Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,930.50 |
1,931.75 |
1.25 |
0.1% |
1,953.00 |
High |
1,941.75 |
1,936.25 |
-5.50 |
-0.3% |
2,011.75 |
Low |
1,910.50 |
1,897.25 |
-13.25 |
-0.7% |
1,935.25 |
Close |
1,928.50 |
1,918.75 |
-9.75 |
-0.5% |
1,950.50 |
Range |
31.25 |
39.00 |
7.75 |
24.8% |
76.50 |
ATR |
39.47 |
39.44 |
-0.03 |
-0.1% |
0.00 |
Volume |
1,423,965 |
2,218,286 |
794,321 |
55.8% |
10,006,195 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.50 |
2,015.50 |
1,940.25 |
|
R3 |
1,995.50 |
1,976.50 |
1,929.50 |
|
R2 |
1,956.50 |
1,956.50 |
1,926.00 |
|
R1 |
1,937.50 |
1,937.50 |
1,922.25 |
1,927.50 |
PP |
1,917.50 |
1,917.50 |
1,917.50 |
1,912.50 |
S1 |
1,898.50 |
1,898.50 |
1,915.25 |
1,888.50 |
S2 |
1,878.50 |
1,878.50 |
1,911.50 |
|
S3 |
1,839.50 |
1,859.50 |
1,908.00 |
|
S4 |
1,800.50 |
1,820.50 |
1,897.25 |
|
|
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 |
1,983.00 |
1,897.25 |
85.75 |
4.5% |
38.00 |
2.0% |
25% |
False |
True |
1,912,881 |
10 |
2,011.75 |
1,897.25 |
114.50 |
6.0% |
34.50 |
1.8% |
19% |
False |
True |
1,865,810 |
20 |
2,011.75 |
1,890.25 |
121.50 |
6.3% |
39.25 |
2.0% |
23% |
False |
False |
1,013,567 |
40 |
2,101.25 |
1,823.00 |
278.25 |
14.5% |
39.00 |
2.0% |
34% |
False |
False |
511,743 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
33.75 |
1.8% |
32% |
False |
False |
342,086 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
30.00 |
1.6% |
32% |
False |
False |
256,979 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
27.50 |
1.4% |
32% |
False |
False |
205,645 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.4% |
25.75 |
1.3% |
32% |
False |
False |
171,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.00 |
2.618 |
2,038.25 |
1.618 |
1,999.25 |
1.000 |
1,975.25 |
0.618 |
1,960.25 |
HIGH |
1,936.25 |
0.618 |
1,921.25 |
0.500 |
1,916.75 |
0.382 |
1,912.25 |
LOW |
1,897.25 |
0.618 |
1,873.25 |
1.000 |
1,858.25 |
1.618 |
1,834.25 |
2.618 |
1,795.25 |
4.250 |
1,731.50 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,918.00 |
1,931.00 |
PP |
1,917.50 |
1,927.00 |
S1 |
1,916.75 |
1,923.00 |
|