Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
17,675 |
17,500 |
-175 |
-1.0% |
17,880 |
High |
17,800 |
18,110 |
310 |
1.7% |
18,115 |
Low |
17,160 |
17,460 |
300 |
1.7% |
17,160 |
Close |
17,500 |
17,875 |
375 |
2.1% |
17,875 |
Range |
640 |
650 |
10 |
1.6% |
955 |
ATR |
529 |
538 |
9 |
1.6% |
0 |
Volume |
18,352 |
22,439 |
4,087 |
22.3% |
63,882 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,765 |
19,470 |
18,233 |
|
R3 |
19,115 |
18,820 |
18,054 |
|
R2 |
18,465 |
18,465 |
17,994 |
|
R1 |
18,170 |
18,170 |
17,935 |
18,318 |
PP |
17,815 |
17,815 |
17,815 |
17,889 |
S1 |
17,520 |
17,520 |
17,816 |
17,668 |
S2 |
17,165 |
17,165 |
17,756 |
|
S3 |
16,515 |
16,870 |
17,696 |
|
S4 |
15,865 |
16,220 |
17,518 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,582 |
20,183 |
18,400 |
|
R3 |
19,627 |
19,228 |
18,138 |
|
R2 |
18,672 |
18,672 |
18,050 |
|
R1 |
18,273 |
18,273 |
17,963 |
17,995 |
PP |
17,717 |
17,717 |
17,717 |
17,578 |
S1 |
17,318 |
17,318 |
17,788 |
17,040 |
S2 |
16,762 |
16,762 |
17,700 |
|
S3 |
15,807 |
16,363 |
17,613 |
|
S4 |
14,852 |
15,408 |
17,350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,115 |
17,160 |
955 |
5.3% |
528 |
3.0% |
75% |
False |
False |
12,776 |
10 |
18,665 |
17,160 |
1,505 |
8.4% |
509 |
2.8% |
48% |
False |
False |
14,293 |
20 |
19,205 |
17,160 |
2,045 |
11.4% |
550 |
3.1% |
35% |
False |
False |
13,024 |
40 |
20,880 |
17,160 |
3,720 |
20.8% |
499 |
2.8% |
19% |
False |
False |
6,622 |
60 |
20,880 |
17,160 |
3,720 |
20.8% |
397 |
2.2% |
19% |
False |
False |
4,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,873 |
2.618 |
19,812 |
1.618 |
19,162 |
1.000 |
18,760 |
0.618 |
18,512 |
HIGH |
18,110 |
0.618 |
17,862 |
0.500 |
17,785 |
0.382 |
17,708 |
LOW |
17,460 |
0.618 |
17,058 |
1.000 |
16,810 |
1.618 |
16,408 |
2.618 |
15,758 |
4.250 |
14,698 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
17,845 |
17,795 |
PP |
17,815 |
17,715 |
S1 |
17,785 |
17,635 |
|