Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
4,202.50 |
4,106.25 |
-96.25 |
-2.3% |
4,324.75 |
High |
4,239.00 |
4,144.25 |
-94.75 |
-2.2% |
4,361.50 |
Low |
4,079.50 |
4,040.75 |
-38.75 |
-0.9% |
4,185.25 |
Close |
4,094.75 |
4,074.75 |
-20.00 |
-0.5% |
4,213.50 |
Range |
159.50 |
103.50 |
-56.00 |
-35.1% |
176.25 |
ATR |
101.00 |
101.18 |
0.18 |
0.2% |
0.00 |
Volume |
360,675 |
427,261 |
66,586 |
18.5% |
1,513,053 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,397.00 |
4,339.50 |
4,131.75 |
|
R3 |
4,293.50 |
4,236.00 |
4,103.25 |
|
R2 |
4,190.00 |
4,190.00 |
4,093.75 |
|
R1 |
4,132.50 |
4,132.50 |
4,084.25 |
4,109.50 |
PP |
4,086.50 |
4,086.50 |
4,086.50 |
4,075.00 |
S1 |
4,029.00 |
4,029.00 |
4,065.25 |
4,006.00 |
S2 |
3,983.00 |
3,983.00 |
4,055.75 |
|
S3 |
3,879.50 |
3,925.50 |
4,046.25 |
|
S4 |
3,776.00 |
3,822.00 |
4,017.75 |
|
|
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 |
4,315.75 |
4,040.75 |
275.00 |
6.7% |
111.50 |
2.7% |
12% |
False |
True |
345,293 |
10 |
4,441.75 |
4,040.75 |
401.00 |
9.8% |
97.25 |
2.4% |
8% |
False |
True |
317,878 |
20 |
4,441.75 |
4,040.75 |
401.00 |
9.8% |
98.75 |
2.4% |
8% |
False |
True |
199,237 |
40 |
4,620.00 |
3,901.00 |
719.00 |
17.6% |
101.00 |
2.5% |
24% |
False |
False |
100,198 |
60 |
4,677.25 |
3,901.00 |
776.25 |
19.1% |
86.25 |
2.1% |
22% |
False |
False |
66,831 |
80 |
4,677.25 |
3,901.00 |
776.25 |
19.1% |
74.75 |
1.8% |
22% |
False |
False |
50,131 |
100 |
4,677.25 |
3,901.00 |
776.25 |
19.1% |
61.25 |
1.5% |
22% |
False |
False |
40,105 |
120 |
4,677.25 |
3,901.00 |
776.25 |
19.1% |
51.50 |
1.3% |
22% |
False |
False |
33,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.00 |
2.618 |
4,415.25 |
1.618 |
4,311.75 |
1.000 |
4,247.75 |
0.618 |
4,208.25 |
HIGH |
4,144.25 |
0.618 |
4,104.75 |
0.500 |
4,092.50 |
0.382 |
4,080.25 |
LOW |
4,040.75 |
0.618 |
3,976.75 |
1.000 |
3,937.25 |
1.618 |
3,873.25 |
2.618 |
3,769.75 |
4.250 |
3,601.00 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
4,092.50 |
4,178.25 |
PP |
4,086.50 |
4,143.75 |
S1 |
4,080.75 |
4,109.25 |
|