| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,435.0 |
10,345.0 |
-90.0 |
-0.9% |
10,692.0 |
| High |
10,453.0 |
10,476.0 |
23.0 |
0.2% |
10,780.5 |
| Low |
10,347.5 |
10,335.0 |
-12.5 |
-0.1% |
10,466.0 |
| Close |
10,393.5 |
10,444.5 |
51.0 |
0.5% |
10,567.5 |
| Range |
105.5 |
141.0 |
35.5 |
33.6% |
314.5 |
| ATR |
162.0 |
160.5 |
-1.5 |
-0.9% |
0.0 |
| Volume |
131,491 |
131,491 |
0 |
0.0% |
489,257 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,841.5 |
10,784.0 |
10,522.1 |
|
| R3 |
10,700.5 |
10,643.0 |
10,483.3 |
|
| R2 |
10,559.5 |
10,559.5 |
10,470.4 |
|
| R1 |
10,502.0 |
10,502.0 |
10,457.4 |
10,530.8 |
| PP |
10,418.5 |
10,418.5 |
10,418.5 |
10,432.9 |
| S1 |
10,361.0 |
10,361.0 |
10,431.6 |
10,389.8 |
| S2 |
10,277.5 |
10,277.5 |
10,418.7 |
|
| S3 |
10,136.5 |
10,220.0 |
10,405.7 |
|
| S4 |
9,995.5 |
10,079.0 |
10,367.0 |
|
|
| 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 |
10,671.5 |
10,320.0 |
351.5 |
3.4% |
170.8 |
1.6% |
35% |
False |
False |
150,996 |
| 10 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
168.1 |
1.6% |
27% |
False |
False |
121,937 |
| 20 |
10,780.5 |
10,320.0 |
460.5 |
4.4% |
156.1 |
1.5% |
27% |
False |
False |
101,596 |
| 40 |
10,804.0 |
10,059.5 |
744.5 |
7.1% |
143.6 |
1.4% |
52% |
False |
False |
88,813 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
164.7 |
1.6% |
78% |
False |
False |
91,135 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
161.4 |
1.5% |
78% |
False |
False |
76,467 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
158.3 |
1.5% |
78% |
False |
False |
61,208 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
156.6 |
1.5% |
78% |
False |
False |
51,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,075.3 |
|
2.618 |
10,845.1 |
|
1.618 |
10,704.1 |
|
1.000 |
10,617.0 |
|
0.618 |
10,563.1 |
|
HIGH |
10,476.0 |
|
0.618 |
10,422.1 |
|
0.500 |
10,405.5 |
|
0.382 |
10,388.9 |
|
LOW |
10,335.0 |
|
0.618 |
10,247.9 |
|
1.000 |
10,194.0 |
|
1.618 |
10,106.9 |
|
2.618 |
9,965.9 |
|
4.250 |
9,735.8 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,431.5 |
10,439.8 |
| PP |
10,418.5 |
10,435.2 |
| S1 |
10,405.5 |
10,430.5 |
|