Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,232.00 |
4,202.50 |
-29.50 |
-0.7% |
4,324.75 |
High |
4,315.75 |
4,239.00 |
-76.75 |
-1.8% |
4,361.50 |
Low |
4,185.50 |
4,079.50 |
-106.00 |
-2.5% |
4,185.25 |
Close |
4,213.50 |
4,094.75 |
-118.75 |
-2.8% |
4,213.50 |
Range |
130.25 |
159.50 |
29.25 |
22.5% |
176.25 |
ATR |
96.50 |
101.00 |
4.50 |
4.7% |
0.00 |
Volume |
344,913 |
360,675 |
15,762 |
4.6% |
1,513,053 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,616.25 |
4,515.00 |
4,182.50 |
|
R3 |
4,456.75 |
4,355.50 |
4,138.50 |
|
R2 |
4,297.25 |
4,297.25 |
4,124.00 |
|
R1 |
4,196.00 |
4,196.00 |
4,109.25 |
4,167.00 |
PP |
4,137.75 |
4,137.75 |
4,137.75 |
4,123.25 |
S1 |
4,036.50 |
4,036.50 |
4,080.25 |
4,007.50 |
S2 |
3,978.25 |
3,978.25 |
4,065.50 |
|
S3 |
3,818.75 |
3,877.00 |
4,051.00 |
|
S4 |
3,659.25 |
3,717.50 |
4,007.00 |
|
|
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 |
4,345.00 |
4,079.50 |
265.50 |
6.5% |
115.75 |
2.8% |
6% |
False |
True |
323,846 |
10 |
4,441.75 |
4,079.50 |
362.25 |
8.8% |
95.25 |
2.3% |
4% |
False |
True |
299,775 |
20 |
4,441.75 |
4,079.50 |
362.25 |
8.8% |
97.00 |
2.4% |
4% |
False |
True |
177,974 |
40 |
4,620.00 |
3,901.00 |
719.00 |
17.6% |
100.00 |
2.4% |
27% |
False |
False |
89,517 |
60 |
4,677.25 |
3,901.00 |
776.25 |
19.0% |
85.50 |
2.1% |
25% |
False |
False |
59,710 |
80 |
4,677.25 |
3,901.00 |
776.25 |
19.0% |
73.75 |
1.8% |
25% |
False |
False |
44,790 |
100 |
4,677.25 |
3,901.00 |
776.25 |
19.0% |
60.25 |
1.5% |
25% |
False |
False |
35,832 |
120 |
4,677.25 |
3,901.00 |
776.25 |
19.0% |
50.75 |
1.2% |
25% |
False |
False |
29,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,917.00 |
2.618 |
4,656.50 |
1.618 |
4,497.00 |
1.000 |
4,398.50 |
0.618 |
4,337.50 |
HIGH |
4,239.00 |
0.618 |
4,178.00 |
0.500 |
4,159.25 |
0.382 |
4,140.50 |
LOW |
4,079.50 |
0.618 |
3,981.00 |
1.000 |
3,920.00 |
1.618 |
3,821.50 |
2.618 |
3,662.00 |
4.250 |
3,401.50 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,159.25 |
4,197.50 |
PP |
4,137.75 |
4,163.25 |
S1 |
4,116.25 |
4,129.00 |
|