Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,332.81 |
16,257.11 |
-75.70 |
-0.5% |
16,450.86 |
High |
16,355.29 |
16,257.11 |
-98.18 |
-0.6% |
16,933.43 |
Low |
16,211.98 |
16,016.36 |
-195.62 |
-1.2% |
16,330.87 |
Close |
16,279.89 |
16,201.32 |
-78.57 |
-0.5% |
16,384.58 |
Range |
143.31 |
240.75 |
97.44 |
68.0% |
602.56 |
ATR |
276.41 |
275.49 |
-0.92 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,880.51 |
16,781.67 |
16,333.73 |
|
R3 |
16,639.76 |
16,540.92 |
16,267.53 |
|
R2 |
16,399.01 |
16,399.01 |
16,245.46 |
|
R1 |
16,300.17 |
16,300.17 |
16,223.39 |
16,229.22 |
PP |
16,158.26 |
16,158.26 |
16,158.26 |
16,122.79 |
S1 |
16,059.42 |
16,059.42 |
16,179.25 |
15,988.47 |
S2 |
15,917.51 |
15,917.51 |
16,157.18 |
|
S3 |
15,676.76 |
15,818.67 |
16,135.11 |
|
S4 |
15,436.01 |
15,577.92 |
16,068.91 |
|
|
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 |
16,674.74 |
16,016.36 |
658.38 |
4.1% |
231.50 |
1.4% |
28% |
False |
True |
|
10 |
16,933.43 |
16,016.36 |
917.07 |
5.7% |
218.47 |
1.3% |
20% |
False |
True |
|
20 |
16,933.43 |
15,979.95 |
953.48 |
5.9% |
268.84 |
1.7% |
23% |
False |
False |
|
40 |
17,783.59 |
15,370.33 |
2,413.26 |
14.9% |
282.10 |
1.7% |
34% |
False |
False |
|
60 |
18,137.12 |
15,370.33 |
2,766.79 |
17.1% |
244.20 |
1.5% |
30% |
False |
False |
|
80 |
18,188.81 |
15,370.33 |
2,818.48 |
17.4% |
223.65 |
1.4% |
29% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.4% |
207.62 |
1.3% |
28% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.4% |
200.71 |
1.2% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,280.30 |
2.618 |
16,887.39 |
1.618 |
16,646.64 |
1.000 |
16,497.86 |
0.618 |
16,405.89 |
HIGH |
16,257.11 |
0.618 |
16,165.14 |
0.500 |
16,136.74 |
0.382 |
16,108.33 |
LOW |
16,016.36 |
0.618 |
15,867.58 |
1.000 |
15,775.61 |
1.618 |
15,626.83 |
2.618 |
15,386.08 |
4.250 |
14,993.17 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,179.79 |
16,246.91 |
PP |
16,158.26 |
16,231.71 |
S1 |
16,136.74 |
16,216.52 |
|