Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,264.25 |
4,268.50 |
4.25 |
0.1% |
4,319.00 |
High |
4,292.75 |
4,278.75 |
-14.00 |
-0.3% |
4,441.75 |
Low |
4,221.50 |
4,185.25 |
-36.25 |
-0.9% |
4,280.00 |
Close |
4,262.75 |
4,246.00 |
-16.75 |
-0.4% |
4,326.75 |
Range |
71.25 |
93.50 |
22.25 |
31.2% |
161.75 |
ATR |
93.93 |
93.90 |
-0.03 |
0.0% |
0.00 |
Volume |
238,547 |
355,070 |
116,523 |
48.8% |
1,325,323 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,517.25 |
4,475.00 |
4,297.50 |
|
R3 |
4,423.75 |
4,381.50 |
4,271.75 |
|
R2 |
4,330.25 |
4,330.25 |
4,263.25 |
|
R1 |
4,288.00 |
4,288.00 |
4,254.50 |
4,262.50 |
PP |
4,236.75 |
4,236.75 |
4,236.75 |
4,223.75 |
S1 |
4,194.50 |
4,194.50 |
4,237.50 |
4,169.00 |
S2 |
4,143.25 |
4,143.25 |
4,228.75 |
|
S3 |
4,049.75 |
4,101.00 |
4,220.25 |
|
S4 |
3,956.25 |
4,007.50 |
4,194.50 |
|
|
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 |
4,382.50 |
4,185.25 |
197.25 |
4.6% |
89.50 |
2.1% |
31% |
False |
True |
300,236 |
10 |
4,441.75 |
4,185.25 |
256.50 |
6.0% |
79.75 |
1.9% |
24% |
False |
True |
269,122 |
20 |
4,441.75 |
4,111.25 |
330.50 |
7.8% |
91.75 |
2.2% |
41% |
False |
False |
142,847 |
40 |
4,620.00 |
3,901.00 |
719.00 |
16.9% |
95.00 |
2.2% |
48% |
False |
False |
71,884 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
81.75 |
1.9% |
44% |
False |
False |
47,953 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
70.25 |
1.7% |
44% |
False |
False |
35,970 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
57.50 |
1.4% |
44% |
False |
False |
28,777 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.3% |
48.50 |
1.1% |
44% |
False |
False |
23,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.00 |
2.618 |
4,523.50 |
1.618 |
4,430.00 |
1.000 |
4,372.25 |
0.618 |
4,336.50 |
HIGH |
4,278.75 |
0.618 |
4,243.00 |
0.500 |
4,232.00 |
0.382 |
4,221.00 |
LOW |
4,185.25 |
0.618 |
4,127.50 |
1.000 |
4,091.75 |
1.618 |
4,034.00 |
2.618 |
3,940.50 |
4.250 |
3,788.00 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,241.25 |
4,265.00 |
PP |
4,236.75 |
4,258.75 |
S1 |
4,232.00 |
4,252.50 |
|