Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3,257.0 |
3,235.0 |
-22.0 |
-0.7% |
3,200.0 |
High |
3,286.0 |
3,236.0 |
-50.0 |
-1.5% |
3,286.0 |
Low |
3,220.0 |
3,126.0 |
-94.0 |
-2.9% |
3,126.0 |
Close |
3,248.0 |
3,142.0 |
-106.0 |
-3.3% |
3,142.0 |
Range |
66.0 |
110.0 |
44.0 |
66.7% |
160.0 |
ATR |
81.3 |
84.2 |
2.9 |
3.6% |
0.0 |
Volume |
2,069,205 |
892,482 |
-1,176,723 |
-56.9% |
7,107,245 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,498.0 |
3,430.0 |
3,202.5 |
|
R3 |
3,388.0 |
3,320.0 |
3,172.3 |
|
R2 |
3,278.0 |
3,278.0 |
3,162.2 |
|
R1 |
3,210.0 |
3,210.0 |
3,152.1 |
3,189.0 |
PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,157.5 |
S1 |
3,100.0 |
3,100.0 |
3,131.9 |
3,079.0 |
S2 |
3,058.0 |
3,058.0 |
3,121.8 |
|
S3 |
2,948.0 |
2,990.0 |
3,111.8 |
|
S4 |
2,838.0 |
2,880.0 |
3,081.5 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.7 |
3,563.3 |
3,230.0 |
|
R3 |
3,504.7 |
3,403.3 |
3,186.0 |
|
R2 |
3,344.7 |
3,344.7 |
3,171.3 |
|
R1 |
3,243.3 |
3,243.3 |
3,156.7 |
3,214.0 |
PP |
3,184.7 |
3,184.7 |
3,184.7 |
3,170.0 |
S1 |
3,083.3 |
3,083.3 |
3,127.3 |
3,054.0 |
S2 |
3,024.7 |
3,024.7 |
3,112.7 |
|
S3 |
2,864.7 |
2,923.3 |
3,098.0 |
|
S4 |
2,704.7 |
2,763.3 |
3,054.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,286.0 |
3,126.0 |
160.0 |
5.1% |
68.8 |
2.2% |
10% |
False |
True |
1,421,449 |
10 |
3,315.0 |
3,126.0 |
189.0 |
6.0% |
73.9 |
2.4% |
8% |
False |
True |
963,883 |
20 |
3,340.0 |
2,950.0 |
390.0 |
12.4% |
87.2 |
2.8% |
49% |
False |
False |
489,499 |
40 |
3,677.0 |
2,950.0 |
727.0 |
23.1% |
73.2 |
2.3% |
26% |
False |
False |
245,002 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.8% |
71.2 |
2.3% |
26% |
False |
False |
164,177 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.8% |
69.2 |
2.2% |
26% |
False |
False |
123,955 |
100 |
3,699.0 |
2,950.0 |
749.0 |
23.8% |
65.5 |
2.1% |
26% |
False |
False |
99,220 |
120 |
3,740.0 |
2,950.0 |
790.0 |
25.1% |
58.6 |
1.9% |
24% |
False |
False |
82,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,703.5 |
2.618 |
3,524.0 |
1.618 |
3,414.0 |
1.000 |
3,346.0 |
0.618 |
3,304.0 |
HIGH |
3,236.0 |
0.618 |
3,194.0 |
0.500 |
3,181.0 |
0.382 |
3,168.0 |
LOW |
3,126.0 |
0.618 |
3,058.0 |
1.000 |
3,016.0 |
1.618 |
2,948.0 |
2.618 |
2,838.0 |
4.250 |
2,658.5 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,181.0 |
3,206.0 |
PP |
3,168.0 |
3,184.7 |
S1 |
3,155.0 |
3,163.3 |
|