| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,424.5 |
10,343.5 |
-81.0 |
-0.8% |
10,684.5 |
| High |
10,441.0 |
10,465.0 |
24.0 |
0.2% |
10,770.0 |
| Low |
10,338.5 |
10,327.0 |
-11.5 |
-0.1% |
10,465.0 |
| Close |
10,384.0 |
10,434.5 |
50.5 |
0.5% |
10,557.5 |
| Range |
102.5 |
138.0 |
35.5 |
34.6% |
305.0 |
| ATR |
153.8 |
152.6 |
-1.1 |
-0.7% |
0.0 |
| Volume |
58,023 |
128,058 |
70,035 |
120.7% |
57,529 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,822.8 |
10,766.7 |
10,510.4 |
|
| R3 |
10,684.8 |
10,628.7 |
10,472.5 |
|
| R2 |
10,546.8 |
10,546.8 |
10,459.8 |
|
| R1 |
10,490.7 |
10,490.7 |
10,447.2 |
10,518.8 |
| PP |
10,408.8 |
10,408.8 |
10,408.8 |
10,422.9 |
| S1 |
10,352.7 |
10,352.7 |
10,421.9 |
10,380.8 |
| S2 |
10,270.8 |
10,270.8 |
10,409.2 |
|
| S3 |
10,132.8 |
10,214.7 |
10,396.6 |
|
| S4 |
9,994.8 |
10,076.7 |
10,358.6 |
|
|
| 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 |
10,657.5 |
10,309.0 |
348.5 |
3.3% |
165.1 |
1.6% |
36% |
False |
False |
70,242 |
| 10 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
162.0 |
1.6% |
27% |
False |
False |
36,917 |
| 20 |
10,770.0 |
10,309.0 |
461.0 |
4.4% |
147.5 |
1.4% |
27% |
False |
False |
18,577 |
| 40 |
10,783.5 |
10,050.0 |
733.5 |
7.0% |
128.6 |
1.2% |
52% |
False |
False |
9,371 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
146.8 |
1.4% |
78% |
False |
False |
6,304 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
133.8 |
1.3% |
78% |
False |
False |
4,744 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
120.4 |
1.2% |
78% |
False |
False |
3,796 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
104.3 |
1.0% |
78% |
False |
False |
3,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,051.5 |
|
2.618 |
10,826.3 |
|
1.618 |
10,688.3 |
|
1.000 |
10,603.0 |
|
0.618 |
10,550.3 |
|
HIGH |
10,465.0 |
|
0.618 |
10,412.3 |
|
0.500 |
10,396.0 |
|
0.382 |
10,379.7 |
|
LOW |
10,327.0 |
|
0.618 |
10,241.7 |
|
1.000 |
10,189.0 |
|
1.618 |
10,103.7 |
|
2.618 |
9,965.7 |
|
4.250 |
9,740.5 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,421.7 |
10,429.4 |
| PP |
10,408.8 |
10,424.3 |
| S1 |
10,396.0 |
10,419.3 |
|