Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,324.75 |
4,342.00 |
17.25 |
0.4% |
4,319.00 |
High |
4,361.50 |
4,345.00 |
-16.50 |
-0.4% |
4,441.75 |
Low |
4,286.50 |
4,220.50 |
-66.00 |
-1.5% |
4,280.00 |
Close |
4,341.25 |
4,267.25 |
-74.00 |
-1.7% |
4,326.75 |
Range |
75.00 |
124.50 |
49.50 |
66.0% |
161.75 |
ATR |
93.46 |
95.68 |
2.22 |
2.4% |
0.00 |
Volume |
254,496 |
320,027 |
65,531 |
25.7% |
1,325,323 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,651.00 |
4,583.75 |
4,335.75 |
|
R3 |
4,526.50 |
4,459.25 |
4,301.50 |
|
R2 |
4,402.00 |
4,402.00 |
4,290.00 |
|
R1 |
4,334.75 |
4,334.75 |
4,278.75 |
4,306.00 |
PP |
4,277.50 |
4,277.50 |
4,277.50 |
4,263.25 |
S1 |
4,210.25 |
4,210.25 |
4,255.75 |
4,181.50 |
S2 |
4,153.00 |
4,153.00 |
4,244.50 |
|
S3 |
4,028.50 |
4,085.75 |
4,233.00 |
|
S4 |
3,904.00 |
3,961.25 |
4,198.75 |
|
|
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 |
4,220.50 |
221.25 |
5.2% |
83.00 |
1.9% |
21% |
False |
True |
290,462 |
10 |
4,441.75 |
4,216.75 |
225.00 |
5.3% |
86.50 |
2.0% |
22% |
False |
False |
222,182 |
20 |
4,441.75 |
3,953.00 |
488.75 |
11.5% |
106.50 |
2.5% |
64% |
False |
False |
113,650 |
40 |
4,620.00 |
3,901.00 |
719.00 |
16.8% |
93.00 |
2.2% |
51% |
False |
False |
57,050 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
80.75 |
1.9% |
47% |
False |
False |
38,061 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
68.50 |
1.6% |
47% |
False |
False |
28,550 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
56.00 |
1.3% |
47% |
False |
False |
22,840 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
47.25 |
1.1% |
47% |
False |
False |
19,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,874.00 |
2.618 |
4,671.00 |
1.618 |
4,546.50 |
1.000 |
4,469.50 |
0.618 |
4,422.00 |
HIGH |
4,345.00 |
0.618 |
4,297.50 |
0.500 |
4,282.75 |
0.382 |
4,268.00 |
LOW |
4,220.50 |
0.618 |
4,143.50 |
1.000 |
4,096.00 |
1.618 |
4,019.00 |
2.618 |
3,894.50 |
4.250 |
3,691.50 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,282.75 |
4,301.50 |
PP |
4,277.50 |
4,290.00 |
S1 |
4,272.50 |
4,278.75 |
|