Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,205.07 |
16,313.26 |
108.19 |
0.7% |
16,406.10 |
High |
16,465.23 |
16,313.26 |
-151.97 |
-0.9% |
16,578.60 |
Low |
16,205.07 |
15,981.85 |
-223.22 |
-1.4% |
16,016.36 |
Close |
16,314.67 |
16,001.89 |
-312.78 |
-1.9% |
16,314.67 |
Range |
260.16 |
331.41 |
71.25 |
27.4% |
562.24 |
ATR |
274.66 |
278.81 |
4.15 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,093.23 |
16,878.97 |
16,184.17 |
|
R3 |
16,761.82 |
16,547.56 |
16,093.03 |
|
R2 |
16,430.41 |
16,430.41 |
16,062.65 |
|
R1 |
16,216.15 |
16,216.15 |
16,032.27 |
16,157.58 |
PP |
16,099.00 |
16,099.00 |
16,099.00 |
16,069.71 |
S1 |
15,884.74 |
15,884.74 |
15,971.51 |
15,826.17 |
S2 |
15,767.59 |
15,767.59 |
15,941.13 |
|
S3 |
15,436.18 |
15,553.33 |
15,910.75 |
|
S4 |
15,104.77 |
15,221.92 |
15,819.61 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,989.93 |
17,714.54 |
16,623.90 |
|
R3 |
17,427.69 |
17,152.30 |
16,469.29 |
|
R2 |
16,865.45 |
16,865.45 |
16,417.75 |
|
R1 |
16,590.06 |
16,590.06 |
16,366.21 |
16,446.64 |
PP |
16,303.21 |
16,303.21 |
16,303.21 |
16,231.50 |
S1 |
16,027.82 |
16,027.82 |
16,263.13 |
15,884.40 |
S2 |
15,740.97 |
15,740.97 |
16,211.59 |
|
S3 |
15,178.73 |
15,465.58 |
16,160.05 |
|
S4 |
14,616.49 |
14,903.34 |
16,005.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,477.45 |
15,981.85 |
495.60 |
3.1% |
246.27 |
1.5% |
4% |
False |
True |
|
10 |
16,933.43 |
15,981.85 |
951.58 |
5.9% |
246.62 |
1.5% |
2% |
False |
True |
|
20 |
16,933.43 |
15,979.95 |
953.48 |
6.0% |
272.62 |
1.7% |
2% |
False |
False |
|
40 |
17,704.76 |
15,370.33 |
2,334.43 |
14.6% |
291.08 |
1.8% |
27% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.3% |
249.03 |
1.6% |
23% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.6% |
226.44 |
1.4% |
22% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
208.87 |
1.3% |
21% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.6% |
203.42 |
1.3% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,721.75 |
2.618 |
17,180.89 |
1.618 |
16,849.48 |
1.000 |
16,644.67 |
0.618 |
16,518.07 |
HIGH |
16,313.26 |
0.618 |
16,186.66 |
0.500 |
16,147.56 |
0.382 |
16,108.45 |
LOW |
15,981.85 |
0.618 |
15,777.04 |
1.000 |
15,650.44 |
1.618 |
15,445.63 |
2.618 |
15,114.22 |
4.250 |
14,573.36 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,147.56 |
16,223.54 |
PP |
16,099.00 |
16,149.66 |
S1 |
16,050.45 |
16,075.77 |
|