Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3,222.0 |
3,200.0 |
-22.0 |
-0.7% |
3,193.0 |
High |
3,227.0 |
3,209.0 |
-18.0 |
-0.6% |
3,315.0 |
Low |
3,169.0 |
3,155.0 |
-14.0 |
-0.4% |
3,169.0 |
Close |
3,182.0 |
3,176.0 |
-6.0 |
-0.2% |
3,182.0 |
Range |
58.0 |
54.0 |
-4.0 |
-6.9% |
146.0 |
ATR |
88.5 |
86.1 |
-2.5 |
-2.8% |
0.0 |
Volume |
1,090,199 |
1,849,839 |
759,640 |
69.7% |
2,500,726 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.0 |
3,313.0 |
3,205.7 |
|
R3 |
3,288.0 |
3,259.0 |
3,190.9 |
|
R2 |
3,234.0 |
3,234.0 |
3,185.9 |
|
R1 |
3,205.0 |
3,205.0 |
3,181.0 |
3,192.5 |
PP |
3,180.0 |
3,180.0 |
3,180.0 |
3,173.8 |
S1 |
3,151.0 |
3,151.0 |
3,171.1 |
3,138.5 |
S2 |
3,126.0 |
3,126.0 |
3,166.1 |
|
S3 |
3,072.0 |
3,097.0 |
3,161.2 |
|
S4 |
3,018.0 |
3,043.0 |
3,146.3 |
|
|
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 |
3,155.0 |
160.0 |
5.0% |
72.2 |
2.3% |
13% |
False |
True |
870,113 |
10 |
3,315.0 |
3,134.0 |
181.0 |
5.7% |
71.3 |
2.2% |
23% |
False |
False |
443,715 |
20 |
3,527.0 |
2,950.0 |
577.0 |
18.2% |
86.2 |
2.7% |
39% |
False |
False |
226,794 |
40 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
70.3 |
2.2% |
30% |
False |
False |
113,883 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
71.1 |
2.2% |
30% |
False |
False |
77,451 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
67.3 |
2.1% |
30% |
False |
False |
58,246 |
100 |
3,706.0 |
2,950.0 |
756.0 |
23.8% |
63.7 |
2.0% |
30% |
False |
False |
46,650 |
120 |
3,740.0 |
2,950.0 |
790.0 |
24.9% |
56.8 |
1.8% |
29% |
False |
False |
38,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,438.5 |
2.618 |
3,350.4 |
1.618 |
3,296.4 |
1.000 |
3,263.0 |
0.618 |
3,242.4 |
HIGH |
3,209.0 |
0.618 |
3,188.4 |
0.500 |
3,182.0 |
0.382 |
3,175.6 |
LOW |
3,155.0 |
0.618 |
3,121.6 |
1.000 |
3,101.0 |
1.618 |
3,067.6 |
2.618 |
3,013.6 |
4.250 |
2,925.5 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,182.0 |
3,205.0 |
PP |
3,180.0 |
3,195.3 |
S1 |
3,178.0 |
3,185.7 |
|