Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,956.50 |
1,934.75 |
-21.75 |
-1.1% |
1,979.00 |
High |
1,982.75 |
1,957.75 |
-25.00 |
-1.3% |
1,979.00 |
Low |
1,926.50 |
1,919.00 |
-7.50 |
-0.4% |
1,890.25 |
Close |
1,933.50 |
1,939.75 |
6.25 |
0.3% |
1,912.75 |
Range |
56.25 |
38.75 |
-17.50 |
-31.1% |
88.75 |
ATR |
44.32 |
43.92 |
-0.40 |
-0.9% |
0.00 |
Volume |
221,503 |
1,023,035 |
801,532 |
361.9% |
186,130 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.00 |
2,036.25 |
1,961.00 |
|
R3 |
2,016.25 |
1,997.50 |
1,950.50 |
|
R2 |
1,977.50 |
1,977.50 |
1,946.75 |
|
R1 |
1,958.75 |
1,958.75 |
1,943.25 |
1,968.00 |
PP |
1,938.75 |
1,938.75 |
1,938.75 |
1,943.50 |
S1 |
1,920.00 |
1,920.00 |
1,936.25 |
1,929.50 |
S2 |
1,900.00 |
1,900.00 |
1,932.75 |
|
S3 |
1,861.25 |
1,881.25 |
1,929.00 |
|
S4 |
1,822.50 |
1,842.50 |
1,918.50 |
|
|
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% |
44.25 |
2.3% |
49% |
False |
False |
294,423 |
10 |
1,983.75 |
1,890.25 |
93.50 |
4.8% |
43.75 |
2.3% |
53% |
False |
False |
161,324 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.0% |
48.50 |
2.5% |
43% |
False |
False |
88,506 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
34.75 |
1.8% |
40% |
False |
False |
45,913 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
31.50 |
1.6% |
40% |
False |
False |
31,412 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
27.75 |
1.4% |
40% |
False |
False |
23,791 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
25.75 |
1.3% |
40% |
False |
False |
19,095 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
24.50 |
1.3% |
40% |
False |
False |
15,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,122.50 |
2.618 |
2,059.25 |
1.618 |
2,020.50 |
1.000 |
1,996.50 |
0.618 |
1,981.75 |
HIGH |
1,957.75 |
0.618 |
1,943.00 |
0.500 |
1,938.50 |
0.382 |
1,933.75 |
LOW |
1,919.00 |
0.618 |
1,895.00 |
1.000 |
1,880.25 |
1.618 |
1,856.25 |
2.618 |
1,817.50 |
4.250 |
1,754.25 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,939.25 |
1,944.50 |
PP |
1,938.75 |
1,943.00 |
S1 |
1,938.50 |
1,941.50 |
|