Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,240 |
18,215 |
-25 |
-0.1% |
17,725 |
High |
18,350 |
18,405 |
55 |
0.3% |
18,730 |
Low |
18,025 |
17,885 |
-140 |
-0.8% |
17,375 |
Close |
18,215 |
17,995 |
-220 |
-1.2% |
18,215 |
Range |
325 |
520 |
195 |
60.0% |
1,355 |
ATR |
560 |
557 |
-3 |
-0.5% |
0 |
Volume |
15,436 |
15,430 |
-6 |
0.0% |
106,128 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,655 |
19,345 |
18,281 |
|
R3 |
19,135 |
18,825 |
18,138 |
|
R2 |
18,615 |
18,615 |
18,090 |
|
R1 |
18,305 |
18,305 |
18,043 |
18,200 |
PP |
18,095 |
18,095 |
18,095 |
18,043 |
S1 |
17,785 |
17,785 |
17,947 |
17,680 |
S2 |
17,575 |
17,575 |
17,900 |
|
S3 |
17,055 |
17,265 |
17,852 |
|
S4 |
16,535 |
16,745 |
17,709 |
|
|
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 |
7.5% |
596 |
3.3% |
46% |
False |
False |
24,311 |
10 |
19,090 |
17,375 |
1,715 |
9.5% |
618 |
3.4% |
36% |
False |
False |
13,282 |
20 |
20,640 |
17,180 |
3,460 |
19.2% |
653 |
3.6% |
24% |
False |
False |
6,838 |
40 |
20,880 |
17,180 |
3,700 |
20.6% |
417 |
2.3% |
22% |
False |
False |
3,454 |
60 |
20,900 |
17,180 |
3,720 |
20.7% |
338 |
1.9% |
22% |
False |
False |
2,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,615 |
2.618 |
19,766 |
1.618 |
19,246 |
1.000 |
18,925 |
0.618 |
18,726 |
HIGH |
18,405 |
0.618 |
18,206 |
0.500 |
18,145 |
0.382 |
18,084 |
LOW |
17,885 |
0.618 |
17,564 |
1.000 |
17,365 |
1.618 |
17,044 |
2.618 |
16,524 |
4.250 |
15,675 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,145 |
18,148 |
PP |
18,095 |
18,097 |
S1 |
18,045 |
18,046 |
|