| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,345.0 |
10,415.0 |
70.0 |
0.7% |
10,390.0 |
| High |
10,476.0 |
10,429.0 |
-47.0 |
-0.4% |
10,547.0 |
| Low |
10,335.0 |
10,264.1 |
-70.9 |
-0.7% |
10,264.1 |
| Close |
10,444.5 |
10,264.1 |
-180.4 |
-1.7% |
10,264.1 |
| Range |
141.0 |
164.9 |
23.9 |
17.0% |
282.9 |
| ATR |
160.5 |
162.0 |
1.4 |
0.9% |
0.0 |
| Volume |
131,491 |
12,877 |
-118,614 |
-90.2% |
594,567 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,813.8 |
10,703.8 |
10,354.8 |
|
| R3 |
10,648.9 |
10,538.9 |
10,309.4 |
|
| R2 |
10,484.0 |
10,484.0 |
10,294.3 |
|
| R1 |
10,374.0 |
10,374.0 |
10,279.2 |
10,346.6 |
| PP |
10,319.1 |
10,319.1 |
10,319.1 |
10,305.3 |
| S1 |
10,209.1 |
10,209.1 |
10,249.0 |
10,181.7 |
| S2 |
10,154.2 |
10,154.2 |
10,233.9 |
|
| S3 |
9,989.3 |
10,044.2 |
10,218.8 |
|
| S4 |
9,824.4 |
9,879.3 |
10,173.4 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,207.1 |
11,018.5 |
10,419.7 |
|
| R3 |
10,924.2 |
10,735.6 |
10,341.9 |
|
| R2 |
10,641.3 |
10,641.3 |
10,316.0 |
|
| R1 |
10,452.7 |
10,452.7 |
10,290.0 |
10,405.6 |
| PP |
10,358.4 |
10,358.4 |
10,358.4 |
10,334.8 |
| S1 |
10,169.8 |
10,169.8 |
10,238.2 |
10,122.7 |
| S2 |
10,075.5 |
10,075.5 |
10,212.2 |
|
| S3 |
9,792.6 |
9,886.9 |
10,186.3 |
|
| S4 |
9,509.7 |
9,604.0 |
10,108.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,547.0 |
10,264.1 |
282.9 |
2.8% |
162.7 |
1.6% |
0% |
False |
True |
118,913 |
| 10 |
10,780.5 |
10,264.1 |
516.4 |
5.0% |
165.6 |
1.6% |
0% |
False |
True |
113,334 |
| 20 |
10,780.5 |
10,264.1 |
516.4 |
5.0% |
160.3 |
1.6% |
0% |
False |
True |
98,139 |
| 40 |
10,804.0 |
10,059.5 |
744.5 |
7.3% |
145.0 |
1.4% |
27% |
False |
False |
87,348 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
16.1% |
165.6 |
1.6% |
67% |
False |
False |
89,563 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
16.1% |
159.2 |
1.6% |
67% |
False |
False |
76,624 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
16.1% |
158.3 |
1.5% |
67% |
False |
False |
61,335 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
16.1% |
156.9 |
1.5% |
67% |
False |
False |
51,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,129.8 |
|
2.618 |
10,860.7 |
|
1.618 |
10,695.8 |
|
1.000 |
10,593.9 |
|
0.618 |
10,530.9 |
|
HIGH |
10,429.0 |
|
0.618 |
10,366.0 |
|
0.500 |
10,346.6 |
|
0.382 |
10,327.1 |
|
LOW |
10,264.1 |
|
0.618 |
10,162.2 |
|
1.000 |
10,099.2 |
|
1.618 |
9,997.3 |
|
2.618 |
9,832.4 |
|
4.250 |
9,563.3 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,346.6 |
10,370.1 |
| PP |
10,319.1 |
10,334.7 |
| S1 |
10,291.6 |
10,299.4 |
|