Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,953.00 |
1,943.50 |
-9.50 |
-0.5% |
1,909.00 |
High |
1,964.25 |
1,973.00 |
8.75 |
0.4% |
1,982.75 |
Low |
1,936.50 |
1,935.25 |
-1.25 |
-0.1% |
1,906.50 |
Close |
1,944.00 |
1,970.00 |
26.00 |
1.3% |
1,950.25 |
Range |
27.75 |
37.75 |
10.00 |
36.0% |
76.25 |
ATR |
41.51 |
41.24 |
-0.27 |
-0.6% |
0.00 |
Volume |
1,574,502 |
2,035,624 |
461,122 |
29.3% |
2,898,622 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.75 |
2,059.00 |
1,990.75 |
|
R3 |
2,035.00 |
2,021.25 |
1,980.50 |
|
R2 |
1,997.25 |
1,997.25 |
1,977.00 |
|
R1 |
1,983.50 |
1,983.50 |
1,973.50 |
1,990.50 |
PP |
1,959.50 |
1,959.50 |
1,959.50 |
1,962.75 |
S1 |
1,945.75 |
1,945.75 |
1,966.50 |
1,952.50 |
S2 |
1,921.75 |
1,921.75 |
1,963.00 |
|
S3 |
1,884.00 |
1,908.00 |
1,959.50 |
|
S4 |
1,846.25 |
1,870.25 |
1,949.25 |
|
|
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 |
1,919.00 |
63.75 |
3.2% |
37.00 |
1.9% |
80% |
False |
False |
1,273,134 |
10 |
1,982.75 |
1,890.25 |
92.50 |
4.7% |
42.00 |
2.1% |
86% |
False |
False |
667,364 |
20 |
2,095.50 |
1,823.00 |
272.50 |
13.8% |
50.00 |
2.5% |
54% |
False |
False |
343,372 |
40 |
2,117.00 |
1,823.00 |
294.00 |
14.9% |
36.25 |
1.8% |
50% |
False |
False |
173,779 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
31.75 |
1.6% |
50% |
False |
False |
116,722 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
28.25 |
1.4% |
50% |
False |
False |
87,801 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
26.25 |
1.3% |
50% |
False |
False |
70,304 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.0% |
24.75 |
1.3% |
50% |
False |
False |
58,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.50 |
2.618 |
2,071.75 |
1.618 |
2,034.00 |
1.000 |
2,010.75 |
0.618 |
1,996.25 |
HIGH |
1,973.00 |
0.618 |
1,958.50 |
0.500 |
1,954.00 |
0.382 |
1,949.75 |
LOW |
1,935.25 |
0.618 |
1,912.00 |
1.000 |
1,897.50 |
1.618 |
1,874.25 |
2.618 |
1,836.50 |
4.250 |
1,774.75 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,964.75 |
1,963.50 |
PP |
1,959.50 |
1,956.75 |
S1 |
1,954.00 |
1,950.25 |
|