Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,450.86 |
16,382.58 |
-68.28 |
-0.4% |
16,109.93 |
High |
16,450.86 |
16,644.11 |
193.25 |
1.2% |
16,664.65 |
Low |
16,330.87 |
16,382.58 |
51.71 |
0.3% |
16,109.93 |
Close |
16,370.96 |
16,599.85 |
228.89 |
1.4% |
16,433.09 |
Range |
119.99 |
261.53 |
141.54 |
118.0% |
554.72 |
ATR |
302.51 |
300.41 |
-2.10 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,326.77 |
17,224.84 |
16,743.69 |
|
R3 |
17,065.24 |
16,963.31 |
16,671.77 |
|
R2 |
16,803.71 |
16,803.71 |
16,647.80 |
|
R1 |
16,701.78 |
16,701.78 |
16,623.82 |
16,752.75 |
PP |
16,542.18 |
16,542.18 |
16,542.18 |
16,567.66 |
S1 |
16,440.25 |
16,440.25 |
16,575.88 |
16,491.22 |
S2 |
16,280.65 |
16,280.65 |
16,551.90 |
|
S3 |
16,019.12 |
16,178.72 |
16,527.93 |
|
S4 |
15,757.59 |
15,917.19 |
16,456.01 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,066.72 |
17,804.62 |
16,738.19 |
|
R3 |
17,512.00 |
17,249.90 |
16,585.64 |
|
R2 |
16,957.28 |
16,957.28 |
16,534.79 |
|
R1 |
16,695.18 |
16,695.18 |
16,483.94 |
16,826.23 |
PP |
16,402.56 |
16,402.56 |
16,402.56 |
16,468.08 |
S1 |
16,140.46 |
16,140.46 |
16,382.24 |
16,271.51 |
S2 |
15,847.84 |
15,847.84 |
16,331.39 |
|
S3 |
15,293.12 |
15,585.74 |
16,280.54 |
|
S4 |
14,738.40 |
15,031.02 |
16,127.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,664.65 |
16,212.08 |
452.57 |
2.7% |
249.21 |
1.5% |
86% |
False |
False |
|
10 |
16,664.65 |
15,979.95 |
684.70 |
4.1% |
305.97 |
1.8% |
91% |
False |
False |
|
20 |
17,568.40 |
15,370.33 |
2,198.07 |
13.2% |
367.24 |
2.2% |
56% |
False |
False |
|
40 |
18,096.67 |
15,370.33 |
2,726.34 |
16.4% |
272.01 |
1.6% |
45% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.0% |
236.63 |
1.4% |
44% |
False |
False |
|
80 |
18,286.87 |
15,370.33 |
2,916.54 |
17.6% |
215.90 |
1.3% |
42% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.0% |
202.81 |
1.2% |
41% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.0% |
198.79 |
1.2% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,755.61 |
2.618 |
17,328.80 |
1.618 |
17,067.27 |
1.000 |
16,905.64 |
0.618 |
16,805.74 |
HIGH |
16,644.11 |
0.618 |
16,544.21 |
0.500 |
16,513.35 |
0.382 |
16,482.48 |
LOW |
16,382.58 |
0.618 |
16,220.95 |
1.000 |
16,121.05 |
1.618 |
15,959.42 |
2.618 |
15,697.89 |
4.250 |
15,271.08 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,571.02 |
16,548.03 |
PP |
16,542.18 |
16,496.20 |
S1 |
16,513.35 |
16,444.38 |
|