Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,184.50 |
4,292.50 |
108.00 |
2.6% |
4,321.00 |
High |
4,296.75 |
4,361.00 |
64.25 |
1.5% |
4,321.00 |
Low |
4,177.00 |
4,231.25 |
54.25 |
1.3% |
4,111.25 |
Close |
4,290.25 |
4,246.50 |
-43.75 |
-1.0% |
4,186.00 |
Range |
119.75 |
129.75 |
10.00 |
8.4% |
209.75 |
ATR |
105.97 |
107.66 |
1.70 |
1.6% |
0.00 |
Volume |
14,786 |
30,955 |
16,169 |
109.4% |
23,666 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.75 |
4,587.50 |
4,317.75 |
|
R3 |
4,539.00 |
4,457.75 |
4,282.25 |
|
R2 |
4,409.25 |
4,409.25 |
4,270.25 |
|
R1 |
4,328.00 |
4,328.00 |
4,258.50 |
4,303.75 |
PP |
4,279.50 |
4,279.50 |
4,279.50 |
4,267.50 |
S1 |
4,198.25 |
4,198.25 |
4,234.50 |
4,174.00 |
S2 |
4,149.75 |
4,149.75 |
4,222.75 |
|
S3 |
4,020.00 |
4,068.50 |
4,210.75 |
|
S4 |
3,890.25 |
3,938.75 |
4,175.25 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.25 |
4,720.50 |
4,301.25 |
|
R3 |
4,625.50 |
4,510.75 |
4,243.75 |
|
R2 |
4,415.75 |
4,415.75 |
4,224.50 |
|
R1 |
4,301.00 |
4,301.00 |
4,205.25 |
4,253.50 |
PP |
4,206.00 |
4,206.00 |
4,206.00 |
4,182.50 |
S1 |
4,091.25 |
4,091.25 |
4,166.75 |
4,043.75 |
S2 |
3,996.25 |
3,996.25 |
4,147.50 |
|
S3 |
3,786.50 |
3,881.50 |
4,128.25 |
|
S4 |
3,576.75 |
3,671.75 |
4,070.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,361.00 |
4,130.25 |
230.75 |
5.4% |
108.25 |
2.6% |
50% |
True |
False |
11,859 |
10 |
4,361.00 |
3,953.00 |
408.00 |
9.6% |
120.00 |
2.8% |
72% |
True |
False |
7,591 |
20 |
4,565.00 |
3,901.00 |
664.00 |
15.6% |
117.25 |
2.8% |
52% |
False |
False |
4,463 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
86.50 |
2.0% |
45% |
False |
False |
2,302 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
75.00 |
1.8% |
45% |
False |
False |
1,552 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
60.00 |
1.4% |
45% |
False |
False |
1,164 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
48.75 |
1.1% |
45% |
False |
False |
932 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
42.00 |
1.0% |
45% |
False |
False |
777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,912.50 |
2.618 |
4,700.75 |
1.618 |
4,571.00 |
1.000 |
4,490.75 |
0.618 |
4,441.25 |
HIGH |
4,361.00 |
0.618 |
4,311.50 |
0.500 |
4,296.00 |
0.382 |
4,280.75 |
LOW |
4,231.25 |
0.618 |
4,151.00 |
1.000 |
4,101.50 |
1.618 |
4,021.25 |
2.618 |
3,891.50 |
4.250 |
3,679.75 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,296.00 |
4,254.50 |
PP |
4,279.50 |
4,251.75 |
S1 |
4,263.00 |
4,249.00 |
|