Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,976.50 |
1,949.25 |
-27.25 |
-1.4% |
1,953.00 |
High |
1,983.00 |
1,969.00 |
-14.00 |
-0.7% |
2,011.75 |
Low |
1,941.25 |
1,938.50 |
-2.75 |
-0.1% |
1,935.25 |
Close |
1,950.50 |
1,963.00 |
12.50 |
0.6% |
1,950.50 |
Range |
41.75 |
30.50 |
-11.25 |
-26.9% |
76.50 |
ATR |
40.25 |
39.56 |
-0.70 |
-1.7% |
0.00 |
Volume |
2,423,501 |
1,513,503 |
-909,998 |
-37.5% |
10,006,195 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.25 |
2,036.25 |
1,979.75 |
|
R3 |
2,017.75 |
2,005.75 |
1,971.50 |
|
R2 |
1,987.25 |
1,987.25 |
1,968.50 |
|
R1 |
1,975.25 |
1,975.25 |
1,965.75 |
1,981.25 |
PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,960.00 |
S1 |
1,944.75 |
1,944.75 |
1,960.25 |
1,950.75 |
S2 |
1,926.25 |
1,926.25 |
1,957.50 |
|
S3 |
1,895.75 |
1,914.25 |
1,954.50 |
|
S4 |
1,865.25 |
1,883.75 |
1,946.25 |
|
|
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% |
35.25 |
1.8% |
36% |
False |
False |
1,989,039 |
10 |
2,011.75 |
1,906.50 |
105.25 |
5.4% |
37.75 |
1.9% |
54% |
False |
False |
1,441,832 |
20 |
2,011.75 |
1,823.00 |
188.75 |
9.6% |
49.00 |
2.5% |
74% |
False |
False |
737,344 |
40 |
2,101.25 |
1,823.00 |
278.25 |
14.2% |
37.75 |
1.9% |
50% |
False |
False |
371,303 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
33.00 |
1.7% |
47% |
False |
False |
248,456 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
29.25 |
1.5% |
47% |
False |
False |
186,654 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
27.00 |
1.4% |
47% |
False |
False |
149,382 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
25.25 |
1.3% |
47% |
False |
False |
124,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.50 |
2.618 |
2,048.75 |
1.618 |
2,018.25 |
1.000 |
1,999.50 |
0.618 |
1,987.75 |
HIGH |
1,969.00 |
0.618 |
1,957.25 |
0.500 |
1,953.75 |
0.382 |
1,950.25 |
LOW |
1,938.50 |
0.618 |
1,919.75 |
1.000 |
1,908.00 |
1.618 |
1,889.25 |
2.618 |
1,858.75 |
4.250 |
1,809.00 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,960.00 |
1,975.00 |
PP |
1,956.75 |
1,971.00 |
S1 |
1,953.75 |
1,967.00 |
|