Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,300 |
17,880 |
-420 |
-2.3% |
18,215 |
High |
18,360 |
18,115 |
-245 |
-1.3% |
18,665 |
Low |
17,770 |
17,755 |
-15 |
-0.1% |
17,770 |
Close |
17,845 |
18,060 |
215 |
1.2% |
17,845 |
Range |
590 |
360 |
-230 |
-39.0% |
895 |
ATR |
538 |
526 |
-13 |
-2.4% |
0 |
Volume |
18,880 |
6,508 |
-12,372 |
-65.5% |
79,048 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,057 |
18,918 |
18,258 |
|
R3 |
18,697 |
18,558 |
18,159 |
|
R2 |
18,337 |
18,337 |
18,126 |
|
R1 |
18,198 |
18,198 |
18,093 |
18,268 |
PP |
17,977 |
17,977 |
17,977 |
18,011 |
S1 |
17,838 |
17,838 |
18,027 |
17,908 |
S2 |
17,617 |
17,617 |
17,994 |
|
S3 |
17,257 |
17,478 |
17,961 |
|
S4 |
16,897 |
17,118 |
17,862 |
|
|
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 |
17,755 |
910 |
5.0% |
457 |
2.5% |
34% |
False |
True |
14,025 |
10 |
18,730 |
17,375 |
1,355 |
7.5% |
527 |
2.9% |
51% |
False |
False |
19,168 |
20 |
19,205 |
17,180 |
2,025 |
11.2% |
673 |
3.7% |
43% |
False |
False |
10,328 |
40 |
20,880 |
17,180 |
3,700 |
20.5% |
462 |
2.6% |
24% |
False |
False |
5,205 |
60 |
20,880 |
17,180 |
3,700 |
20.5% |
369 |
2.0% |
24% |
False |
False |
3,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,645 |
2.618 |
19,058 |
1.618 |
18,698 |
1.000 |
18,475 |
0.618 |
18,338 |
HIGH |
18,115 |
0.618 |
17,978 |
0.500 |
17,935 |
0.382 |
17,893 |
LOW |
17,755 |
0.618 |
17,533 |
1.000 |
17,395 |
1.618 |
17,173 |
2.618 |
16,813 |
4.250 |
16,225 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
18,018 |
18,210 |
PP |
17,977 |
18,160 |
S1 |
17,935 |
18,110 |
|