Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,949.25 |
1,964.25 |
15.00 |
0.8% |
1,953.00 |
High |
1,969.00 |
1,965.00 |
-4.00 |
-0.2% |
2,011.75 |
Low |
1,938.50 |
1,917.75 |
-20.75 |
-1.1% |
1,935.25 |
Close |
1,963.00 |
1,932.00 |
-31.00 |
-1.6% |
1,950.50 |
Range |
30.50 |
47.25 |
16.75 |
54.9% |
76.50 |
ATR |
39.56 |
40.11 |
0.55 |
1.4% |
0.00 |
Volume |
1,513,503 |
1,985,152 |
471,649 |
31.2% |
10,006,195 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.00 |
2,053.25 |
1,958.00 |
|
R3 |
2,032.75 |
2,006.00 |
1,945.00 |
|
R2 |
1,985.50 |
1,985.50 |
1,940.75 |
|
R1 |
1,958.75 |
1,958.75 |
1,936.25 |
1,948.50 |
PP |
1,938.25 |
1,938.25 |
1,938.25 |
1,933.00 |
S1 |
1,911.50 |
1,911.50 |
1,927.75 |
1,901.25 |
S2 |
1,891.00 |
1,891.00 |
1,923.25 |
|
S3 |
1,843.75 |
1,864.25 |
1,919.00 |
|
S4 |
1,796.50 |
1,817.00 |
1,906.00 |
|
|
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 |
1,917.75 |
94.00 |
4.9% |
37.00 |
1.9% |
15% |
False |
True |
1,978,944 |
10 |
2,011.75 |
1,917.75 |
94.00 |
4.9% |
37.00 |
1.9% |
15% |
False |
True |
1,626,039 |
20 |
2,011.75 |
1,842.00 |
169.75 |
8.8% |
44.50 |
2.3% |
53% |
False |
False |
835,577 |
40 |
2,101.25 |
1,823.00 |
278.25 |
14.4% |
38.25 |
2.0% |
39% |
False |
False |
420,867 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
33.50 |
1.7% |
37% |
False |
False |
281,496 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
29.50 |
1.5% |
37% |
False |
False |
211,466 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
27.25 |
1.4% |
37% |
False |
False |
169,232 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
25.50 |
1.3% |
37% |
False |
False |
141,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,165.75 |
2.618 |
2,088.75 |
1.618 |
2,041.50 |
1.000 |
2,012.25 |
0.618 |
1,994.25 |
HIGH |
1,965.00 |
0.618 |
1,947.00 |
0.500 |
1,941.50 |
0.382 |
1,935.75 |
LOW |
1,917.75 |
0.618 |
1,888.50 |
1.000 |
1,870.50 |
1.618 |
1,841.25 |
2.618 |
1,794.00 |
4.250 |
1,717.00 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,941.50 |
1,950.50 |
PP |
1,938.25 |
1,944.25 |
S1 |
1,935.00 |
1,938.00 |
|