Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,970.25 |
1,986.50 |
16.25 |
0.8% |
1,909.00 |
High |
1,989.00 |
2,011.75 |
22.75 |
1.1% |
1,982.75 |
Low |
1,962.75 |
1,972.00 |
9.25 |
0.5% |
1,906.50 |
Close |
1,988.00 |
1,977.25 |
-10.75 |
-0.5% |
1,950.25 |
Range |
26.25 |
39.75 |
13.50 |
51.4% |
76.25 |
ATR |
40.17 |
40.14 |
-0.03 |
-0.1% |
0.00 |
Volume |
1,644,800 |
2,327,768 |
682,968 |
41.5% |
2,898,622 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.25 |
2,081.50 |
1,999.00 |
|
R3 |
2,066.50 |
2,041.75 |
1,988.25 |
|
R2 |
2,026.75 |
2,026.75 |
1,984.50 |
|
R1 |
2,002.00 |
2,002.00 |
1,981.00 |
1,994.50 |
PP |
1,987.00 |
1,987.00 |
1,987.00 |
1,983.25 |
S1 |
1,962.25 |
1,962.25 |
1,973.50 |
1,954.75 |
S2 |
1,947.25 |
1,947.25 |
1,970.00 |
|
S3 |
1,907.50 |
1,922.50 |
1,966.25 |
|
S4 |
1,867.75 |
1,882.75 |
1,955.50 |
|
|
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 |
2,011.75 |
1,927.50 |
84.25 |
4.3% |
31.25 |
1.6% |
59% |
True |
False |
1,818,740 |
10 |
2,011.75 |
1,899.00 |
112.75 |
5.7% |
37.75 |
1.9% |
69% |
True |
False |
1,056,581 |
20 |
2,069.50 |
1,823.00 |
246.50 |
12.5% |
51.25 |
2.6% |
63% |
False |
False |
541,442 |
40 |
2,106.00 |
1,823.00 |
283.00 |
14.3% |
37.25 |
1.9% |
55% |
False |
False |
272,976 |
60 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
32.25 |
1.6% |
52% |
False |
False |
182,905 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
28.75 |
1.5% |
52% |
False |
False |
137,454 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
26.50 |
1.3% |
52% |
False |
False |
110,028 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
25.00 |
1.3% |
52% |
False |
False |
91,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,180.75 |
2.618 |
2,115.75 |
1.618 |
2,076.00 |
1.000 |
2,051.50 |
0.618 |
2,036.25 |
HIGH |
2,011.75 |
0.618 |
1,996.50 |
0.500 |
1,992.00 |
0.382 |
1,987.25 |
LOW |
1,972.00 |
0.618 |
1,947.50 |
1.000 |
1,932.25 |
1.618 |
1,907.75 |
2.618 |
1,868.00 |
4.250 |
1,803.00 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,992.00 |
1,976.00 |
PP |
1,987.00 |
1,974.75 |
S1 |
1,982.00 |
1,973.50 |
|