Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3,182.0 |
3,049.0 |
-133.0 |
-4.2% |
3,200.0 |
High |
3,189.0 |
3,115.0 |
-74.0 |
-2.3% |
3,286.0 |
Low |
3,055.0 |
3,036.0 |
-19.0 |
-0.6% |
3,126.0 |
Close |
3,063.0 |
3,071.0 |
8.0 |
0.3% |
3,142.0 |
Range |
134.0 |
79.0 |
-55.0 |
-41.0% |
160.0 |
ATR |
86.1 |
85.6 |
-0.5 |
-0.6% |
0.0 |
Volume |
1,079,638 |
1,729,602 |
649,964 |
60.2% |
7,107,245 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,311.0 |
3,270.0 |
3,114.5 |
|
R3 |
3,232.0 |
3,191.0 |
3,092.7 |
|
R2 |
3,153.0 |
3,153.0 |
3,085.5 |
|
R1 |
3,112.0 |
3,112.0 |
3,078.2 |
3,132.5 |
PP |
3,074.0 |
3,074.0 |
3,074.0 |
3,084.3 |
S1 |
3,033.0 |
3,033.0 |
3,063.8 |
3,053.5 |
S2 |
2,995.0 |
2,995.0 |
3,056.5 |
|
S3 |
2,916.0 |
2,954.0 |
3,049.3 |
|
S4 |
2,837.0 |
2,875.0 |
3,027.6 |
|
|
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 |
3,036.0 |
250.0 |
8.1% |
89.6 |
2.9% |
14% |
False |
True |
1,447,744 |
10 |
3,286.0 |
3,036.0 |
250.0 |
8.1% |
73.3 |
2.4% |
14% |
False |
True |
1,323,843 |
20 |
3,315.0 |
3,036.0 |
279.0 |
9.1% |
75.2 |
2.4% |
13% |
False |
True |
698,941 |
40 |
3,677.0 |
2,950.0 |
727.0 |
23.7% |
75.0 |
2.4% |
17% |
False |
False |
351,883 |
60 |
3,699.0 |
2,950.0 |
749.0 |
24.4% |
70.7 |
2.3% |
16% |
False |
False |
235,226 |
80 |
3,699.0 |
2,950.0 |
749.0 |
24.4% |
71.0 |
2.3% |
16% |
False |
False |
177,415 |
100 |
3,699.0 |
2,950.0 |
749.0 |
24.4% |
66.3 |
2.2% |
16% |
False |
False |
141,989 |
120 |
3,740.0 |
2,950.0 |
790.0 |
25.7% |
60.4 |
2.0% |
15% |
False |
False |
118,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,450.8 |
2.618 |
3,321.8 |
1.618 |
3,242.8 |
1.000 |
3,194.0 |
0.618 |
3,163.8 |
HIGH |
3,115.0 |
0.618 |
3,084.8 |
0.500 |
3,075.5 |
0.382 |
3,066.2 |
LOW |
3,036.0 |
0.618 |
2,987.2 |
1.000 |
2,957.0 |
1.618 |
2,908.2 |
2.618 |
2,829.2 |
4.250 |
2,700.3 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,075.5 |
3,112.5 |
PP |
3,074.0 |
3,098.7 |
S1 |
3,072.5 |
3,084.8 |
|