| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,402.0 |
10,336.0 |
-66.0 |
-0.6% |
10,375.5 |
| High |
10,419.0 |
10,377.0 |
-42.0 |
-0.4% |
10,535.5 |
| Low |
10,236.0 |
10,314.0 |
78.0 |
0.8% |
10,236.0 |
| Close |
10,258.0 |
10,363.5 |
105.5 |
1.0% |
10,258.0 |
| Range |
183.0 |
63.0 |
-120.0 |
-65.6% |
299.5 |
| ATR |
155.9 |
153.3 |
-2.6 |
-1.7% |
0.0 |
| Volume |
73,201 |
82,540 |
9,339 |
12.8% |
383,809 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,540.5 |
10,515.0 |
10,398.2 |
|
| R3 |
10,477.5 |
10,452.0 |
10,380.8 |
|
| R2 |
10,414.5 |
10,414.5 |
10,375.1 |
|
| R1 |
10,389.0 |
10,389.0 |
10,369.3 |
10,401.8 |
| PP |
10,351.5 |
10,351.5 |
10,351.5 |
10,357.9 |
| S1 |
10,326.0 |
10,326.0 |
10,357.7 |
10,338.8 |
| S2 |
10,288.5 |
10,288.5 |
10,352.0 |
|
| S3 |
10,225.5 |
10,263.0 |
10,346.2 |
|
| S4 |
10,162.5 |
10,200.0 |
10,328.9 |
|
|
| 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 |
10,511.5 |
10,236.0 |
275.5 |
2.7% |
130.5 |
1.3% |
46% |
False |
False |
81,639 |
| 10 |
10,770.0 |
10,236.0 |
534.0 |
5.2% |
147.8 |
1.4% |
24% |
False |
False |
52,387 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.2% |
149.2 |
1.4% |
24% |
False |
False |
26,349 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
130.0 |
1.3% |
40% |
False |
False |
13,262 |
| 60 |
10,783.5 |
9,190.0 |
1,593.5 |
15.4% |
139.0 |
1.3% |
74% |
False |
False |
8,887 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
135.3 |
1.3% |
74% |
False |
False |
6,690 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
121.5 |
1.2% |
74% |
False |
False |
5,354 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
105.8 |
1.0% |
74% |
False |
False |
4,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,644.8 |
|
2.618 |
10,541.9 |
|
1.618 |
10,478.9 |
|
1.000 |
10,440.0 |
|
0.618 |
10,415.9 |
|
HIGH |
10,377.0 |
|
0.618 |
10,352.9 |
|
0.500 |
10,345.5 |
|
0.382 |
10,338.1 |
|
LOW |
10,314.0 |
|
0.618 |
10,275.1 |
|
1.000 |
10,251.0 |
|
1.618 |
10,212.1 |
|
2.618 |
10,149.1 |
|
4.250 |
10,046.3 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,357.5 |
10,359.2 |
| PP |
10,351.5 |
10,354.8 |
| S1 |
10,345.5 |
10,350.5 |
|