Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,211 |
16,094 |
-117 |
-0.7% |
16,315 |
High |
16,243 |
16,372 |
129 |
0.8% |
16,476 |
Low |
15,910 |
16,079 |
169 |
1.1% |
15,910 |
Close |
16,099 |
16,203 |
104 |
0.6% |
16,203 |
Range |
333 |
293 |
-40 |
-12.0% |
566 |
ATR |
320 |
318 |
-2 |
-0.6% |
0 |
Volume |
243,203 |
231,288 |
-11,915 |
-4.9% |
1,018,381 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,097 |
16,943 |
16,364 |
|
R3 |
16,804 |
16,650 |
16,284 |
|
R2 |
16,511 |
16,511 |
16,257 |
|
R1 |
16,357 |
16,357 |
16,230 |
16,434 |
PP |
16,218 |
16,218 |
16,218 |
16,257 |
S1 |
16,064 |
16,064 |
16,176 |
16,141 |
S2 |
15,925 |
15,925 |
16,149 |
|
S3 |
15,632 |
15,771 |
16,123 |
|
S4 |
15,339 |
15,478 |
16,042 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,894 |
17,615 |
16,514 |
|
R3 |
17,328 |
17,049 |
16,359 |
|
R2 |
16,762 |
16,762 |
16,307 |
|
R1 |
16,483 |
16,483 |
16,255 |
16,340 |
PP |
16,196 |
16,196 |
16,196 |
16,125 |
S1 |
15,917 |
15,917 |
16,151 |
15,774 |
S2 |
15,630 |
15,630 |
16,099 |
|
S3 |
15,064 |
15,351 |
16,047 |
|
S4 |
14,498 |
14,785 |
15,892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,476 |
15,910 |
566 |
3.5% |
298 |
1.8% |
52% |
False |
False |
203,676 |
10 |
16,837 |
15,910 |
927 |
5.7% |
293 |
1.8% |
32% |
False |
False |
188,249 |
20 |
16,837 |
15,868 |
969 |
6.0% |
312 |
1.9% |
35% |
False |
False |
103,568 |
40 |
17,635 |
15,256 |
2,379 |
14.7% |
315 |
1.9% |
40% |
False |
False |
51,980 |
60 |
17,979 |
15,256 |
2,723 |
16.8% |
260 |
1.6% |
35% |
False |
False |
34,665 |
80 |
18,002 |
15,256 |
2,746 |
16.9% |
220 |
1.4% |
34% |
False |
False |
26,005 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
181 |
1.1% |
33% |
False |
False |
20,804 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
154 |
1.0% |
33% |
False |
False |
17,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,617 |
2.618 |
17,139 |
1.618 |
16,846 |
1.000 |
16,665 |
0.618 |
16,553 |
HIGH |
16,372 |
0.618 |
16,260 |
0.500 |
16,226 |
0.382 |
16,191 |
LOW |
16,079 |
0.618 |
15,898 |
1.000 |
15,786 |
1.618 |
15,605 |
2.618 |
15,312 |
4.250 |
14,834 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,226 |
16,182 |
PP |
16,218 |
16,162 |
S1 |
16,211 |
16,141 |
|