Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,913.25 |
1,915.50 |
2.25 |
0.1% |
1,949.25 |
High |
1,951.00 |
1,929.75 |
-21.25 |
-1.1% |
1,969.00 |
Low |
1,910.25 |
1,868.75 |
-41.50 |
-2.2% |
1,897.25 |
Close |
1,919.25 |
1,872.00 |
-47.25 |
-2.5% |
1,919.25 |
Range |
40.75 |
61.00 |
20.25 |
49.7% |
71.75 |
ATR |
39.53 |
41.07 |
1.53 |
3.9% |
0.00 |
Volume |
2,080,724 |
2,354,063 |
273,339 |
13.1% |
9,221,630 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,073.25 |
2,033.50 |
1,905.50 |
|
R3 |
2,012.25 |
1,972.50 |
1,888.75 |
|
R2 |
1,951.25 |
1,951.25 |
1,883.25 |
|
R1 |
1,911.50 |
1,911.50 |
1,877.50 |
1,901.00 |
PP |
1,890.25 |
1,890.25 |
1,890.25 |
1,884.75 |
S1 |
1,850.50 |
1,850.50 |
1,866.50 |
1,840.00 |
S2 |
1,829.25 |
1,829.25 |
1,860.75 |
|
S3 |
1,768.25 |
1,789.50 |
1,855.25 |
|
S4 |
1,707.25 |
1,728.50 |
1,838.50 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.75 |
2,103.25 |
1,958.75 |
|
R3 |
2,072.00 |
2,031.50 |
1,939.00 |
|
R2 |
2,000.25 |
2,000.25 |
1,932.50 |
|
R1 |
1,959.75 |
1,959.75 |
1,925.75 |
1,944.00 |
PP |
1,928.50 |
1,928.50 |
1,928.50 |
1,920.75 |
S1 |
1,888.00 |
1,888.00 |
1,912.75 |
1,872.50 |
S2 |
1,856.75 |
1,856.75 |
1,906.00 |
|
S3 |
1,785.00 |
1,816.25 |
1,899.50 |
|
S4 |
1,713.25 |
1,744.50 |
1,879.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,965.00 |
1,868.75 |
96.25 |
5.1% |
43.75 |
2.3% |
3% |
False |
True |
2,012,438 |
10 |
2,011.75 |
1,868.75 |
143.00 |
7.6% |
39.50 |
2.1% |
2% |
False |
True |
2,000,738 |
20 |
2,011.75 |
1,868.75 |
143.00 |
7.6% |
40.25 |
2.2% |
2% |
False |
True |
1,233,332 |
40 |
2,099.00 |
1,823.00 |
276.00 |
14.7% |
40.75 |
2.2% |
18% |
False |
False |
622,442 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
34.75 |
1.9% |
17% |
False |
False |
415,869 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
31.00 |
1.7% |
17% |
False |
False |
312,410 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
28.00 |
1.5% |
17% |
False |
False |
249,990 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.8% |
26.25 |
1.4% |
17% |
False |
False |
208,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,189.00 |
2.618 |
2,089.50 |
1.618 |
2,028.50 |
1.000 |
1,990.75 |
0.618 |
1,967.50 |
HIGH |
1,929.75 |
0.618 |
1,906.50 |
0.500 |
1,899.25 |
0.382 |
1,892.00 |
LOW |
1,868.75 |
0.618 |
1,831.00 |
1.000 |
1,807.75 |
1.618 |
1,770.00 |
2.618 |
1,709.00 |
4.250 |
1,609.50 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,899.25 |
1,910.00 |
PP |
1,890.25 |
1,897.25 |
S1 |
1,881.00 |
1,884.50 |
|