| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,648.5 |
10,375.5 |
-273.0 |
-2.6% |
10,684.5 |
| High |
10,657.5 |
10,535.5 |
-122.0 |
-1.1% |
10,770.0 |
| Low |
10,465.0 |
10,309.0 |
-156.0 |
-1.5% |
10,465.0 |
| Close |
10,557.5 |
10,412.5 |
-145.0 |
-1.4% |
10,557.5 |
| Range |
192.5 |
226.5 |
34.0 |
17.7% |
305.0 |
| ATR |
150.0 |
157.1 |
7.0 |
4.7% |
0.0 |
| Volume |
40,605 |
58,154 |
17,549 |
43.2% |
57,529 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,098.5 |
10,982.0 |
10,537.1 |
|
| R3 |
10,872.0 |
10,755.5 |
10,474.8 |
|
| R2 |
10,645.5 |
10,645.5 |
10,454.0 |
|
| R1 |
10,529.0 |
10,529.0 |
10,433.3 |
10,587.3 |
| PP |
10,419.0 |
10,419.0 |
10,419.0 |
10,448.1 |
| S1 |
10,302.5 |
10,302.5 |
10,391.7 |
10,360.8 |
| S2 |
10,192.5 |
10,192.5 |
10,371.0 |
|
| S3 |
9,966.0 |
10,076.0 |
10,350.2 |
|
| S4 |
9,739.5 |
9,849.5 |
10,287.9 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,512.5 |
11,340.0 |
10,725.3 |
|
| R3 |
11,207.5 |
11,035.0 |
10,641.4 |
|
| R2 |
10,902.5 |
10,902.5 |
10,613.4 |
|
| R1 |
10,730.0 |
10,730.0 |
10,585.5 |
10,663.8 |
| PP |
10,597.5 |
10,597.5 |
10,597.5 |
10,564.4 |
| S1 |
10,425.0 |
10,425.0 |
10,529.5 |
10,358.8 |
| S2 |
10,292.5 |
10,292.5 |
10,501.6 |
|
| S3 |
9,987.5 |
10,120.0 |
10,473.6 |
|
| S4 |
9,682.5 |
9,815.0 |
10,389.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
165.0 |
1.6% |
22% |
False |
True |
23,136 |
| 10 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
153.9 |
1.5% |
22% |
False |
True |
11,771 |
| 20 |
10,783.5 |
10,309.0 |
474.5 |
4.6% |
143.7 |
1.4% |
22% |
False |
True |
5,984 |
| 40 |
10,783.5 |
9,903.0 |
880.5 |
8.5% |
128.1 |
1.2% |
58% |
False |
False |
3,066 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
146.9 |
1.4% |
77% |
False |
False |
2,104 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
133.6 |
1.3% |
77% |
False |
False |
1,589 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
117.1 |
1.1% |
77% |
False |
False |
1,272 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
101.5 |
1.0% |
77% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,498.1 |
|
2.618 |
11,128.5 |
|
1.618 |
10,902.0 |
|
1.000 |
10,762.0 |
|
0.618 |
10,675.5 |
|
HIGH |
10,535.5 |
|
0.618 |
10,449.0 |
|
0.500 |
10,422.3 |
|
0.382 |
10,395.5 |
|
LOW |
10,309.0 |
|
0.618 |
10,169.0 |
|
1.000 |
10,082.5 |
|
1.618 |
9,942.5 |
|
2.618 |
9,716.0 |
|
4.250 |
9,346.4 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,422.3 |
10,539.5 |
| PP |
10,419.0 |
10,497.2 |
| S1 |
10,415.8 |
10,454.8 |
|