Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,094 |
16,162 |
68 |
0.4% |
16,315 |
High |
16,372 |
16,289 |
-83 |
-0.5% |
16,476 |
Low |
16,079 |
15,875 |
-204 |
-1.3% |
15,910 |
Close |
16,203 |
15,909 |
-294 |
-1.8% |
16,203 |
Range |
293 |
414 |
121 |
41.3% |
566 |
ATR |
318 |
325 |
7 |
2.2% |
0 |
Volume |
231,288 |
237,709 |
6,421 |
2.8% |
1,018,381 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,266 |
17,002 |
16,137 |
|
R3 |
16,852 |
16,588 |
16,023 |
|
R2 |
16,438 |
16,438 |
15,985 |
|
R1 |
16,174 |
16,174 |
15,947 |
16,099 |
PP |
16,024 |
16,024 |
16,024 |
15,987 |
S1 |
15,760 |
15,760 |
15,871 |
15,685 |
S2 |
15,610 |
15,610 |
15,833 |
|
S3 |
15,196 |
15,346 |
15,795 |
|
S4 |
14,782 |
14,932 |
15,681 |
|
|
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 |
16,470 |
15,875 |
595 |
3.7% |
331 |
2.1% |
6% |
False |
True |
216,898 |
10 |
16,837 |
15,875 |
962 |
6.0% |
313 |
2.0% |
4% |
False |
True |
199,081 |
20 |
16,837 |
15,868 |
969 |
6.1% |
323 |
2.0% |
4% |
False |
False |
115,429 |
40 |
17,530 |
15,256 |
2,274 |
14.3% |
322 |
2.0% |
29% |
False |
False |
57,922 |
60 |
17,979 |
15,256 |
2,723 |
17.1% |
265 |
1.7% |
24% |
False |
False |
38,627 |
80 |
18,002 |
15,256 |
2,746 |
17.3% |
225 |
1.4% |
24% |
False |
False |
28,976 |
100 |
18,149 |
15,256 |
2,893 |
18.2% |
186 |
1.2% |
23% |
False |
False |
23,181 |
120 |
18,149 |
15,256 |
2,893 |
18.2% |
158 |
1.0% |
23% |
False |
False |
19,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,049 |
2.618 |
17,373 |
1.618 |
16,959 |
1.000 |
16,703 |
0.618 |
16,545 |
HIGH |
16,289 |
0.618 |
16,131 |
0.500 |
16,082 |
0.382 |
16,033 |
LOW |
15,875 |
0.618 |
15,619 |
1.000 |
15,461 |
1.618 |
15,205 |
2.618 |
14,791 |
4.250 |
14,116 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,082 |
16,124 |
PP |
16,024 |
16,052 |
S1 |
15,967 |
15,981 |
|