| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,375.5 |
10,511.5 |
136.0 |
1.3% |
10,684.5 |
| High |
10,535.5 |
10,511.5 |
-24.0 |
-0.2% |
10,770.0 |
| Low |
10,309.0 |
10,345.5 |
36.5 |
0.4% |
10,465.0 |
| Close |
10,412.5 |
10,378.5 |
-34.0 |
-0.3% |
10,557.5 |
| Range |
226.5 |
166.0 |
-60.5 |
-26.7% |
305.0 |
| ATR |
157.1 |
157.7 |
0.6 |
0.4% |
0.0 |
| Volume |
58,154 |
66,373 |
8,219 |
14.1% |
57,529 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,909.8 |
10,810.2 |
10,469.8 |
|
| R3 |
10,743.8 |
10,644.2 |
10,424.2 |
|
| R2 |
10,577.8 |
10,577.8 |
10,408.9 |
|
| R1 |
10,478.2 |
10,478.2 |
10,393.7 |
10,445.0 |
| PP |
10,411.8 |
10,411.8 |
10,411.8 |
10,395.3 |
| S1 |
10,312.2 |
10,312.2 |
10,363.3 |
10,279.0 |
| S2 |
10,245.8 |
10,245.8 |
10,348.1 |
|
| S3 |
10,079.8 |
10,146.2 |
10,332.9 |
|
| S4 |
9,913.8 |
9,980.2 |
10,287.2 |
|
|
| 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% |
181.8 |
1.8% |
15% |
False |
False |
36,104 |
| 10 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
159.0 |
1.5% |
15% |
False |
False |
18,388 |
| 20 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
148.1 |
1.4% |
15% |
False |
False |
9,285 |
| 40 |
10,783.5 |
9,903.0 |
880.5 |
8.5% |
128.9 |
1.2% |
54% |
False |
False |
4,723 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
147.5 |
1.4% |
75% |
False |
False |
3,208 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
134.8 |
1.3% |
75% |
False |
False |
2,418 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
118.8 |
1.1% |
75% |
False |
False |
1,936 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
102.9 |
1.0% |
75% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,217.0 |
|
2.618 |
10,946.1 |
|
1.618 |
10,780.1 |
|
1.000 |
10,677.5 |
|
0.618 |
10,614.1 |
|
HIGH |
10,511.5 |
|
0.618 |
10,448.1 |
|
0.500 |
10,428.5 |
|
0.382 |
10,408.9 |
|
LOW |
10,345.5 |
|
0.618 |
10,242.9 |
|
1.000 |
10,179.5 |
|
1.618 |
10,076.9 |
|
2.618 |
9,910.9 |
|
4.250 |
9,640.0 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,428.5 |
10,483.3 |
| PP |
10,411.8 |
10,448.3 |
| S1 |
10,395.2 |
10,413.4 |
|