| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,343.5 |
10,402.0 |
58.5 |
0.6% |
10,375.5 |
| High |
10,465.0 |
10,419.0 |
-46.0 |
-0.4% |
10,535.5 |
| Low |
10,327.0 |
10,236.0 |
-91.0 |
-0.9% |
10,236.0 |
| Close |
10,434.5 |
10,258.0 |
-176.5 |
-1.7% |
10,258.0 |
| Range |
138.0 |
183.0 |
45.0 |
32.6% |
299.5 |
| ATR |
152.6 |
155.9 |
3.3 |
2.1% |
0.0 |
| Volume |
128,058 |
73,201 |
-54,857 |
-42.8% |
383,809 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,853.3 |
10,738.7 |
10,358.7 |
|
| R3 |
10,670.3 |
10,555.7 |
10,308.3 |
|
| R2 |
10,487.3 |
10,487.3 |
10,291.6 |
|
| R1 |
10,372.7 |
10,372.7 |
10,274.8 |
10,338.5 |
| PP |
10,304.3 |
10,304.3 |
10,304.3 |
10,287.3 |
| S1 |
10,189.7 |
10,189.7 |
10,241.2 |
10,155.5 |
| S2 |
10,121.3 |
10,121.3 |
10,224.5 |
|
| S3 |
9,938.3 |
10,006.7 |
10,207.7 |
|
| S4 |
9,755.3 |
9,823.7 |
10,157.4 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,241.7 |
11,049.3 |
10,422.7 |
|
| R3 |
10,942.2 |
10,749.8 |
10,340.4 |
|
| R2 |
10,642.7 |
10,642.7 |
10,312.9 |
|
| R1 |
10,450.3 |
10,450.3 |
10,285.5 |
10,396.8 |
| PP |
10,343.2 |
10,343.2 |
10,343.2 |
10,316.4 |
| S1 |
10,150.8 |
10,150.8 |
10,230.5 |
10,097.3 |
| S2 |
10,043.7 |
10,043.7 |
10,203.1 |
|
| S3 |
9,744.2 |
9,851.3 |
10,175.6 |
|
| S4 |
9,444.7 |
9,551.8 |
10,093.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,535.5 |
10,236.0 |
299.5 |
2.9% |
163.2 |
1.6% |
7% |
False |
True |
76,761 |
| 10 |
10,770.0 |
10,236.0 |
534.0 |
5.2% |
162.4 |
1.6% |
4% |
False |
True |
44,189 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.2% |
153.9 |
1.5% |
4% |
False |
True |
22,230 |
| 40 |
10,783.5 |
10,050.0 |
733.5 |
7.2% |
130.8 |
1.3% |
28% |
False |
False |
11,200 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.8% |
146.3 |
1.4% |
68% |
False |
False |
7,515 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.8% |
135.0 |
1.3% |
68% |
False |
False |
5,658 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.8% |
121.1 |
1.2% |
68% |
False |
False |
4,528 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.8% |
105.5 |
1.0% |
68% |
False |
False |
3,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,196.8 |
|
2.618 |
10,898.1 |
|
1.618 |
10,715.1 |
|
1.000 |
10,602.0 |
|
0.618 |
10,532.1 |
|
HIGH |
10,419.0 |
|
0.618 |
10,349.1 |
|
0.500 |
10,327.5 |
|
0.382 |
10,305.9 |
|
LOW |
10,236.0 |
|
0.618 |
10,122.9 |
|
1.000 |
10,053.0 |
|
1.618 |
9,939.9 |
|
2.618 |
9,756.9 |
|
4.250 |
9,458.3 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,327.5 |
10,350.5 |
| PP |
10,304.3 |
10,319.7 |
| S1 |
10,281.2 |
10,288.8 |
|