Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,268.50 |
4,232.00 |
-36.50 |
-0.9% |
4,324.75 |
High |
4,278.75 |
4,315.75 |
37.00 |
0.9% |
4,361.50 |
Low |
4,185.25 |
4,185.50 |
0.25 |
0.0% |
4,185.25 |
Close |
4,246.00 |
4,213.50 |
-32.50 |
-0.8% |
4,213.50 |
Range |
93.50 |
130.25 |
36.75 |
39.3% |
176.25 |
ATR |
93.90 |
96.50 |
2.60 |
2.8% |
0.00 |
Volume |
355,070 |
344,913 |
-10,157 |
-2.9% |
1,513,053 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.00 |
4,551.50 |
4,285.25 |
|
R3 |
4,498.75 |
4,421.25 |
4,249.25 |
|
R2 |
4,368.50 |
4,368.50 |
4,237.50 |
|
R1 |
4,291.00 |
4,291.00 |
4,225.50 |
4,264.50 |
PP |
4,238.25 |
4,238.25 |
4,238.25 |
4,225.00 |
S1 |
4,160.75 |
4,160.75 |
4,201.50 |
4,134.50 |
S2 |
4,108.00 |
4,108.00 |
4,189.50 |
|
S3 |
3,977.75 |
4,030.50 |
4,177.75 |
|
S4 |
3,847.50 |
3,900.25 |
4,141.75 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,782.25 |
4,674.00 |
4,310.50 |
|
R3 |
4,606.00 |
4,497.75 |
4,262.00 |
|
R2 |
4,429.75 |
4,429.75 |
4,245.75 |
|
R1 |
4,321.50 |
4,321.50 |
4,229.75 |
4,287.50 |
PP |
4,253.50 |
4,253.50 |
4,253.50 |
4,236.50 |
S1 |
4,145.25 |
4,145.25 |
4,197.25 |
4,111.25 |
S2 |
4,077.25 |
4,077.25 |
4,181.25 |
|
S3 |
3,901.00 |
3,969.00 |
4,165.00 |
|
S4 |
3,724.75 |
3,792.75 |
4,116.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,361.50 |
4,185.25 |
176.25 |
4.2% |
99.00 |
2.3% |
16% |
False |
False |
302,610 |
10 |
4,441.75 |
4,185.25 |
256.50 |
6.1% |
85.75 |
2.0% |
11% |
False |
False |
283,837 |
20 |
4,441.75 |
4,111.25 |
330.50 |
7.8% |
92.00 |
2.2% |
31% |
False |
False |
160,015 |
40 |
4,620.00 |
3,901.00 |
719.00 |
17.1% |
96.75 |
2.3% |
43% |
False |
False |
80,505 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
83.25 |
2.0% |
40% |
False |
False |
53,701 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
71.75 |
1.7% |
40% |
False |
False |
40,282 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
59.00 |
1.4% |
40% |
False |
False |
32,226 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.4% |
49.50 |
1.2% |
40% |
False |
False |
26,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,869.25 |
2.618 |
4,656.75 |
1.618 |
4,526.50 |
1.000 |
4,446.00 |
0.618 |
4,396.25 |
HIGH |
4,315.75 |
0.618 |
4,266.00 |
0.500 |
4,250.50 |
0.382 |
4,235.25 |
LOW |
4,185.50 |
0.618 |
4,105.00 |
1.000 |
4,055.25 |
1.618 |
3,974.75 |
2.618 |
3,844.50 |
4.250 |
3,632.00 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,250.50 |
4,250.50 |
PP |
4,238.25 |
4,238.25 |
S1 |
4,226.00 |
4,225.75 |
|