Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,342.00 |
4,264.25 |
-77.75 |
-1.8% |
4,319.00 |
High |
4,345.00 |
4,292.75 |
-52.25 |
-1.2% |
4,441.75 |
Low |
4,220.50 |
4,221.50 |
1.00 |
0.0% |
4,280.00 |
Close |
4,267.25 |
4,262.75 |
-4.50 |
-0.1% |
4,326.75 |
Range |
124.50 |
71.25 |
-53.25 |
-42.8% |
161.75 |
ATR |
95.68 |
93.93 |
-1.74 |
-1.8% |
0.00 |
Volume |
320,027 |
238,547 |
-81,480 |
-25.5% |
1,325,323 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.75 |
4,439.00 |
4,302.00 |
|
R3 |
4,401.50 |
4,367.75 |
4,282.25 |
|
R2 |
4,330.25 |
4,330.25 |
4,275.75 |
|
R1 |
4,296.50 |
4,296.50 |
4,269.25 |
4,277.75 |
PP |
4,259.00 |
4,259.00 |
4,259.00 |
4,249.50 |
S1 |
4,225.25 |
4,225.25 |
4,256.25 |
4,206.50 |
S2 |
4,187.75 |
4,187.75 |
4,249.75 |
|
S3 |
4,116.50 |
4,154.00 |
4,243.25 |
|
S4 |
4,045.25 |
4,082.75 |
4,223.50 |
|
|
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% |
87.75 |
2.1% |
19% |
False |
False |
295,192 |
10 |
4,441.75 |
4,216.75 |
225.00 |
5.3% |
80.50 |
1.9% |
20% |
False |
False |
242,941 |
20 |
4,441.75 |
3,953.00 |
488.75 |
11.5% |
100.25 |
2.4% |
63% |
False |
False |
125,266 |
40 |
4,620.00 |
3,901.00 |
719.00 |
16.9% |
93.50 |
2.2% |
50% |
False |
False |
63,011 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
80.75 |
1.9% |
47% |
False |
False |
42,036 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
69.25 |
1.6% |
47% |
False |
False |
31,532 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
56.75 |
1.3% |
47% |
False |
False |
25,226 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
47.75 |
1.1% |
47% |
False |
False |
21,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.50 |
2.618 |
4,479.25 |
1.618 |
4,408.00 |
1.000 |
4,364.00 |
0.618 |
4,336.75 |
HIGH |
4,292.75 |
0.618 |
4,265.50 |
0.500 |
4,257.00 |
0.382 |
4,248.75 |
LOW |
4,221.50 |
0.618 |
4,177.50 |
1.000 |
4,150.25 |
1.618 |
4,106.25 |
2.618 |
4,035.00 |
4.250 |
3,918.75 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,261.00 |
4,291.00 |
PP |
4,259.00 |
4,281.50 |
S1 |
4,257.00 |
4,272.25 |
|