Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,292.50 |
4,249.50 |
-43.00 |
-1.0% |
4,321.00 |
High |
4,361.00 |
4,317.50 |
-43.50 |
-1.0% |
4,321.00 |
Low |
4,231.25 |
4,216.75 |
-14.50 |
-0.3% |
4,111.25 |
Close |
4,246.50 |
4,285.00 |
38.50 |
0.9% |
4,186.00 |
Range |
129.75 |
100.75 |
-29.00 |
-22.4% |
209.75 |
ATR |
107.66 |
107.17 |
-0.49 |
-0.5% |
0.00 |
Volume |
30,955 |
93,260 |
62,305 |
201.3% |
23,666 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.25 |
4,531.00 |
4,340.50 |
|
R3 |
4,474.50 |
4,430.25 |
4,312.75 |
|
R2 |
4,373.75 |
4,373.75 |
4,303.50 |
|
R1 |
4,329.50 |
4,329.50 |
4,294.25 |
4,351.50 |
PP |
4,273.00 |
4,273.00 |
4,273.00 |
4,284.25 |
S1 |
4,228.75 |
4,228.75 |
4,275.75 |
4,251.00 |
S2 |
4,172.25 |
4,172.25 |
4,266.50 |
|
S3 |
4,071.50 |
4,128.00 |
4,257.25 |
|
S4 |
3,970.75 |
4,027.25 |
4,229.50 |
|
|
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 |
4,147.75 |
213.25 |
5.0% |
103.25 |
2.4% |
64% |
False |
False |
29,538 |
10 |
4,361.00 |
4,111.25 |
249.75 |
5.8% |
103.50 |
2.4% |
70% |
False |
False |
16,572 |
20 |
4,565.00 |
3,901.00 |
664.00 |
15.5% |
117.25 |
2.7% |
58% |
False |
False |
9,083 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
88.50 |
2.1% |
49% |
False |
False |
4,631 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
76.00 |
1.8% |
49% |
False |
False |
3,106 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
61.00 |
1.4% |
49% |
False |
False |
2,330 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
49.75 |
1.2% |
49% |
False |
False |
1,865 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
42.75 |
1.0% |
49% |
False |
False |
1,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.75 |
2.618 |
4,581.25 |
1.618 |
4,480.50 |
1.000 |
4,418.25 |
0.618 |
4,379.75 |
HIGH |
4,317.50 |
0.618 |
4,279.00 |
0.500 |
4,267.00 |
0.382 |
4,255.25 |
LOW |
4,216.75 |
0.618 |
4,154.50 |
1.000 |
4,116.00 |
1.618 |
4,053.75 |
2.618 |
3,953.00 |
4.250 |
3,788.50 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,279.00 |
4,279.75 |
PP |
4,273.00 |
4,274.25 |
S1 |
4,267.00 |
4,269.00 |
|