Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,725 |
18,015 |
290 |
1.6% |
19,090 |
High |
18,300 |
18,730 |
430 |
2.3% |
19,090 |
Low |
17,375 |
17,975 |
600 |
3.5% |
17,505 |
Close |
17,995 |
18,215 |
220 |
1.2% |
17,630 |
Range |
925 |
755 |
-170 |
-18.4% |
1,585 |
ATR |
575 |
588 |
13 |
2.2% |
0 |
Volume |
28,993 |
33,068 |
4,075 |
14.1% |
11,268 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,572 |
20,148 |
18,630 |
|
R3 |
19,817 |
19,393 |
18,423 |
|
R2 |
19,062 |
19,062 |
18,354 |
|
R1 |
18,638 |
18,638 |
18,284 |
18,850 |
PP |
18,307 |
18,307 |
18,307 |
18,413 |
S1 |
17,883 |
17,883 |
18,146 |
18,095 |
S2 |
17,552 |
17,552 |
18,077 |
|
S3 |
16,797 |
17,128 |
18,008 |
|
S4 |
16,042 |
16,373 |
17,800 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,830 |
21,815 |
18,502 |
|
R3 |
21,245 |
20,230 |
18,066 |
|
R2 |
19,660 |
19,660 |
17,921 |
|
R1 |
18,645 |
18,645 |
17,775 |
18,360 |
PP |
18,075 |
18,075 |
18,075 |
17,933 |
S1 |
17,060 |
17,060 |
17,485 |
16,775 |
S2 |
16,490 |
16,490 |
17,340 |
|
S3 |
14,905 |
15,475 |
17,194 |
|
S4 |
13,320 |
13,890 |
16,758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,730 |
17,375 |
1,355 |
7.4% |
692 |
3.8% |
62% |
True |
False |
14,267 |
10 |
19,205 |
17,375 |
1,830 |
10.0% |
683 |
3.7% |
46% |
False |
False |
7,490 |
20 |
20,640 |
17,180 |
3,460 |
19.0% |
635 |
3.5% |
30% |
False |
False |
3,870 |
40 |
20,880 |
17,180 |
3,700 |
20.3% |
390 |
2.1% |
28% |
False |
False |
1,967 |
60 |
20,900 |
17,180 |
3,720 |
20.4% |
321 |
1.8% |
28% |
False |
False |
1,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,939 |
2.618 |
20,707 |
1.618 |
19,952 |
1.000 |
19,485 |
0.618 |
19,197 |
HIGH |
18,730 |
0.618 |
18,442 |
0.500 |
18,353 |
0.382 |
18,264 |
LOW |
17,975 |
0.618 |
17,509 |
1.000 |
17,220 |
1.618 |
16,754 |
2.618 |
15,999 |
4.250 |
14,766 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,353 |
18,161 |
PP |
18,307 |
18,107 |
S1 |
18,261 |
18,053 |
|