Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,015 |
18,335 |
320 |
1.8% |
19,090 |
High |
18,730 |
18,410 |
-320 |
-1.7% |
19,090 |
Low |
17,975 |
17,955 |
-20 |
-0.1% |
17,505 |
Close |
18,215 |
18,205 |
-10 |
-0.1% |
17,630 |
Range |
755 |
455 |
-300 |
-39.7% |
1,585 |
ATR |
588 |
578 |
-9 |
-1.6% |
0 |
Volume |
33,068 |
28,631 |
-4,437 |
-13.4% |
11,268 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,555 |
19,335 |
18,455 |
|
R3 |
19,100 |
18,880 |
18,330 |
|
R2 |
18,645 |
18,645 |
18,289 |
|
R1 |
18,425 |
18,425 |
18,247 |
18,308 |
PP |
18,190 |
18,190 |
18,190 |
18,131 |
S1 |
17,970 |
17,970 |
18,163 |
17,853 |
S2 |
17,735 |
17,735 |
18,122 |
|
S3 |
17,280 |
17,515 |
18,080 |
|
S4 |
16,825 |
17,060 |
17,955 |
|
|
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% |
645 |
3.5% |
61% |
False |
False |
19,837 |
10 |
19,205 |
17,375 |
1,830 |
10.1% |
616 |
3.4% |
45% |
False |
False |
10,318 |
20 |
20,640 |
17,180 |
3,460 |
19.0% |
627 |
3.4% |
30% |
False |
False |
5,300 |
40 |
20,880 |
17,180 |
3,700 |
20.3% |
400 |
2.2% |
28% |
False |
False |
2,683 |
60 |
20,900 |
17,180 |
3,720 |
20.4% |
328 |
1.8% |
28% |
False |
False |
1,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,344 |
2.618 |
19,601 |
1.618 |
19,146 |
1.000 |
18,865 |
0.618 |
18,691 |
HIGH |
18,410 |
0.618 |
18,236 |
0.500 |
18,183 |
0.382 |
18,129 |
LOW |
17,955 |
0.618 |
17,674 |
1.000 |
17,500 |
1.618 |
17,219 |
2.618 |
16,764 |
4.250 |
16,021 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,198 |
18,154 |
PP |
18,190 |
18,103 |
S1 |
18,183 |
18,053 |
|