Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,470 |
18,300 |
-170 |
-0.9% |
18,215 |
High |
18,665 |
18,360 |
-305 |
-1.6% |
18,665 |
Low |
18,255 |
17,770 |
-485 |
-2.7% |
17,770 |
Close |
18,270 |
17,845 |
-425 |
-2.3% |
17,845 |
Range |
410 |
590 |
180 |
43.9% |
895 |
ATR |
535 |
538 |
4 |
0.7% |
0 |
Volume |
13,996 |
18,880 |
4,884 |
34.9% |
79,048 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,762 |
19,393 |
18,170 |
|
R3 |
19,172 |
18,803 |
18,007 |
|
R2 |
18,582 |
18,582 |
17,953 |
|
R1 |
18,213 |
18,213 |
17,899 |
18,103 |
PP |
17,992 |
17,992 |
17,992 |
17,936 |
S1 |
17,623 |
17,623 |
17,791 |
17,513 |
S2 |
17,402 |
17,402 |
17,737 |
|
S3 |
16,812 |
17,033 |
17,683 |
|
S4 |
16,222 |
16,443 |
17,521 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,778 |
20,207 |
18,337 |
|
R3 |
19,883 |
19,312 |
18,091 |
|
R2 |
18,988 |
18,988 |
18,009 |
|
R1 |
18,417 |
18,417 |
17,927 |
18,255 |
PP |
18,093 |
18,093 |
18,093 |
18,013 |
S1 |
17,522 |
17,522 |
17,763 |
17,360 |
S2 |
17,198 |
17,198 |
17,681 |
|
S3 |
16,303 |
16,627 |
17,599 |
|
S4 |
15,408 |
15,732 |
17,353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,665 |
17,770 |
895 |
5.0% |
489 |
2.7% |
8% |
False |
True |
15,809 |
10 |
18,730 |
17,375 |
1,355 |
7.6% |
570 |
3.2% |
35% |
False |
False |
18,849 |
20 |
19,655 |
17,180 |
2,475 |
13.9% |
694 |
3.9% |
27% |
False |
False |
10,009 |
40 |
20,880 |
17,180 |
3,700 |
20.7% |
458 |
2.6% |
18% |
False |
False |
5,043 |
60 |
20,880 |
17,180 |
3,700 |
20.7% |
365 |
2.0% |
18% |
False |
False |
3,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,868 |
2.618 |
19,905 |
1.618 |
19,315 |
1.000 |
18,950 |
0.618 |
18,725 |
HIGH |
18,360 |
0.618 |
18,135 |
0.500 |
18,065 |
0.382 |
17,996 |
LOW |
17,770 |
0.618 |
17,406 |
1.000 |
17,180 |
1.618 |
16,816 |
2.618 |
16,226 |
4.250 |
15,263 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,065 |
18,218 |
PP |
17,992 |
18,093 |
S1 |
17,918 |
17,969 |
|