Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,245 |
18,470 |
225 |
1.2% |
17,725 |
High |
18,505 |
18,665 |
160 |
0.9% |
18,730 |
Low |
18,090 |
18,255 |
165 |
0.9% |
17,375 |
Close |
18,465 |
18,270 |
-195 |
-1.1% |
18,215 |
Range |
415 |
410 |
-5 |
-1.2% |
1,355 |
ATR |
544 |
535 |
-10 |
-1.8% |
0 |
Volume |
13,878 |
13,996 |
118 |
0.9% |
106,128 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,627 |
19,358 |
18,496 |
|
R3 |
19,217 |
18,948 |
18,383 |
|
R2 |
18,807 |
18,807 |
18,345 |
|
R1 |
18,538 |
18,538 |
18,308 |
18,468 |
PP |
18,397 |
18,397 |
18,397 |
18,361 |
S1 |
18,128 |
18,128 |
18,233 |
18,058 |
S2 |
17,987 |
17,987 |
18,195 |
|
S3 |
17,577 |
17,718 |
18,157 |
|
S4 |
17,167 |
17,308 |
18,045 |
|
|
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 |
18,665 |
17,830 |
835 |
4.6% |
436 |
2.4% |
53% |
True |
False |
15,120 |
10 |
18,730 |
17,375 |
1,355 |
7.4% |
541 |
3.0% |
66% |
False |
False |
17,479 |
20 |
20,180 |
17,180 |
3,000 |
16.4% |
694 |
3.8% |
36% |
False |
False |
9,067 |
40 |
20,880 |
17,180 |
3,700 |
20.3% |
445 |
2.4% |
29% |
False |
False |
4,571 |
60 |
20,880 |
17,180 |
3,700 |
20.3% |
357 |
2.0% |
29% |
False |
False |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,408 |
2.618 |
19,739 |
1.618 |
19,329 |
1.000 |
19,075 |
0.618 |
18,919 |
HIGH |
18,665 |
0.618 |
18,509 |
0.500 |
18,460 |
0.382 |
18,412 |
LOW |
18,255 |
0.618 |
18,002 |
1.000 |
17,845 |
1.618 |
17,592 |
2.618 |
17,182 |
4.250 |
16,513 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,460 |
18,263 |
PP |
18,397 |
18,255 |
S1 |
18,333 |
18,248 |
|