Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,477.45 |
16,332.81 |
-144.64 |
-0.9% |
16,450.86 |
High |
16,477.45 |
16,355.29 |
-122.16 |
-0.7% |
16,933.43 |
Low |
16,221.73 |
16,211.98 |
-9.75 |
-0.1% |
16,330.87 |
Close |
16,330.47 |
16,279.89 |
-50.58 |
-0.3% |
16,384.58 |
Range |
255.72 |
143.31 |
-112.41 |
-44.0% |
602.56 |
ATR |
286.64 |
276.41 |
-10.24 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,712.32 |
16,639.41 |
16,358.71 |
|
R3 |
16,569.01 |
16,496.10 |
16,319.30 |
|
R2 |
16,425.70 |
16,425.70 |
16,306.16 |
|
R1 |
16,352.79 |
16,352.79 |
16,293.03 |
16,317.59 |
PP |
16,282.39 |
16,282.39 |
16,282.39 |
16,264.79 |
S1 |
16,209.48 |
16,209.48 |
16,266.75 |
16,174.28 |
S2 |
16,139.08 |
16,139.08 |
16,253.62 |
|
S3 |
15,995.77 |
16,066.17 |
16,240.48 |
|
S4 |
15,852.46 |
15,922.86 |
16,201.07 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,357.31 |
17,973.50 |
16,715.99 |
|
R3 |
17,754.75 |
17,370.94 |
16,550.28 |
|
R2 |
17,152.19 |
17,152.19 |
16,495.05 |
|
R1 |
16,768.38 |
16,768.38 |
16,439.81 |
16,659.01 |
PP |
16,549.63 |
16,549.63 |
16,549.63 |
16,494.94 |
S1 |
16,165.82 |
16,165.82 |
16,329.35 |
16,056.45 |
S2 |
15,947.07 |
15,947.07 |
16,274.11 |
|
S3 |
15,344.51 |
15,563.26 |
16,218.88 |
|
S4 |
14,741.95 |
14,960.70 |
16,053.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,933.43 |
16,211.98 |
721.45 |
4.4% |
242.05 |
1.5% |
9% |
False |
True |
|
10 |
16,933.43 |
16,211.98 |
721.45 |
4.4% |
217.38 |
1.3% |
9% |
False |
True |
|
20 |
16,933.43 |
15,676.26 |
1,257.17 |
7.7% |
288.17 |
1.8% |
48% |
False |
False |
|
40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.8% |
279.78 |
1.7% |
38% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
242.49 |
1.5% |
33% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
222.72 |
1.4% |
32% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
206.29 |
1.3% |
31% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
201.16 |
1.2% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,964.36 |
2.618 |
16,730.48 |
1.618 |
16,587.17 |
1.000 |
16,498.60 |
0.618 |
16,443.86 |
HIGH |
16,355.29 |
0.618 |
16,300.55 |
0.500 |
16,283.64 |
0.382 |
16,266.72 |
LOW |
16,211.98 |
0.618 |
16,123.41 |
1.000 |
16,068.67 |
1.618 |
15,980.10 |
2.618 |
15,836.79 |
4.250 |
15,602.91 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,283.64 |
16,395.29 |
PP |
16,282.39 |
16,356.82 |
S1 |
16,281.14 |
16,318.36 |
|