Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,319.00 |
4,297.75 |
-21.25 |
-0.5% |
4,184.50 |
High |
4,346.50 |
4,364.00 |
17.50 |
0.4% |
4,361.00 |
Low |
4,281.50 |
4,280.00 |
-1.50 |
0.0% |
4,177.00 |
Close |
4,299.75 |
4,351.00 |
51.25 |
1.2% |
4,315.25 |
Range |
65.00 |
84.00 |
19.00 |
29.2% |
184.00 |
ATR |
101.71 |
100.44 |
-1.26 |
-1.2% |
0.00 |
Volume |
201,299 |
246,233 |
44,934 |
22.3% |
336,766 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.75 |
4,551.25 |
4,397.25 |
|
R3 |
4,499.75 |
4,467.25 |
4,374.00 |
|
R2 |
4,415.75 |
4,415.75 |
4,366.50 |
|
R1 |
4,383.25 |
4,383.25 |
4,358.75 |
4,399.50 |
PP |
4,331.75 |
4,331.75 |
4,331.75 |
4,339.75 |
S1 |
4,299.25 |
4,299.25 |
4,343.25 |
4,315.50 |
S2 |
4,247.75 |
4,247.75 |
4,335.50 |
|
S3 |
4,163.75 |
4,215.25 |
4,328.00 |
|
S4 |
4,079.75 |
4,131.25 |
4,304.75 |
|
|
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 |
4,364.00 |
4,216.75 |
147.25 |
3.4% |
90.00 |
2.1% |
91% |
True |
False |
153,902 |
10 |
4,364.00 |
4,111.25 |
252.75 |
5.8% |
100.25 |
2.3% |
95% |
True |
False |
80,597 |
20 |
4,565.00 |
3,901.00 |
664.00 |
15.3% |
121.25 |
2.8% |
68% |
False |
False |
41,275 |
40 |
4,670.50 |
3,901.00 |
769.50 |
17.7% |
90.25 |
2.1% |
58% |
False |
False |
20,758 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
77.00 |
1.8% |
58% |
False |
False |
13,860 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
63.50 |
1.5% |
58% |
False |
False |
10,396 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
51.75 |
1.2% |
58% |
False |
False |
8,317 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
44.25 |
1.0% |
58% |
False |
False |
6,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,721.00 |
2.618 |
4,584.00 |
1.618 |
4,500.00 |
1.000 |
4,448.00 |
0.618 |
4,416.00 |
HIGH |
4,364.00 |
0.618 |
4,332.00 |
0.500 |
4,322.00 |
0.382 |
4,312.00 |
LOW |
4,280.00 |
0.618 |
4,228.00 |
1.000 |
4,196.00 |
1.618 |
4,144.00 |
2.618 |
4,060.00 |
4.250 |
3,923.00 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,341.25 |
4,336.25 |
PP |
4,331.75 |
4,321.25 |
S1 |
4,322.00 |
4,306.50 |
|