Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,259.00 |
4,294.75 |
35.75 |
0.8% |
4,181.75 |
High |
4,327.25 |
4,330.00 |
2.75 |
0.1% |
4,369.50 |
Low |
4,226.50 |
4,259.50 |
33.00 |
0.8% |
4,180.00 |
Close |
4,295.00 |
4,325.25 |
30.25 |
0.7% |
4,325.25 |
Range |
100.75 |
70.50 |
-30.25 |
-30.0% |
189.50 |
ATR |
110.23 |
107.39 |
-2.84 |
-2.6% |
0.00 |
Volume |
410,492 |
127,471 |
-283,021 |
-68.9% |
1,185,998 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.50 |
4,491.25 |
4,364.00 |
|
R3 |
4,446.00 |
4,420.75 |
4,344.75 |
|
R2 |
4,375.50 |
4,375.50 |
4,338.25 |
|
R1 |
4,350.25 |
4,350.25 |
4,331.75 |
4,363.00 |
PP |
4,305.00 |
4,305.00 |
4,305.00 |
4,311.25 |
S1 |
4,279.75 |
4,279.75 |
4,318.75 |
4,292.50 |
S2 |
4,234.50 |
4,234.50 |
4,312.25 |
|
S3 |
4,164.00 |
4,209.25 |
4,305.75 |
|
S4 |
4,093.50 |
4,138.75 |
4,286.50 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,860.00 |
4,782.25 |
4,429.50 |
|
R3 |
4,670.50 |
4,592.75 |
4,377.25 |
|
R2 |
4,481.00 |
4,481.00 |
4,360.00 |
|
R1 |
4,403.25 |
4,403.25 |
4,342.50 |
4,442.00 |
PP |
4,291.50 |
4,291.50 |
4,291.50 |
4,311.00 |
S1 |
4,213.75 |
4,213.75 |
4,308.00 |
4,252.50 |
S2 |
4,102.00 |
4,102.00 |
4,290.50 |
|
S3 |
3,912.50 |
4,024.25 |
4,273.25 |
|
S4 |
3,723.00 |
3,834.75 |
4,221.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,369.50 |
4,155.00 |
214.50 |
5.0% |
101.75 |
2.4% |
79% |
False |
False |
308,024 |
10 |
4,369.50 |
4,118.25 |
251.25 |
5.8% |
100.00 |
2.3% |
82% |
False |
False |
331,959 |
20 |
4,573.50 |
3,908.25 |
665.25 |
15.4% |
121.75 |
2.8% |
63% |
False |
False |
386,485 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
92.50 |
2.1% |
54% |
False |
False |
315,060 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
83.00 |
1.9% |
54% |
False |
False |
285,254 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
75.00 |
1.7% |
54% |
False |
False |
227,002 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
69.75 |
1.6% |
54% |
False |
False |
181,616 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
66.25 |
1.5% |
54% |
False |
False |
151,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,629.50 |
2.618 |
4,514.50 |
1.618 |
4,444.00 |
1.000 |
4,400.50 |
0.618 |
4,373.50 |
HIGH |
4,330.00 |
0.618 |
4,303.00 |
0.500 |
4,294.75 |
0.382 |
4,286.50 |
LOW |
4,259.50 |
0.618 |
4,216.00 |
1.000 |
4,189.00 |
1.618 |
4,145.50 |
2.618 |
4,075.00 |
4.250 |
3,960.00 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,315.00 |
4,316.25 |
PP |
4,305.00 |
4,307.00 |
S1 |
4,294.75 |
4,298.00 |
|