Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,371.00 |
4,324.75 |
-46.25 |
-1.1% |
4,319.00 |
High |
4,382.50 |
4,361.50 |
-21.00 |
-0.5% |
4,441.75 |
Low |
4,299.50 |
4,286.50 |
-13.00 |
-0.3% |
4,280.00 |
Close |
4,326.75 |
4,341.25 |
14.50 |
0.3% |
4,326.75 |
Range |
83.00 |
75.00 |
-8.00 |
-9.6% |
161.75 |
ATR |
94.88 |
93.46 |
-1.42 |
-1.5% |
0.00 |
Volume |
333,044 |
254,496 |
-78,548 |
-23.6% |
1,325,323 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.75 |
4,523.00 |
4,382.50 |
|
R3 |
4,479.75 |
4,448.00 |
4,362.00 |
|
R2 |
4,404.75 |
4,404.75 |
4,355.00 |
|
R1 |
4,373.00 |
4,373.00 |
4,348.00 |
4,389.00 |
PP |
4,329.75 |
4,329.75 |
4,329.75 |
4,337.75 |
S1 |
4,298.00 |
4,298.00 |
4,334.50 |
4,314.00 |
S2 |
4,254.75 |
4,254.75 |
4,327.50 |
|
S3 |
4,179.75 |
4,223.00 |
4,320.50 |
|
S4 |
4,104.75 |
4,148.00 |
4,300.00 |
|
|
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% |
74.75 |
1.7% |
38% |
False |
False |
275,704 |
10 |
4,441.75 |
4,177.00 |
264.75 |
6.1% |
86.00 |
2.0% |
62% |
False |
False |
191,658 |
20 |
4,441.75 |
3,901.00 |
540.75 |
12.5% |
114.50 |
2.6% |
81% |
False |
False |
97,799 |
40 |
4,620.00 |
3,901.00 |
719.00 |
16.6% |
91.50 |
2.1% |
61% |
False |
False |
49,056 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
79.50 |
1.8% |
57% |
False |
False |
32,728 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
67.00 |
1.5% |
57% |
False |
False |
24,550 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
54.75 |
1.3% |
57% |
False |
False |
19,640 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
46.00 |
1.1% |
57% |
False |
False |
16,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.25 |
2.618 |
4,557.75 |
1.618 |
4,482.75 |
1.000 |
4,436.50 |
0.618 |
4,407.75 |
HIGH |
4,361.50 |
0.618 |
4,332.75 |
0.500 |
4,324.00 |
0.382 |
4,315.25 |
LOW |
4,286.50 |
0.618 |
4,240.25 |
1.000 |
4,211.50 |
1.618 |
4,165.25 |
2.618 |
4,090.25 |
4.250 |
3,967.75 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,335.50 |
4,364.00 |
PP |
4,329.75 |
4,356.50 |
S1 |
4,324.00 |
4,349.00 |
|