Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,285.25 |
4,319.00 |
33.75 |
0.8% |
4,184.50 |
High |
4,319.25 |
4,346.50 |
27.25 |
0.6% |
4,361.00 |
Low |
4,249.00 |
4,281.50 |
32.50 |
0.8% |
4,177.00 |
Close |
4,315.25 |
4,299.75 |
-15.50 |
-0.4% |
4,315.25 |
Range |
70.25 |
65.00 |
-5.25 |
-7.5% |
184.00 |
ATR |
104.53 |
101.71 |
-2.82 |
-2.7% |
0.00 |
Volume |
197,765 |
201,299 |
3,534 |
1.8% |
336,766 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.25 |
4,467.00 |
4,335.50 |
|
R3 |
4,439.25 |
4,402.00 |
4,317.50 |
|
R2 |
4,374.25 |
4,374.25 |
4,311.75 |
|
R1 |
4,337.00 |
4,337.00 |
4,305.75 |
4,323.00 |
PP |
4,309.25 |
4,309.25 |
4,309.25 |
4,302.25 |
S1 |
4,272.00 |
4,272.00 |
4,293.75 |
4,258.00 |
S2 |
4,244.25 |
4,244.25 |
4,287.75 |
|
S3 |
4,179.25 |
4,207.00 |
4,282.00 |
|
S4 |
4,114.25 |
4,142.00 |
4,264.00 |
|
|
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 |
4,177.00 |
184.00 |
4.3% |
97.00 |
2.3% |
67% |
False |
False |
107,613 |
10 |
4,361.00 |
4,111.25 |
249.75 |
5.8% |
98.75 |
2.3% |
75% |
False |
False |
56,173 |
20 |
4,565.00 |
3,901.00 |
664.00 |
15.4% |
120.25 |
2.8% |
60% |
False |
False |
28,988 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
89.00 |
2.1% |
51% |
False |
False |
14,604 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
76.25 |
1.8% |
51% |
False |
False |
9,757 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
62.50 |
1.5% |
51% |
False |
False |
7,318 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
51.00 |
1.2% |
51% |
False |
False |
5,855 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.1% |
43.50 |
1.0% |
51% |
False |
False |
4,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,622.75 |
2.618 |
4,516.75 |
1.618 |
4,451.75 |
1.000 |
4,411.50 |
0.618 |
4,386.75 |
HIGH |
4,346.50 |
0.618 |
4,321.75 |
0.500 |
4,314.00 |
0.382 |
4,306.25 |
LOW |
4,281.50 |
0.618 |
4,241.25 |
1.000 |
4,216.50 |
1.618 |
4,176.25 |
2.618 |
4,111.25 |
4.250 |
4,005.25 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,314.00 |
4,293.75 |
PP |
4,309.25 |
4,287.75 |
S1 |
4,304.50 |
4,281.50 |
|