Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,995 |
18,245 |
250 |
1.4% |
17,725 |
High |
18,340 |
18,505 |
165 |
0.9% |
18,730 |
Low |
17,830 |
18,090 |
260 |
1.5% |
17,375 |
Close |
18,250 |
18,465 |
215 |
1.2% |
18,215 |
Range |
510 |
415 |
-95 |
-18.6% |
1,355 |
ATR |
554 |
544 |
-10 |
-1.8% |
0 |
Volume |
16,864 |
13,878 |
-2,986 |
-17.7% |
106,128 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,598 |
19,447 |
18,693 |
|
R3 |
19,183 |
19,032 |
18,579 |
|
R2 |
18,768 |
18,768 |
18,541 |
|
R1 |
18,617 |
18,617 |
18,503 |
18,693 |
PP |
18,353 |
18,353 |
18,353 |
18,391 |
S1 |
18,202 |
18,202 |
18,427 |
18,278 |
S2 |
17,938 |
17,938 |
18,389 |
|
S3 |
17,523 |
17,787 |
18,351 |
|
S4 |
17,108 |
17,372 |
18,237 |
|
|
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 |
18,505 |
17,830 |
675 |
3.7% |
445 |
2.4% |
94% |
True |
False |
18,047 |
10 |
18,730 |
17,375 |
1,355 |
7.3% |
569 |
3.1% |
80% |
False |
False |
16,157 |
20 |
20,305 |
17,180 |
3,125 |
16.9% |
687 |
3.7% |
41% |
False |
False |
8,369 |
40 |
20,880 |
17,180 |
3,700 |
20.0% |
436 |
2.4% |
35% |
False |
False |
4,223 |
60 |
20,900 |
17,180 |
3,720 |
20.1% |
353 |
1.9% |
35% |
False |
False |
2,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,269 |
2.618 |
19,592 |
1.618 |
19,177 |
1.000 |
18,920 |
0.618 |
18,762 |
HIGH |
18,505 |
0.618 |
18,347 |
0.500 |
18,298 |
0.382 |
18,249 |
LOW |
18,090 |
0.618 |
17,834 |
1.000 |
17,675 |
1.618 |
17,419 |
2.618 |
17,004 |
4.250 |
16,326 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,409 |
18,366 |
PP |
18,353 |
18,267 |
S1 |
18,298 |
18,168 |
|