Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,335 |
18,240 |
-95 |
-0.5% |
17,725 |
High |
18,410 |
18,350 |
-60 |
-0.3% |
18,730 |
Low |
17,955 |
18,025 |
70 |
0.4% |
17,375 |
Close |
18,205 |
18,215 |
10 |
0.1% |
18,215 |
Range |
455 |
325 |
-130 |
-28.6% |
1,355 |
ATR |
578 |
560 |
-18 |
-3.1% |
0 |
Volume |
28,631 |
15,436 |
-13,195 |
-46.1% |
106,128 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,172 |
19,018 |
18,394 |
|
R3 |
18,847 |
18,693 |
18,305 |
|
R2 |
18,522 |
18,522 |
18,275 |
|
R1 |
18,368 |
18,368 |
18,245 |
18,283 |
PP |
18,197 |
18,197 |
18,197 |
18,154 |
S1 |
18,043 |
18,043 |
18,185 |
17,958 |
S2 |
17,872 |
17,872 |
18,156 |
|
S3 |
17,547 |
17,718 |
18,126 |
|
S4 |
17,222 |
17,393 |
18,036 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,172 |
21,548 |
18,960 |
|
R3 |
20,817 |
20,193 |
18,588 |
|
R2 |
19,462 |
19,462 |
18,464 |
|
R1 |
18,838 |
18,838 |
18,339 |
19,150 |
PP |
18,107 |
18,107 |
18,107 |
18,263 |
S1 |
17,483 |
17,483 |
18,091 |
17,795 |
S2 |
16,752 |
16,752 |
17,967 |
|
S3 |
15,397 |
16,128 |
17,843 |
|
S4 |
14,042 |
14,773 |
17,470 |
|
|
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% |
651 |
3.6% |
62% |
False |
False |
21,888 |
10 |
19,205 |
17,375 |
1,830 |
10.0% |
591 |
3.2% |
46% |
False |
False |
11,755 |
20 |
20,640 |
17,180 |
3,460 |
19.0% |
631 |
3.5% |
30% |
False |
False |
6,069 |
40 |
20,880 |
17,180 |
3,700 |
20.3% |
405 |
2.2% |
28% |
False |
False |
3,068 |
60 |
20,900 |
17,180 |
3,720 |
20.4% |
333 |
1.8% |
28% |
False |
False |
2,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,731 |
2.618 |
19,201 |
1.618 |
18,876 |
1.000 |
18,675 |
0.618 |
18,551 |
HIGH |
18,350 |
0.618 |
18,226 |
0.500 |
18,188 |
0.382 |
18,149 |
LOW |
18,025 |
0.618 |
17,824 |
1.000 |
17,700 |
1.618 |
17,499 |
2.618 |
17,174 |
4.250 |
16,644 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,206 |
18,343 |
PP |
18,197 |
18,300 |
S1 |
18,188 |
18,258 |
|