| 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 |
10,525.0 |
10,435.0 |
-90.0 |
-0.9% |
10,692.0 |
| High |
10,526.0 |
10,453.0 |
-73.0 |
-0.7% |
10,780.5 |
| Low |
10,351.0 |
10,347.5 |
-3.5 |
0.0% |
10,466.0 |
| Close |
10,387.5 |
10,393.5 |
6.0 |
0.1% |
10,567.5 |
| Range |
175.0 |
105.5 |
-69.5 |
-39.7% |
314.5 |
| ATR |
166.4 |
162.0 |
-4.3 |
-2.6% |
0.0 |
| Volume |
150,104 |
131,491 |
-18,613 |
-12.4% |
489,257 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,714.5 |
10,659.5 |
10,451.5 |
|
| R3 |
10,609.0 |
10,554.0 |
10,422.5 |
|
| R2 |
10,503.5 |
10,503.5 |
10,412.8 |
|
| R1 |
10,448.5 |
10,448.5 |
10,403.2 |
10,423.3 |
| PP |
10,398.0 |
10,398.0 |
10,398.0 |
10,385.4 |
| S1 |
10,343.0 |
10,343.0 |
10,383.8 |
10,317.8 |
| S2 |
10,292.5 |
10,292.5 |
10,374.2 |
|
| S3 |
10,187.0 |
10,237.5 |
10,364.5 |
|
| S4 |
10,081.5 |
10,132.0 |
10,335.5 |
|
|
| 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% |
185.5 |
1.8% |
16% |
False |
False |
147,325 |
| 10 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
165.5 |
1.6% |
16% |
False |
False |
118,716 |
| 20 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
158.6 |
1.5% |
16% |
False |
False |
97,958 |
| 40 |
10,804.0 |
9,978.5 |
825.5 |
7.9% |
144.1 |
1.4% |
50% |
False |
False |
87,567 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
165.6 |
1.6% |
75% |
False |
False |
90,512 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
161.5 |
1.6% |
75% |
False |
False |
74,825 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
158.5 |
1.5% |
75% |
False |
False |
59,894 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.9% |
156.4 |
1.5% |
75% |
False |
False |
49,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,901.4 |
|
2.618 |
10,729.2 |
|
1.618 |
10,623.7 |
|
1.000 |
10,558.5 |
|
0.618 |
10,518.2 |
|
HIGH |
10,453.0 |
|
0.618 |
10,412.7 |
|
0.500 |
10,400.3 |
|
0.382 |
10,387.8 |
|
LOW |
10,347.5 |
|
0.618 |
10,282.3 |
|
1.000 |
10,242.0 |
|
1.618 |
10,176.8 |
|
2.618 |
10,071.3 |
|
4.250 |
9,899.1 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,400.3 |
10,433.5 |
| PP |
10,398.0 |
10,420.2 |
| S1 |
10,395.8 |
10,406.8 |
|