| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,156.25 |
2,131.75 |
-24.50 |
-1.1% |
2,179.25 |
| High |
2,157.50 |
2,141.25 |
-16.25 |
-0.8% |
2,189.25 |
| Low |
2,119.00 |
2,118.75 |
-0.25 |
0.0% |
2,119.75 |
| Close |
2,128.75 |
2,120.25 |
-8.50 |
-0.4% |
2,122.75 |
| Range |
38.50 |
22.50 |
-16.00 |
-41.6% |
69.50 |
| ATR |
22.65 |
22.64 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,201,101 |
661,156 |
-539,945 |
-45.0% |
7,266,062 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.25 |
2,179.75 |
2,132.50 |
|
| R3 |
2,171.75 |
2,157.25 |
2,126.50 |
|
| R2 |
2,149.25 |
2,149.25 |
2,124.50 |
|
| R1 |
2,134.75 |
2,134.75 |
2,122.25 |
2,130.75 |
| PP |
2,126.75 |
2,126.75 |
2,126.75 |
2,124.75 |
| S1 |
2,112.25 |
2,112.25 |
2,118.25 |
2,108.25 |
| S2 |
2,104.25 |
2,104.25 |
2,116.00 |
|
| S3 |
2,081.75 |
2,089.75 |
2,114.00 |
|
| S4 |
2,059.25 |
2,067.25 |
2,108.00 |
|
|
| 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 |
3.9% |
37.75 |
1.8% |
16% |
False |
False |
1,498,253 |
| 10 |
2,189.25 |
2,107.00 |
82.25 |
3.9% |
27.00 |
1.3% |
16% |
False |
False |
1,608,665 |
| 20 |
2,191.50 |
2,107.00 |
84.50 |
4.0% |
21.00 |
1.0% |
16% |
False |
False |
1,562,671 |
| 40 |
2,191.50 |
2,107.00 |
84.50 |
4.0% |
17.75 |
0.8% |
16% |
False |
False |
1,472,255 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
22.00 |
1.0% |
66% |
False |
False |
1,609,131 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.25 |
1.0% |
66% |
False |
False |
1,409,114 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.50 |
1.0% |
66% |
False |
False |
1,128,562 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.50 |
1.0% |
66% |
False |
False |
940,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.00 |
|
2.618 |
2,200.25 |
|
1.618 |
2,177.75 |
|
1.000 |
2,163.75 |
|
0.618 |
2,155.25 |
|
HIGH |
2,141.25 |
|
0.618 |
2,132.75 |
|
0.500 |
2,130.00 |
|
0.382 |
2,127.25 |
|
LOW |
2,118.75 |
|
0.618 |
2,104.75 |
|
1.000 |
2,096.25 |
|
1.618 |
2,082.25 |
|
2.618 |
2,059.75 |
|
4.250 |
2,023.00 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.00 |
2,135.00 |
| PP |
2,126.75 |
2,130.00 |
| S1 |
2,123.50 |
2,125.00 |
|