| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,340.8 |
1,342.0 |
1.2 |
0.1% |
1,313.2 |
| High |
1,346.1 |
1,343.5 |
-2.6 |
-0.2% |
1,347.8 |
| Low |
1,336.5 |
1,327.7 |
-8.8 |
-0.7% |
1,310.9 |
| Close |
1,344.1 |
1,330.4 |
-13.7 |
-1.0% |
1,341.7 |
| Range |
9.6 |
15.8 |
6.2 |
64.6% |
36.9 |
| ATR |
15.2 |
15.3 |
0.1 |
0.6% |
0.0 |
| Volume |
126,603 |
187,753 |
61,150 |
48.3% |
758,652 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.3 |
1,371.6 |
1,339.1 |
|
| R3 |
1,365.5 |
1,355.8 |
1,334.7 |
|
| R2 |
1,349.7 |
1,349.7 |
1,333.3 |
|
| R1 |
1,340.0 |
1,340.0 |
1,331.8 |
1,337.0 |
| PP |
1,333.9 |
1,333.9 |
1,333.9 |
1,332.3 |
| S1 |
1,324.2 |
1,324.2 |
1,329.0 |
1,321.2 |
| S2 |
1,318.1 |
1,318.1 |
1,327.5 |
|
| S3 |
1,302.3 |
1,308.4 |
1,326.1 |
|
| S4 |
1,286.5 |
1,292.6 |
1,321.7 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.2 |
1,429.8 |
1,362.0 |
|
| R3 |
1,407.3 |
1,392.9 |
1,351.8 |
|
| R2 |
1,370.4 |
1,370.4 |
1,348.5 |
|
| R1 |
1,356.0 |
1,356.0 |
1,345.1 |
1,363.2 |
| PP |
1,333.5 |
1,333.5 |
1,333.5 |
1,337.1 |
| S1 |
1,319.1 |
1,319.1 |
1,338.3 |
1,326.3 |
| S2 |
1,296.6 |
1,296.6 |
1,334.9 |
|
| S3 |
1,259.7 |
1,282.2 |
1,331.6 |
|
| S4 |
1,222.8 |
1,245.3 |
1,321.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.8 |
1,310.9 |
36.9 |
2.8% |
15.1 |
1.1% |
53% |
False |
False |
172,688 |
| 10 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
13.7 |
1.0% |
55% |
False |
False |
156,187 |
| 20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
15.1 |
1.1% |
48% |
False |
False |
173,516 |
| 40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
15.4 |
1.2% |
36% |
False |
False |
175,071 |
| 60 |
1,384.4 |
1,305.5 |
78.9 |
5.9% |
16.9 |
1.3% |
32% |
False |
False |
139,459 |
| 80 |
1,384.4 |
1,242.7 |
141.7 |
10.7% |
18.3 |
1.4% |
62% |
False |
False |
107,219 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.1 |
1.4% |
70% |
False |
False |
86,995 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
17.9 |
1.3% |
70% |
False |
False |
72,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.7 |
|
2.618 |
1,384.9 |
|
1.618 |
1,369.1 |
|
1.000 |
1,359.3 |
|
0.618 |
1,353.3 |
|
HIGH |
1,343.5 |
|
0.618 |
1,337.5 |
|
0.500 |
1,335.6 |
|
0.382 |
1,333.7 |
|
LOW |
1,327.7 |
|
0.618 |
1,317.9 |
|
1.000 |
1,311.9 |
|
1.618 |
1,302.1 |
|
2.618 |
1,286.3 |
|
4.250 |
1,260.6 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.6 |
1,336.9 |
| PP |
1,333.9 |
1,334.7 |
| S1 |
1,332.1 |
1,332.6 |
|