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 |
4,249.50 |
4,285.25 |
35.75 |
0.8% |
4,184.50 |
High |
4,317.50 |
4,319.25 |
1.75 |
0.0% |
4,361.00 |
Low |
4,216.75 |
4,249.00 |
32.25 |
0.8% |
4,177.00 |
Close |
4,285.00 |
4,315.25 |
30.25 |
0.7% |
4,315.25 |
Range |
100.75 |
70.25 |
-30.50 |
-30.3% |
184.00 |
ATR |
107.17 |
104.53 |
-2.64 |
-2.5% |
0.00 |
Volume |
93,260 |
197,765 |
104,505 |
112.1% |
336,766 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.25 |
4,480.50 |
4,354.00 |
|
R3 |
4,435.00 |
4,410.25 |
4,334.50 |
|
R2 |
4,364.75 |
4,364.75 |
4,328.25 |
|
R1 |
4,340.00 |
4,340.00 |
4,321.75 |
4,352.50 |
PP |
4,294.50 |
4,294.50 |
4,294.50 |
4,300.75 |
S1 |
4,269.75 |
4,269.75 |
4,308.75 |
4,282.00 |
S2 |
4,224.25 |
4,224.25 |
4,302.25 |
|
S3 |
4,154.00 |
4,199.50 |
4,296.00 |
|
S4 |
4,083.75 |
4,129.25 |
4,276.50 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.50 |
4,759.75 |
4,416.50 |
|
R3 |
4,652.50 |
4,575.75 |
4,365.75 |
|
R2 |
4,468.50 |
4,468.50 |
4,349.00 |
|
R1 |
4,391.75 |
4,391.75 |
4,332.00 |
4,430.00 |
PP |
4,284.50 |
4,284.50 |
4,284.50 |
4,303.50 |
S1 |
4,207.75 |
4,207.75 |
4,298.50 |
4,246.00 |
S2 |
4,100.50 |
4,100.50 |
4,281.50 |
|
S3 |
3,916.50 |
4,023.75 |
4,264.75 |
|
S4 |
3,732.50 |
3,839.75 |
4,214.00 |
|
|
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 |
4.9% |
100.50 |
2.3% |
79% |
False |
False |
68,328 |
10 |
4,361.00 |
4,111.25 |
249.75 |
5.8% |
98.00 |
2.3% |
82% |
False |
False |
36,192 |
20 |
4,565.00 |
3,901.00 |
664.00 |
15.4% |
118.75 |
2.7% |
62% |
False |
False |
18,946 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
88.50 |
2.1% |
53% |
False |
False |
9,574 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
76.50 |
1.8% |
53% |
False |
False |
6,402 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
62.00 |
1.4% |
53% |
False |
False |
4,802 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
50.50 |
1.2% |
53% |
False |
False |
3,842 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
43.50 |
1.0% |
53% |
False |
False |
3,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.75 |
2.618 |
4,503.25 |
1.618 |
4,433.00 |
1.000 |
4,389.50 |
0.618 |
4,362.75 |
HIGH |
4,319.25 |
0.618 |
4,292.50 |
0.500 |
4,284.00 |
0.382 |
4,275.75 |
LOW |
4,249.00 |
0.618 |
4,205.50 |
1.000 |
4,178.75 |
1.618 |
4,135.25 |
2.618 |
4,065.00 |
4.250 |
3,950.50 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,305.00 |
4,306.50 |
PP |
4,294.50 |
4,297.75 |
S1 |
4,284.00 |
4,289.00 |
|