Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,645 |
17,675 |
30 |
0.2% |
18,215 |
High |
17,830 |
17,800 |
-30 |
-0.2% |
18,665 |
Low |
17,440 |
17,160 |
-280 |
-1.6% |
17,770 |
Close |
17,670 |
17,500 |
-170 |
-1.0% |
17,845 |
Range |
390 |
640 |
250 |
64.1% |
895 |
ATR |
521 |
529 |
9 |
1.6% |
0 |
Volume |
8,318 |
18,352 |
10,034 |
120.6% |
79,048 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,407 |
19,093 |
17,852 |
|
R3 |
18,767 |
18,453 |
17,676 |
|
R2 |
18,127 |
18,127 |
17,617 |
|
R1 |
17,813 |
17,813 |
17,559 |
17,650 |
PP |
17,487 |
17,487 |
17,487 |
17,405 |
S1 |
17,173 |
17,173 |
17,441 |
17,010 |
S2 |
16,847 |
16,847 |
17,383 |
|
S3 |
16,207 |
16,533 |
17,324 |
|
S4 |
15,567 |
15,893 |
17,148 |
|
|
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 |
18,360 |
17,160 |
1,200 |
6.9% |
516 |
2.9% |
28% |
False |
True |
12,064 |
10 |
18,665 |
17,160 |
1,505 |
8.6% |
476 |
2.7% |
23% |
False |
True |
13,592 |
20 |
19,205 |
17,160 |
2,045 |
11.7% |
546 |
3.1% |
17% |
False |
True |
11,955 |
40 |
20,880 |
17,160 |
3,720 |
21.3% |
483 |
2.8% |
9% |
False |
True |
6,076 |
60 |
20,880 |
17,160 |
3,720 |
21.3% |
386 |
2.2% |
9% |
False |
True |
4,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,520 |
2.618 |
19,476 |
1.618 |
18,836 |
1.000 |
18,440 |
0.618 |
18,196 |
HIGH |
17,800 |
0.618 |
17,556 |
0.500 |
17,480 |
0.382 |
17,405 |
LOW |
17,160 |
0.618 |
16,765 |
1.000 |
16,520 |
1.618 |
16,125 |
2.618 |
15,485 |
4.250 |
14,440 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,493 |
17,633 |
PP |
17,487 |
17,588 |
S1 |
17,480 |
17,544 |
|