Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,351.75 |
4,377.25 |
25.50 |
0.6% |
4,184.50 |
High |
4,382.25 |
4,441.75 |
59.50 |
1.4% |
4,361.00 |
Low |
4,335.00 |
4,357.00 |
22.00 |
0.5% |
4,177.00 |
Close |
4,381.00 |
4,369.75 |
-11.25 |
-0.3% |
4,315.25 |
Range |
47.25 |
84.75 |
37.50 |
79.4% |
184.00 |
ATR |
96.65 |
95.80 |
-0.85 |
-0.9% |
0.00 |
Volume |
214,900 |
329,847 |
114,947 |
53.5% |
336,766 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,643.75 |
4,591.50 |
4,416.25 |
|
R3 |
4,559.00 |
4,506.75 |
4,393.00 |
|
R2 |
4,474.25 |
4,474.25 |
4,385.25 |
|
R1 |
4,422.00 |
4,422.00 |
4,377.50 |
4,405.75 |
PP |
4,389.50 |
4,389.50 |
4,389.50 |
4,381.50 |
S1 |
4,337.25 |
4,337.25 |
4,362.00 |
4,321.00 |
S2 |
4,304.75 |
4,304.75 |
4,354.25 |
|
S3 |
4,220.00 |
4,252.50 |
4,346.50 |
|
S4 |
4,135.25 |
4,167.75 |
4,323.25 |
|
|
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 |
4,441.75 |
4,249.00 |
192.75 |
4.4% |
70.25 |
1.6% |
63% |
True |
False |
238,008 |
10 |
4,441.75 |
4,147.75 |
294.00 |
6.7% |
86.75 |
2.0% |
76% |
True |
False |
133,773 |
20 |
4,499.00 |
3,901.00 |
598.00 |
13.7% |
122.75 |
2.8% |
78% |
False |
False |
68,493 |
40 |
4,630.25 |
3,901.00 |
729.25 |
16.7% |
91.00 |
2.1% |
64% |
False |
False |
34,373 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
78.00 |
1.8% |
60% |
False |
False |
22,938 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
65.00 |
1.5% |
60% |
False |
False |
17,206 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
53.25 |
1.2% |
60% |
False |
False |
13,765 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.8% |
45.25 |
1.0% |
60% |
False |
False |
11,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,802.00 |
2.618 |
4,663.75 |
1.618 |
4,579.00 |
1.000 |
4,526.50 |
0.618 |
4,494.25 |
HIGH |
4,441.75 |
0.618 |
4,409.50 |
0.500 |
4,399.50 |
0.382 |
4,389.25 |
LOW |
4,357.00 |
0.618 |
4,304.50 |
1.000 |
4,272.25 |
1.618 |
4,219.75 |
2.618 |
4,135.00 |
4.250 |
3,996.75 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,399.50 |
4,366.75 |
PP |
4,389.50 |
4,363.75 |
S1 |
4,379.50 |
4,361.00 |
|