Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,964.25 |
1,930.50 |
-33.75 |
-1.7% |
1,953.00 |
High |
1,965.00 |
1,941.75 |
-23.25 |
-1.2% |
2,011.75 |
Low |
1,917.75 |
1,910.50 |
-7.25 |
-0.4% |
1,935.25 |
Close |
1,932.00 |
1,928.50 |
-3.50 |
-0.2% |
1,950.50 |
Range |
47.25 |
31.25 |
-16.00 |
-33.9% |
76.50 |
ATR |
40.11 |
39.47 |
-0.63 |
-1.6% |
0.00 |
Volume |
1,985,152 |
1,423,965 |
-561,187 |
-28.3% |
10,006,195 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
2,005.75 |
1,945.75 |
|
R3 |
1,989.50 |
1,974.50 |
1,937.00 |
|
R2 |
1,958.25 |
1,958.25 |
1,934.25 |
|
R1 |
1,943.25 |
1,943.25 |
1,931.25 |
1,935.00 |
PP |
1,927.00 |
1,927.00 |
1,927.00 |
1,922.75 |
S1 |
1,912.00 |
1,912.00 |
1,925.75 |
1,904.00 |
S2 |
1,895.75 |
1,895.75 |
1,922.75 |
|
S3 |
1,864.50 |
1,880.75 |
1,920.00 |
|
S4 |
1,833.25 |
1,849.50 |
1,911.25 |
|
|
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 |
1,910.50 |
101.25 |
5.3% |
38.00 |
2.0% |
18% |
False |
True |
1,934,777 |
10 |
2,011.75 |
1,910.50 |
101.25 |
5.3% |
34.50 |
1.8% |
18% |
False |
True |
1,746,285 |
20 |
2,011.75 |
1,842.00 |
169.75 |
8.8% |
42.00 |
2.2% |
51% |
False |
False |
904,314 |
40 |
2,101.25 |
1,823.00 |
278.25 |
14.4% |
38.50 |
2.0% |
38% |
False |
False |
456,397 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
33.50 |
1.7% |
36% |
False |
False |
305,172 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
29.75 |
1.5% |
36% |
False |
False |
229,254 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
27.25 |
1.4% |
36% |
False |
False |
183,463 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
25.75 |
1.3% |
36% |
False |
False |
152,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.50 |
2.618 |
2,023.50 |
1.618 |
1,992.25 |
1.000 |
1,973.00 |
0.618 |
1,961.00 |
HIGH |
1,941.75 |
0.618 |
1,929.75 |
0.500 |
1,926.00 |
0.382 |
1,922.50 |
LOW |
1,910.50 |
0.618 |
1,891.25 |
1.000 |
1,879.25 |
1.618 |
1,860.00 |
2.618 |
1,828.75 |
4.250 |
1,777.75 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,927.75 |
1,939.75 |
PP |
1,927.00 |
1,936.00 |
S1 |
1,926.00 |
1,932.25 |
|