| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,390.0 |
10,525.0 |
135.0 |
1.3% |
10,692.0 |
| High |
10,547.0 |
10,526.0 |
-21.0 |
-0.2% |
10,780.5 |
| Low |
10,320.0 |
10,351.0 |
31.0 |
0.3% |
10,466.0 |
| Close |
10,422.5 |
10,387.5 |
-35.0 |
-0.3% |
10,567.5 |
| Range |
227.0 |
175.0 |
-52.0 |
-22.9% |
314.5 |
| ATR |
165.7 |
166.4 |
0.7 |
0.4% |
0.0 |
| Volume |
168,604 |
150,104 |
-18,500 |
-11.0% |
489,257 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,946.5 |
10,842.0 |
10,483.8 |
|
| R3 |
10,771.5 |
10,667.0 |
10,435.6 |
|
| R2 |
10,596.5 |
10,596.5 |
10,419.6 |
|
| R1 |
10,492.0 |
10,492.0 |
10,403.5 |
10,456.8 |
| PP |
10,421.5 |
10,421.5 |
10,421.5 |
10,403.9 |
| S1 |
10,317.0 |
10,317.0 |
10,371.5 |
10,281.8 |
| S2 |
10,246.5 |
10,246.5 |
10,355.4 |
|
| S3 |
10,071.5 |
10,142.0 |
10,339.4 |
|
| S4 |
9,896.5 |
9,967.0 |
10,291.3 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,548.2 |
11,372.3 |
10,740.5 |
|
| R3 |
11,233.7 |
11,057.8 |
10,654.0 |
|
| R2 |
10,919.2 |
10,919.2 |
10,625.2 |
|
| R1 |
10,743.3 |
10,743.3 |
10,596.3 |
10,674.0 |
| PP |
10,604.7 |
10,604.7 |
10,604.7 |
10,570.0 |
| S1 |
10,428.8 |
10,428.8 |
10,538.7 |
10,359.5 |
| S2 |
10,290.2 |
10,290.2 |
10,509.8 |
|
| S3 |
9,975.7 |
10,114.3 |
10,481.0 |
|
| S4 |
9,661.2 |
9,799.8 |
10,394.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
188.5 |
1.8% |
15% |
False |
False |
144,509 |
| 10 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
167.1 |
1.6% |
15% |
False |
False |
113,575 |
| 20 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
158.7 |
1.5% |
15% |
False |
False |
95,926 |
| 40 |
10,804.0 |
9,910.5 |
893.5 |
8.6% |
144.8 |
1.4% |
53% |
False |
False |
86,133 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
166.3 |
1.6% |
75% |
False |
False |
89,942 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
160.9 |
1.5% |
75% |
False |
False |
73,184 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
158.4 |
1.5% |
75% |
False |
False |
58,580 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
156.5 |
1.5% |
75% |
False |
False |
48,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,269.8 |
|
2.618 |
10,984.2 |
|
1.618 |
10,809.2 |
|
1.000 |
10,701.0 |
|
0.618 |
10,634.2 |
|
HIGH |
10,526.0 |
|
0.618 |
10,459.2 |
|
0.500 |
10,438.5 |
|
0.382 |
10,417.9 |
|
LOW |
10,351.0 |
|
0.618 |
10,242.9 |
|
1.000 |
10,176.0 |
|
1.618 |
10,067.9 |
|
2.618 |
9,892.9 |
|
4.250 |
9,607.3 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,438.5 |
10,495.8 |
| PP |
10,421.5 |
10,459.7 |
| S1 |
10,404.5 |
10,423.6 |
|