Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1,111.0 |
1,105.0 |
-6.0 |
-0.5% |
1,119.5 |
High |
1,111.0 |
1,109.8 |
-1.2 |
-0.1% |
1,126.4 |
Low |
1,098.6 |
1,104.2 |
5.6 |
0.5% |
1,098.6 |
Close |
1,104.1 |
1,108.5 |
4.4 |
0.4% |
1,104.1 |
Range |
12.4 |
5.6 |
-6.8 |
-54.8% |
27.8 |
ATR |
14.4 |
13.8 |
-0.6 |
-4.3% |
0.0 |
Volume |
3,860 |
1,239 |
-2,621 |
-67.9% |
19,134 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.3 |
1,122.0 |
1,111.6 |
|
R3 |
1,118.7 |
1,116.4 |
1,110.0 |
|
R2 |
1,113.1 |
1,113.1 |
1,109.5 |
|
R1 |
1,110.8 |
1,110.8 |
1,109.0 |
1,112.0 |
PP |
1,107.5 |
1,107.5 |
1,107.5 |
1,108.1 |
S1 |
1,105.2 |
1,105.2 |
1,108.0 |
1,106.4 |
S2 |
1,101.9 |
1,101.9 |
1,107.5 |
|
S3 |
1,096.3 |
1,099.6 |
1,107.0 |
|
S4 |
1,090.7 |
1,094.0 |
1,105.4 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.1 |
1,176.4 |
1,119.4 |
|
R3 |
1,165.3 |
1,148.6 |
1,111.7 |
|
R2 |
1,137.5 |
1,137.5 |
1,109.2 |
|
R1 |
1,120.8 |
1,120.8 |
1,106.6 |
1,115.3 |
PP |
1,109.7 |
1,109.7 |
1,109.7 |
1,106.9 |
S1 |
1,093.0 |
1,093.0 |
1,101.6 |
1,087.5 |
S2 |
1,081.9 |
1,081.9 |
1,099.0 |
|
S3 |
1,054.1 |
1,065.2 |
1,096.5 |
|
S4 |
1,026.3 |
1,037.4 |
1,088.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,126.4 |
1,098.6 |
27.8 |
2.5% |
11.5 |
1.0% |
36% |
False |
False |
4,074 |
10 |
1,147.7 |
1,098.6 |
49.1 |
4.4% |
11.4 |
1.0% |
20% |
False |
False |
2,497 |
20 |
1,169.7 |
1,098.6 |
71.1 |
6.4% |
14.2 |
1.3% |
14% |
False |
False |
2,119 |
40 |
1,169.7 |
1,077.9 |
91.8 |
8.3% |
14.3 |
1.3% |
33% |
False |
False |
2,180 |
60 |
1,206.9 |
1,077.9 |
129.0 |
11.6% |
12.6 |
1.1% |
24% |
False |
False |
1,828 |
80 |
1,216.0 |
1,077.9 |
138.1 |
12.5% |
12.1 |
1.1% |
22% |
False |
False |
1,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,133.6 |
2.618 |
1,124.5 |
1.618 |
1,118.9 |
1.000 |
1,115.4 |
0.618 |
1,113.3 |
HIGH |
1,109.8 |
0.618 |
1,107.7 |
0.500 |
1,107.0 |
0.382 |
1,106.3 |
LOW |
1,104.2 |
0.618 |
1,100.7 |
1.000 |
1,098.6 |
1.618 |
1,095.1 |
2.618 |
1,089.5 |
4.250 |
1,080.4 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1,108.0 |
1,107.8 |
PP |
1,107.5 |
1,107.1 |
S1 |
1,107.0 |
1,106.4 |
|