Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,939.50 |
1,953.00 |
13.50 |
0.7% |
1,909.00 |
High |
1,952.50 |
1,964.25 |
11.75 |
0.6% |
1,982.75 |
Low |
1,927.50 |
1,936.50 |
9.00 |
0.5% |
1,906.50 |
Close |
1,950.25 |
1,944.00 |
-6.25 |
-0.3% |
1,950.25 |
Range |
25.00 |
27.75 |
2.75 |
11.0% |
76.25 |
ATR |
42.57 |
41.51 |
-1.06 |
-2.5% |
0.00 |
Volume |
1,511,006 |
1,574,502 |
63,496 |
4.2% |
2,898,622 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.50 |
2,015.50 |
1,959.25 |
|
R3 |
2,003.75 |
1,987.75 |
1,951.75 |
|
R2 |
1,976.00 |
1,976.00 |
1,949.00 |
|
R1 |
1,960.00 |
1,960.00 |
1,946.50 |
1,954.00 |
PP |
1,948.25 |
1,948.25 |
1,948.25 |
1,945.25 |
S1 |
1,932.25 |
1,932.25 |
1,941.50 |
1,926.50 |
S2 |
1,920.50 |
1,920.50 |
1,939.00 |
|
S3 |
1,892.75 |
1,904.50 |
1,936.25 |
|
S4 |
1,865.00 |
1,876.75 |
1,928.75 |
|
|
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 |
1,906.50 |
76.25 |
3.9% |
40.25 |
2.1% |
49% |
False |
False |
894,624 |
10 |
1,982.75 |
1,890.25 |
92.50 |
4.8% |
41.00 |
2.1% |
58% |
False |
False |
465,925 |
20 |
2,095.50 |
1,823.00 |
272.50 |
14.0% |
49.50 |
2.5% |
44% |
False |
False |
241,795 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
35.50 |
1.8% |
41% |
False |
False |
122,950 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
31.50 |
1.6% |
41% |
False |
False |
82,813 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
28.00 |
1.4% |
41% |
False |
False |
62,357 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
26.00 |
1.3% |
41% |
False |
False |
49,949 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.2% |
24.50 |
1.3% |
41% |
False |
False |
41,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.25 |
2.618 |
2,037.00 |
1.618 |
2,009.25 |
1.000 |
1,992.00 |
0.618 |
1,981.50 |
HIGH |
1,964.25 |
0.618 |
1,953.75 |
0.500 |
1,950.50 |
0.382 |
1,947.00 |
LOW |
1,936.50 |
0.618 |
1,919.25 |
1.000 |
1,908.75 |
1.618 |
1,891.50 |
2.618 |
1,863.75 |
4.250 |
1,818.50 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,950.50 |
1,943.25 |
PP |
1,948.25 |
1,942.50 |
S1 |
1,946.00 |
1,941.50 |
|