Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3,171.0 |
3,222.0 |
51.0 |
1.6% |
3,195.0 |
High |
3,205.0 |
3,243.0 |
38.0 |
1.2% |
3,304.0 |
Low |
3,139.0 |
3,222.0 |
83.0 |
2.6% |
3,170.0 |
Close |
3,193.0 |
3,236.0 |
43.0 |
1.3% |
3,174.0 |
Range |
66.0 |
21.0 |
-45.0 |
-68.2% |
134.0 |
ATR |
62.1 |
61.2 |
-0.9 |
-1.4% |
0.0 |
Volume |
142 |
73,340 |
73,198 |
51,547.9% |
4,159 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,296.7 |
3,287.3 |
3,247.6 |
|
R3 |
3,275.7 |
3,266.3 |
3,241.8 |
|
R2 |
3,254.7 |
3,254.7 |
3,239.9 |
|
R1 |
3,245.3 |
3,245.3 |
3,237.9 |
3,250.0 |
PP |
3,233.7 |
3,233.7 |
3,233.7 |
3,236.0 |
S1 |
3,224.3 |
3,224.3 |
3,234.1 |
3,229.0 |
S2 |
3,212.7 |
3,212.7 |
3,232.2 |
|
S3 |
3,191.7 |
3,203.3 |
3,230.2 |
|
S4 |
3,170.7 |
3,182.3 |
3,224.5 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.0 |
3,530.0 |
3,247.7 |
|
R3 |
3,484.0 |
3,396.0 |
3,210.9 |
|
R2 |
3,350.0 |
3,350.0 |
3,198.6 |
|
R1 |
3,262.0 |
3,262.0 |
3,186.3 |
3,239.0 |
PP |
3,216.0 |
3,216.0 |
3,216.0 |
3,204.5 |
S1 |
3,128.0 |
3,128.0 |
3,161.7 |
3,105.0 |
S2 |
3,082.0 |
3,082.0 |
3,149.4 |
|
S3 |
2,948.0 |
2,994.0 |
3,137.2 |
|
S4 |
2,814.0 |
2,860.0 |
3,100.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,243.0 |
3,139.0 |
104.0 |
3.2% |
28.6 |
0.9% |
93% |
True |
False |
14,696 |
10 |
3,304.0 |
3,139.0 |
165.0 |
5.1% |
41.6 |
1.3% |
59% |
False |
False |
7,764 |
20 |
3,409.0 |
3,012.0 |
397.0 |
12.3% |
53.7 |
1.7% |
56% |
False |
False |
3,888 |
40 |
3,664.0 |
3,012.0 |
652.0 |
20.1% |
31.7 |
1.0% |
34% |
False |
False |
2,002 |
60 |
3,679.0 |
3,012.0 |
667.0 |
20.6% |
26.0 |
0.8% |
34% |
False |
False |
1,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,332.3 |
2.618 |
3,298.0 |
1.618 |
3,277.0 |
1.000 |
3,264.0 |
0.618 |
3,256.0 |
HIGH |
3,243.0 |
0.618 |
3,235.0 |
0.500 |
3,232.5 |
0.382 |
3,230.0 |
LOW |
3,222.0 |
0.618 |
3,209.0 |
1.000 |
3,201.0 |
1.618 |
3,188.0 |
2.618 |
3,167.0 |
4.250 |
3,132.8 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3,234.8 |
3,221.0 |
PP |
3,233.7 |
3,206.0 |
S1 |
3,232.5 |
3,191.0 |
|