Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,215 |
17,995 |
-220 |
-1.2% |
17,725 |
High |
18,405 |
18,340 |
-65 |
-0.4% |
18,730 |
Low |
17,885 |
17,830 |
-55 |
-0.3% |
17,375 |
Close |
17,995 |
18,250 |
255 |
1.4% |
18,215 |
Range |
520 |
510 |
-10 |
-1.9% |
1,355 |
ATR |
557 |
554 |
-3 |
-0.6% |
0 |
Volume |
15,430 |
16,864 |
1,434 |
9.3% |
106,128 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,670 |
19,470 |
18,531 |
|
R3 |
19,160 |
18,960 |
18,390 |
|
R2 |
18,650 |
18,650 |
18,344 |
|
R1 |
18,450 |
18,450 |
18,297 |
18,550 |
PP |
18,140 |
18,140 |
18,140 |
18,190 |
S1 |
17,940 |
17,940 |
18,203 |
18,040 |
S2 |
17,630 |
17,630 |
18,157 |
|
S3 |
17,120 |
17,430 |
18,110 |
|
S4 |
16,610 |
16,920 |
17,970 |
|
|
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 |
17,830 |
900 |
4.9% |
513 |
2.8% |
47% |
False |
True |
21,885 |
10 |
18,820 |
17,375 |
1,445 |
7.9% |
635 |
3.5% |
61% |
False |
False |
14,947 |
20 |
20,545 |
17,180 |
3,365 |
18.4% |
672 |
3.7% |
32% |
False |
False |
7,680 |
40 |
20,880 |
17,180 |
3,700 |
20.3% |
428 |
2.3% |
29% |
False |
False |
3,876 |
60 |
20,900 |
17,180 |
3,720 |
20.4% |
346 |
1.9% |
29% |
False |
False |
2,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,508 |
2.618 |
19,675 |
1.618 |
19,165 |
1.000 |
18,850 |
0.618 |
18,655 |
HIGH |
18,340 |
0.618 |
18,145 |
0.500 |
18,085 |
0.382 |
18,025 |
LOW |
17,830 |
0.618 |
17,515 |
1.000 |
17,320 |
1.618 |
17,005 |
2.618 |
16,495 |
4.250 |
15,663 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,195 |
18,206 |
PP |
18,140 |
18,162 |
S1 |
18,085 |
18,118 |
|