Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,986.50 |
1,976.50 |
-10.00 |
-0.5% |
1,953.00 |
High |
2,011.75 |
1,983.00 |
-28.75 |
-1.4% |
2,011.75 |
Low |
1,972.00 |
1,941.25 |
-30.75 |
-1.6% |
1,935.25 |
Close |
1,977.25 |
1,950.50 |
-26.75 |
-1.4% |
1,950.50 |
Range |
39.75 |
41.75 |
2.00 |
5.0% |
76.50 |
ATR |
40.14 |
40.25 |
0.12 |
0.3% |
0.00 |
Volume |
2,327,768 |
2,423,501 |
95,733 |
4.1% |
10,006,195 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,083.50 |
2,058.75 |
1,973.50 |
|
R3 |
2,041.75 |
2,017.00 |
1,962.00 |
|
R2 |
2,000.00 |
2,000.00 |
1,958.25 |
|
R1 |
1,975.25 |
1,975.25 |
1,954.25 |
1,966.75 |
PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,954.00 |
S1 |
1,933.50 |
1,933.50 |
1,946.75 |
1,925.00 |
S2 |
1,916.50 |
1,916.50 |
1,942.75 |
|
S3 |
1,874.75 |
1,891.75 |
1,939.00 |
|
S4 |
1,833.00 |
1,850.00 |
1,927.50 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,195.25 |
2,149.50 |
1,992.50 |
|
R3 |
2,118.75 |
2,073.00 |
1,971.50 |
|
R2 |
2,042.25 |
2,042.25 |
1,964.50 |
|
R1 |
1,996.50 |
1,996.50 |
1,957.50 |
1,981.00 |
PP |
1,965.75 |
1,965.75 |
1,965.75 |
1,958.25 |
S1 |
1,920.00 |
1,920.00 |
1,943.50 |
1,904.50 |
S2 |
1,889.25 |
1,889.25 |
1,936.50 |
|
S3 |
1,812.75 |
1,843.50 |
1,929.50 |
|
S4 |
1,736.25 |
1,767.00 |
1,908.50 |
|
|
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 |
1,935.25 |
76.50 |
3.9% |
34.75 |
1.8% |
20% |
False |
False |
2,001,239 |
10 |
2,011.75 |
1,899.00 |
112.75 |
5.8% |
38.75 |
2.0% |
46% |
False |
False |
1,295,613 |
20 |
2,021.50 |
1,823.00 |
198.50 |
10.2% |
50.50 |
2.6% |
64% |
False |
False |
662,224 |
40 |
2,101.25 |
1,823.00 |
278.25 |
14.3% |
37.75 |
1.9% |
46% |
False |
False |
333,507 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
32.75 |
1.7% |
43% |
False |
False |
223,275 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
29.00 |
1.5% |
43% |
False |
False |
167,737 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
26.75 |
1.4% |
43% |
False |
False |
134,252 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
25.25 |
1.3% |
43% |
False |
False |
111,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,160.50 |
2.618 |
2,092.25 |
1.618 |
2,050.50 |
1.000 |
2,024.75 |
0.618 |
2,008.75 |
HIGH |
1,983.00 |
0.618 |
1,967.00 |
0.500 |
1,962.00 |
0.382 |
1,957.25 |
LOW |
1,941.25 |
0.618 |
1,915.50 |
1.000 |
1,899.50 |
1.618 |
1,873.75 |
2.618 |
1,832.00 |
4.250 |
1,763.75 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,962.00 |
1,976.50 |
PP |
1,958.25 |
1,967.75 |
S1 |
1,954.50 |
1,959.25 |
|