Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
18,050 |
17,645 |
-405 |
-2.2% |
18,215 |
High |
18,105 |
17,830 |
-275 |
-1.5% |
18,665 |
Low |
17,505 |
17,440 |
-65 |
-0.4% |
17,770 |
Close |
17,685 |
17,670 |
-15 |
-0.1% |
17,845 |
Range |
600 |
390 |
-210 |
-35.0% |
895 |
ATR |
531 |
521 |
-10 |
-1.9% |
0 |
Volume |
8,265 |
8,318 |
53 |
0.6% |
79,048 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,817 |
18,633 |
17,885 |
|
R3 |
18,427 |
18,243 |
17,777 |
|
R2 |
18,037 |
18,037 |
17,742 |
|
R1 |
17,853 |
17,853 |
17,706 |
17,945 |
PP |
17,647 |
17,647 |
17,647 |
17,693 |
S1 |
17,463 |
17,463 |
17,634 |
17,555 |
S2 |
17,257 |
17,257 |
17,599 |
|
S3 |
16,867 |
17,073 |
17,563 |
|
S4 |
16,477 |
16,683 |
17,456 |
|
|
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 |
17,440 |
1,225 |
6.9% |
470 |
2.7% |
19% |
False |
True |
11,193 |
10 |
18,665 |
17,440 |
1,225 |
6.9% |
458 |
2.6% |
19% |
False |
True |
14,620 |
20 |
19,205 |
17,375 |
1,830 |
10.4% |
570 |
3.2% |
16% |
False |
False |
11,055 |
40 |
20,880 |
17,180 |
3,700 |
20.9% |
471 |
2.7% |
13% |
False |
False |
5,618 |
60 |
20,880 |
17,180 |
3,700 |
20.9% |
377 |
2.1% |
13% |
False |
False |
3,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,488 |
2.618 |
18,851 |
1.618 |
18,461 |
1.000 |
18,220 |
0.618 |
18,071 |
HIGH |
17,830 |
0.618 |
17,681 |
0.500 |
17,635 |
0.382 |
17,589 |
LOW |
17,440 |
0.618 |
17,199 |
1.000 |
17,050 |
1.618 |
16,809 |
2.618 |
16,419 |
4.250 |
15,783 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,658 |
17,778 |
PP |
17,647 |
17,742 |
S1 |
17,635 |
17,706 |
|