Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,909.00 |
1,956.50 |
47.50 |
2.5% |
1,979.00 |
High |
1,959.50 |
1,982.75 |
23.25 |
1.2% |
1,979.00 |
Low |
1,906.50 |
1,926.50 |
20.00 |
1.0% |
1,890.25 |
Close |
1,956.75 |
1,933.50 |
-23.25 |
-1.2% |
1,912.75 |
Range |
53.00 |
56.25 |
3.25 |
6.1% |
88.75 |
ATR |
43.40 |
44.32 |
0.92 |
2.1% |
0.00 |
Volume |
143,078 |
221,503 |
78,425 |
54.8% |
186,130 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.25 |
2,081.25 |
1,964.50 |
|
R3 |
2,060.00 |
2,025.00 |
1,949.00 |
|
R2 |
2,003.75 |
2,003.75 |
1,943.75 |
|
R1 |
1,968.75 |
1,968.75 |
1,938.75 |
1,958.00 |
PP |
1,947.50 |
1,947.50 |
1,947.50 |
1,942.25 |
S1 |
1,912.50 |
1,912.50 |
1,928.25 |
1,902.00 |
S2 |
1,891.25 |
1,891.25 |
1,923.25 |
|
S3 |
1,835.00 |
1,856.25 |
1,918.00 |
|
S4 |
1,778.75 |
1,800.00 |
1,902.50 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.50 |
2,142.00 |
1,961.50 |
|
R3 |
2,104.75 |
2,053.25 |
1,937.25 |
|
R2 |
2,016.00 |
2,016.00 |
1,929.00 |
|
R1 |
1,964.50 |
1,964.50 |
1,921.00 |
1,946.00 |
PP |
1,927.25 |
1,927.25 |
1,927.25 |
1,918.00 |
S1 |
1,875.75 |
1,875.75 |
1,904.50 |
1,857.00 |
S2 |
1,838.50 |
1,838.50 |
1,896.50 |
|
S3 |
1,749.75 |
1,787.00 |
1,888.25 |
|
S4 |
1,661.00 |
1,698.25 |
1,864.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,982.75 |
1,899.00 |
83.75 |
4.3% |
44.50 |
2.3% |
41% |
True |
False |
97,564 |
10 |
1,983.75 |
1,842.00 |
141.75 |
7.3% |
49.25 |
2.5% |
65% |
False |
False |
62,343 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.1% |
48.50 |
2.5% |
41% |
False |
False |
37,638 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
34.25 |
1.8% |
37% |
False |
False |
20,402 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
31.25 |
1.6% |
37% |
False |
False |
14,384 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
27.25 |
1.4% |
37% |
False |
False |
11,004 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
25.50 |
1.3% |
37% |
False |
False |
8,866 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
24.25 |
1.3% |
37% |
False |
False |
7,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,221.75 |
2.618 |
2,130.00 |
1.618 |
2,073.75 |
1.000 |
2,039.00 |
0.618 |
2,017.50 |
HIGH |
1,982.75 |
0.618 |
1,961.25 |
0.500 |
1,954.50 |
0.382 |
1,948.00 |
LOW |
1,926.50 |
0.618 |
1,891.75 |
1.000 |
1,870.25 |
1.618 |
1,835.50 |
2.618 |
1,779.25 |
4.250 |
1,687.50 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,954.50 |
1,941.00 |
PP |
1,947.50 |
1,938.50 |
S1 |
1,940.50 |
1,936.00 |
|