| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,177.25 |
2,121.75 |
-55.50 |
-2.5% |
2,179.25 |
| High |
2,178.25 |
2,162.75 |
-15.50 |
-0.7% |
2,189.25 |
| Low |
2,119.75 |
2,107.00 |
-12.75 |
-0.6% |
2,119.75 |
| Close |
2,122.75 |
2,158.50 |
35.75 |
1.7% |
2,122.75 |
| Range |
58.50 |
55.75 |
-2.75 |
-4.7% |
69.50 |
| ATR |
18.71 |
21.36 |
2.65 |
14.1% |
0.00 |
| Volume |
2,073,225 |
1,450,133 |
-623,092 |
-30.1% |
7,266,062 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.00 |
2,290.00 |
2,189.25 |
|
| R3 |
2,254.25 |
2,234.25 |
2,173.75 |
|
| R2 |
2,198.50 |
2,198.50 |
2,168.75 |
|
| R1 |
2,178.50 |
2,178.50 |
2,163.50 |
2,188.50 |
| PP |
2,142.75 |
2,142.75 |
2,142.75 |
2,147.75 |
| S1 |
2,122.75 |
2,122.75 |
2,153.50 |
2,132.75 |
| S2 |
2,087.00 |
2,087.00 |
2,148.25 |
|
| S3 |
2,031.25 |
2,067.00 |
2,143.25 |
|
| S4 |
1,975.50 |
2,011.25 |
2,127.75 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.50 |
2,307.00 |
2,161.00 |
|
| R3 |
2,283.00 |
2,237.50 |
2,141.75 |
|
| R2 |
2,213.50 |
2,213.50 |
2,135.50 |
|
| R1 |
2,168.00 |
2,168.00 |
2,129.00 |
2,156.00 |
| PP |
2,144.00 |
2,144.00 |
2,144.00 |
2,138.00 |
| S1 |
2,098.50 |
2,098.50 |
2,116.50 |
2,086.50 |
| S2 |
2,074.50 |
2,074.50 |
2,110.00 |
|
| S3 |
2,005.00 |
2,029.00 |
2,103.75 |
|
| S4 |
1,935.50 |
1,959.50 |
2,084.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,189.25 |
2,107.00 |
82.25 |
3.8% |
30.00 |
1.4% |
63% |
False |
True |
1,743,239 |
| 10 |
2,189.25 |
2,107.00 |
82.25 |
3.8% |
24.00 |
1.1% |
63% |
False |
True |
1,684,195 |
| 20 |
2,191.50 |
2,107.00 |
84.50 |
3.9% |
19.00 |
0.9% |
61% |
False |
True |
1,593,680 |
| 40 |
2,191.50 |
2,107.00 |
84.50 |
3.9% |
16.75 |
0.8% |
61% |
False |
True |
1,484,633 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.75 |
1.0% |
84% |
False |
False |
1,635,294 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
84% |
False |
False |
1,385,982 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.25 |
1.0% |
84% |
False |
False |
1,109,983 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.25 |
1.0% |
84% |
False |
False |
925,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.75 |
|
2.618 |
2,308.75 |
|
1.618 |
2,253.00 |
|
1.000 |
2,218.50 |
|
0.618 |
2,197.25 |
|
HIGH |
2,162.75 |
|
0.618 |
2,141.50 |
|
0.500 |
2,135.00 |
|
0.382 |
2,128.25 |
|
LOW |
2,107.00 |
|
0.618 |
2,072.50 |
|
1.000 |
2,051.25 |
|
1.618 |
2,016.75 |
|
2.618 |
1,961.00 |
|
4.250 |
1,870.00 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,150.50 |
2,155.00 |
| PP |
2,142.75 |
2,151.50 |
| S1 |
2,135.00 |
2,148.00 |
|