Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,297.75 |
4,351.75 |
54.00 |
1.3% |
4,184.50 |
High |
4,364.00 |
4,382.25 |
18.25 |
0.4% |
4,361.00 |
Low |
4,280.00 |
4,335.00 |
55.00 |
1.3% |
4,177.00 |
Close |
4,351.00 |
4,381.00 |
30.00 |
0.7% |
4,315.25 |
Range |
84.00 |
47.25 |
-36.75 |
-43.8% |
184.00 |
ATR |
100.44 |
96.65 |
-3.80 |
-3.8% |
0.00 |
Volume |
246,233 |
214,900 |
-31,333 |
-12.7% |
336,766 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.75 |
4,491.75 |
4,407.00 |
|
R3 |
4,460.50 |
4,444.50 |
4,394.00 |
|
R2 |
4,413.25 |
4,413.25 |
4,389.75 |
|
R1 |
4,397.25 |
4,397.25 |
4,385.25 |
4,405.25 |
PP |
4,366.00 |
4,366.00 |
4,366.00 |
4,370.00 |
S1 |
4,350.00 |
4,350.00 |
4,376.75 |
4,358.00 |
S2 |
4,318.75 |
4,318.75 |
4,372.25 |
|
S3 |
4,271.50 |
4,302.75 |
4,368.00 |
|
S4 |
4,224.25 |
4,255.50 |
4,355.00 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.50 |
4,759.75 |
4,416.50 |
|
R3 |
4,652.50 |
4,575.75 |
4,365.75 |
|
R2 |
4,468.50 |
4,468.50 |
4,349.00 |
|
R1 |
4,391.75 |
4,391.75 |
4,332.00 |
4,430.00 |
PP |
4,284.50 |
4,284.50 |
4,284.50 |
4,303.50 |
S1 |
4,207.75 |
4,207.75 |
4,298.50 |
4,246.00 |
S2 |
4,100.50 |
4,100.50 |
4,281.50 |
|
S3 |
3,916.50 |
4,023.75 |
4,264.75 |
|
S4 |
3,732.50 |
3,839.75 |
4,214.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,382.25 |
4,216.75 |
165.50 |
3.8% |
73.50 |
1.7% |
99% |
True |
False |
190,691 |
10 |
4,382.25 |
4,130.25 |
252.00 |
5.8% |
91.00 |
2.1% |
100% |
True |
False |
101,275 |
20 |
4,543.25 |
3,901.00 |
642.25 |
14.7% |
121.75 |
2.8% |
75% |
False |
False |
52,008 |
40 |
4,630.25 |
3,901.00 |
729.25 |
16.6% |
89.75 |
2.1% |
66% |
False |
False |
26,129 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.7% |
77.00 |
1.8% |
62% |
False |
False |
17,441 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.7% |
64.00 |
1.5% |
62% |
False |
False |
13,083 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.7% |
52.25 |
1.2% |
62% |
False |
False |
10,466 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.7% |
44.50 |
1.0% |
62% |
False |
False |
8,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.00 |
2.618 |
4,506.00 |
1.618 |
4,458.75 |
1.000 |
4,429.50 |
0.618 |
4,411.50 |
HIGH |
4,382.25 |
0.618 |
4,364.25 |
0.500 |
4,358.50 |
0.382 |
4,353.00 |
LOW |
4,335.00 |
0.618 |
4,305.75 |
1.000 |
4,287.75 |
1.618 |
4,258.50 |
2.618 |
4,211.25 |
4.250 |
4,134.25 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,373.50 |
4,364.50 |
PP |
4,366.00 |
4,347.75 |
S1 |
4,358.50 |
4,331.00 |
|