Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,377.25 |
4,371.00 |
-6.25 |
-0.1% |
4,319.00 |
High |
4,441.75 |
4,382.50 |
-59.25 |
-1.3% |
4,441.75 |
Low |
4,357.00 |
4,299.50 |
-57.50 |
-1.3% |
4,280.00 |
Close |
4,369.75 |
4,326.75 |
-43.00 |
-1.0% |
4,326.75 |
Range |
84.75 |
83.00 |
-1.75 |
-2.1% |
161.75 |
ATR |
95.80 |
94.88 |
-0.91 |
-1.0% |
0.00 |
Volume |
329,847 |
333,044 |
3,197 |
1.0% |
1,325,323 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,585.25 |
4,539.00 |
4,372.50 |
|
R3 |
4,502.25 |
4,456.00 |
4,349.50 |
|
R2 |
4,419.25 |
4,419.25 |
4,342.00 |
|
R1 |
4,373.00 |
4,373.00 |
4,334.25 |
4,354.50 |
PP |
4,336.25 |
4,336.25 |
4,336.25 |
4,327.00 |
S1 |
4,290.00 |
4,290.00 |
4,319.25 |
4,271.50 |
S2 |
4,253.25 |
4,253.25 |
4,311.50 |
|
S3 |
4,170.25 |
4,207.00 |
4,304.00 |
|
S4 |
4,087.25 |
4,124.00 |
4,281.00 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,834.75 |
4,742.50 |
4,415.75 |
|
R3 |
4,673.00 |
4,580.75 |
4,371.25 |
|
R2 |
4,511.25 |
4,511.25 |
4,356.50 |
|
R1 |
4,419.00 |
4,419.00 |
4,341.50 |
4,465.00 |
PP |
4,349.50 |
4,349.50 |
4,349.50 |
4,372.50 |
S1 |
4,257.25 |
4,257.25 |
4,312.00 |
4,303.50 |
S2 |
4,187.75 |
4,187.75 |
4,297.00 |
|
S3 |
4,026.00 |
4,095.50 |
4,282.25 |
|
S4 |
3,864.25 |
3,933.75 |
4,237.75 |
|
|
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 |
4,280.00 |
161.75 |
3.7% |
72.75 |
1.7% |
29% |
False |
False |
265,064 |
10 |
4,441.75 |
4,147.75 |
294.00 |
6.8% |
86.75 |
2.0% |
61% |
False |
False |
166,696 |
20 |
4,441.75 |
3,901.00 |
540.75 |
12.5% |
119.75 |
2.8% |
79% |
False |
False |
85,110 |
40 |
4,630.25 |
3,901.00 |
729.25 |
16.9% |
91.75 |
2.1% |
58% |
False |
False |
42,697 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
79.00 |
1.8% |
55% |
False |
False |
28,487 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
66.00 |
1.5% |
55% |
False |
False |
21,369 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
54.00 |
1.2% |
55% |
False |
False |
17,095 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
45.50 |
1.1% |
55% |
False |
False |
14,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,735.25 |
2.618 |
4,599.75 |
1.618 |
4,516.75 |
1.000 |
4,465.50 |
0.618 |
4,433.75 |
HIGH |
4,382.50 |
0.618 |
4,350.75 |
0.500 |
4,341.00 |
0.382 |
4,331.25 |
LOW |
4,299.50 |
0.618 |
4,248.25 |
1.000 |
4,216.50 |
1.618 |
4,165.25 |
2.618 |
4,082.25 |
4.250 |
3,946.75 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,341.00 |
4,370.50 |
PP |
4,336.25 |
4,356.00 |
S1 |
4,331.50 |
4,341.50 |
|