Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,934.75 |
1,939.50 |
4.75 |
0.2% |
1,909.00 |
High |
1,957.75 |
1,952.50 |
-5.25 |
-0.3% |
1,982.75 |
Low |
1,919.00 |
1,927.50 |
8.50 |
0.4% |
1,906.50 |
Close |
1,939.75 |
1,950.25 |
10.50 |
0.5% |
1,950.25 |
Range |
38.75 |
25.00 |
-13.75 |
-35.5% |
76.25 |
ATR |
43.92 |
42.57 |
-1.35 |
-3.1% |
0.00 |
Volume |
1,023,035 |
1,511,006 |
487,971 |
47.7% |
2,898,622 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.50 |
2,009.25 |
1,964.00 |
|
R3 |
1,993.50 |
1,984.25 |
1,957.00 |
|
R2 |
1,968.50 |
1,968.50 |
1,954.75 |
|
R1 |
1,959.25 |
1,959.25 |
1,952.50 |
1,964.00 |
PP |
1,943.50 |
1,943.50 |
1,943.50 |
1,945.75 |
S1 |
1,934.25 |
1,934.25 |
1,948.00 |
1,939.00 |
S2 |
1,918.50 |
1,918.50 |
1,945.75 |
|
S3 |
1,893.50 |
1,909.25 |
1,943.50 |
|
S4 |
1,868.50 |
1,884.25 |
1,936.50 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,175.25 |
2,139.00 |
1,992.25 |
|
R3 |
2,099.00 |
2,062.75 |
1,971.25 |
|
R2 |
2,022.75 |
2,022.75 |
1,964.25 |
|
R1 |
1,986.50 |
1,986.50 |
1,957.25 |
2,004.50 |
PP |
1,946.50 |
1,946.50 |
1,946.50 |
1,955.50 |
S1 |
1,910.25 |
1,910.25 |
1,943.25 |
1,928.50 |
S2 |
1,870.25 |
1,870.25 |
1,936.25 |
|
S3 |
1,794.00 |
1,834.00 |
1,929.25 |
|
S4 |
1,717.75 |
1,757.75 |
1,908.25 |
|
|
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% |
43.00 |
2.2% |
61% |
False |
False |
589,987 |
10 |
1,983.75 |
1,890.25 |
93.50 |
4.8% |
40.75 |
2.1% |
64% |
False |
False |
310,316 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.0% |
49.00 |
2.5% |
47% |
False |
False |
163,479 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
35.00 |
1.8% |
43% |
False |
False |
83,655 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
31.50 |
1.6% |
43% |
False |
False |
56,582 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
27.75 |
1.4% |
43% |
False |
False |
42,677 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
26.00 |
1.3% |
43% |
False |
False |
34,205 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
24.50 |
1.3% |
43% |
False |
False |
28,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.75 |
2.618 |
2,018.00 |
1.618 |
1,993.00 |
1.000 |
1,977.50 |
0.618 |
1,968.00 |
HIGH |
1,952.50 |
0.618 |
1,943.00 |
0.500 |
1,940.00 |
0.382 |
1,937.00 |
LOW |
1,927.50 |
0.618 |
1,912.00 |
1.000 |
1,902.50 |
1.618 |
1,887.00 |
2.618 |
1,862.00 |
4.250 |
1,821.25 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,946.75 |
1,951.00 |
PP |
1,943.50 |
1,950.75 |
S1 |
1,940.00 |
1,950.50 |
|