
927 |
5.8% |
287 |
1.8% |
20% |
False |
True |
176,501 |
20 |
16,837 |
15,868 |
969 |
6.0% |
320 |
2.0% |
24% |
False |
False |
92,047 |
40 |
17,635 |
15,256 |
2,379 |
14.8% |
311 |
1.9% |
35% |
False |
False |
46,200 |
60 |
17,979 |
15,256 |
2,723 |
16.9% |
257 |
1.6% |
31% |
False |
False |
30,811 |
80 |
18,002 |
15,256 |
2,746 |
17.1% |
217 |
1.3% |
31% |
False |
False |
23,114 |
100 |
18,149 |
15,256 |
2,893 |
18.0% |
180 |
1.1% |
29% |
False |
False |
18,492 |
120 |
18,149 |
15,256 |
2,893 |
18.0% |
152 |
0.9% |
29% |
False |
False |
15,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,658 |
2.618 |
17,115 |
1.618 |
16,782 |
1.000 |
16,576 |
0.618 |
16,449 |
HIGH |
16,243 |
0.618 |
16,116 |
0.500 |
16,077 |
0.382 |
16,037 |
LOW |
15,910 |
0.618 |
15,704 |
1.000 |
15,577 |
1.618 |
15,371 |
2.618 |
15,038 |
4.250 |
14,495 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,092 |
16,190 |
PP |
16,084 |
16,160 |
S1 |
16,077 |
16,129 |
|