Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3,231.0 |
3,222.0 |
-9.0 |
-0.3% |
3,193.0 |
High |
3,255.0 |
3,227.0 |
-28.0 |
-0.9% |
3,315.0 |
Low |
3,196.0 |
3,169.0 |
-27.0 |
-0.8% |
3,169.0 |
Close |
3,212.0 |
3,182.0 |
-30.0 |
-0.9% |
3,182.0 |
Range |
59.0 |
58.0 |
-1.0 |
-1.7% |
146.0 |
ATR |
90.9 |
88.5 |
-2.3 |
-2.6% |
0.0 |
Volume |
763,961 |
1,090,199 |
326,238 |
42.7% |
2,500,726 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,366.7 |
3,332.3 |
3,213.9 |
|
R3 |
3,308.7 |
3,274.3 |
3,198.0 |
|
R2 |
3,250.7 |
3,250.7 |
3,192.6 |
|
R1 |
3,216.3 |
3,216.3 |
3,187.3 |
3,204.5 |
PP |
3,192.7 |
3,192.7 |
3,192.7 |
3,186.8 |
S1 |
3,158.3 |
3,158.3 |
3,176.7 |
3,146.5 |
S2 |
3,134.7 |
3,134.7 |
3,171.4 |
|
S3 |
3,076.7 |
3,100.3 |
3,166.1 |
|
S4 |
3,018.7 |
3,042.3 |
3,150.1 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,660.0 |
3,567.0 |
3,262.3 |
|
R3 |
3,514.0 |
3,421.0 |
3,222.2 |
|
R2 |
3,368.0 |
3,368.0 |
3,208.8 |
|
R1 |
3,275.0 |
3,275.0 |
3,195.4 |
3,248.5 |
PP |
3,222.0 |
3,222.0 |
3,222.0 |
3,208.8 |
S1 |
3,129.0 |
3,129.0 |
3,168.6 |
3,102.5 |
S2 |
3,076.0 |
3,076.0 |
3,155.2 |
|
S3 |
2,930.0 |
2,983.0 |
3,141.9 |
|
S4 |
2,784.0 |
2,837.0 |
3,101.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,315.0 |
3,140.0 |
175.0 |
5.5% |
79.0 |
2.5% |
24% |
False |
False |
506,317 |
10 |
3,315.0 |
3,134.0 |
181.0 |
5.7% |
70.1 |
2.2% |
27% |
False |
False |
258,997 |
20 |
3,529.0 |
2,950.0 |
579.0 |
18.2% |
86.6 |
2.7% |
40% |
False |
False |
134,311 |
40 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
69.7 |
2.2% |
31% |
False |
False |
67,663 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
71.1 |
2.2% |
31% |
False |
False |
46,631 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
66.8 |
2.1% |
31% |
False |
False |
35,123 |
100 |
3,706.0 |
2,950.0 |
756.0 |
23.8% |
63.3 |
2.0% |
31% |
False |
False |
28,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,473.5 |
2.618 |
3,378.8 |
1.618 |
3,320.8 |
1.000 |
3,285.0 |
0.618 |
3,262.8 |
HIGH |
3,227.0 |
0.618 |
3,204.8 |
0.500 |
3,198.0 |
0.382 |
3,191.2 |
LOW |
3,169.0 |
0.618 |
3,133.2 |
1.000 |
3,111.0 |
1.618 |
3,075.2 |
2.618 |
3,017.2 |
4.250 |
2,922.5 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,198.0 |
3,242.0 |
PP |
3,192.7 |
3,222.0 |
S1 |
3,187.3 |
3,202.0 |
|