| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,511.5 |
10,424.5 |
-87.0 |
-0.8% |
10,684.5 |
| High |
10,511.5 |
10,441.0 |
-70.5 |
-0.7% |
10,770.0 |
| Low |
10,345.5 |
10,338.5 |
-7.0 |
-0.1% |
10,465.0 |
| Close |
10,378.5 |
10,384.0 |
5.5 |
0.1% |
10,557.5 |
| Range |
166.0 |
102.5 |
-63.5 |
-38.3% |
305.0 |
| ATR |
157.7 |
153.8 |
-3.9 |
-2.5% |
0.0 |
| Volume |
66,373 |
58,023 |
-8,350 |
-12.6% |
57,529 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,695.3 |
10,642.2 |
10,440.4 |
|
| R3 |
10,592.8 |
10,539.7 |
10,412.2 |
|
| R2 |
10,490.3 |
10,490.3 |
10,402.8 |
|
| R1 |
10,437.2 |
10,437.2 |
10,393.4 |
10,412.5 |
| PP |
10,387.8 |
10,387.8 |
10,387.8 |
10,375.5 |
| S1 |
10,334.7 |
10,334.7 |
10,374.6 |
10,310.0 |
| S2 |
10,285.3 |
10,285.3 |
10,365.2 |
|
| S3 |
10,182.8 |
10,232.2 |
10,355.8 |
|
| S4 |
10,080.3 |
10,129.7 |
10,327.6 |
|
|
| 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% |
179.8 |
1.7% |
16% |
False |
False |
46,308 |
| 10 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
158.8 |
1.5% |
16% |
False |
False |
24,177 |
| 20 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
149.0 |
1.4% |
16% |
False |
False |
12,177 |
| 40 |
10,783.5 |
9,974.0 |
809.5 |
7.8% |
128.8 |
1.2% |
51% |
False |
False |
6,173 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
146.2 |
1.4% |
75% |
False |
False |
4,174 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
132.4 |
1.3% |
75% |
False |
False |
3,143 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
119.1 |
1.1% |
75% |
False |
False |
2,516 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
103.1 |
1.0% |
75% |
False |
False |
2,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,876.6 |
|
2.618 |
10,709.3 |
|
1.618 |
10,606.8 |
|
1.000 |
10,543.5 |
|
0.618 |
10,504.3 |
|
HIGH |
10,441.0 |
|
0.618 |
10,401.8 |
|
0.500 |
10,389.8 |
|
0.382 |
10,377.7 |
|
LOW |
10,338.5 |
|
0.618 |
10,275.2 |
|
1.000 |
10,236.0 |
|
1.618 |
10,172.7 |
|
2.618 |
10,070.2 |
|
4.250 |
9,902.9 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,389.8 |
10,422.3 |
| PP |
10,387.8 |
10,409.5 |
| S1 |
10,385.9 |
10,396.8 |
|