| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,336.0 |
10,341.0 |
5.0 |
0.0% |
10,375.5 |
| High |
10,377.0 |
10,459.0 |
82.0 |
0.8% |
10,535.5 |
| Low |
10,314.0 |
10,341.0 |
27.0 |
0.3% |
10,236.0 |
| Close |
10,363.5 |
10,398.5 |
35.0 |
0.3% |
10,258.0 |
| Range |
63.0 |
118.0 |
55.0 |
87.3% |
299.5 |
| ATR |
153.3 |
150.8 |
-2.5 |
-1.6% |
0.0 |
| Volume |
82,540 |
103,205 |
20,665 |
25.0% |
383,809 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,753.5 |
10,694.0 |
10,463.4 |
|
| R3 |
10,635.5 |
10,576.0 |
10,431.0 |
|
| R2 |
10,517.5 |
10,517.5 |
10,420.1 |
|
| R1 |
10,458.0 |
10,458.0 |
10,409.3 |
10,487.8 |
| PP |
10,399.5 |
10,399.5 |
10,399.5 |
10,414.4 |
| S1 |
10,340.0 |
10,340.0 |
10,387.7 |
10,369.8 |
| S2 |
10,281.5 |
10,281.5 |
10,376.9 |
|
| S3 |
10,163.5 |
10,222.0 |
10,366.1 |
|
| S4 |
10,045.5 |
10,104.0 |
10,333.6 |
|
|
| 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 |
10,465.0 |
10,236.0 |
229.0 |
2.2% |
120.9 |
1.2% |
71% |
False |
False |
89,005 |
| 10 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
151.4 |
1.5% |
30% |
False |
False |
62,554 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
141.9 |
1.4% |
30% |
False |
False |
31,494 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
130.2 |
1.3% |
45% |
False |
False |
15,841 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.4% |
134.9 |
1.3% |
74% |
False |
False |
10,605 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
136.5 |
1.3% |
76% |
False |
False |
7,980 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
122.7 |
1.2% |
76% |
False |
False |
6,385 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
106.7 |
1.0% |
76% |
False |
False |
5,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,960.5 |
|
2.618 |
10,767.9 |
|
1.618 |
10,649.9 |
|
1.000 |
10,577.0 |
|
0.618 |
10,531.9 |
|
HIGH |
10,459.0 |
|
0.618 |
10,413.9 |
|
0.500 |
10,400.0 |
|
0.382 |
10,386.1 |
|
LOW |
10,341.0 |
|
0.618 |
10,268.1 |
|
1.000 |
10,223.0 |
|
1.618 |
10,150.1 |
|
2.618 |
10,032.1 |
|
4.250 |
9,839.5 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,400.0 |
10,381.5 |
| PP |
10,399.5 |
10,364.5 |
| S1 |
10,399.0 |
10,347.5 |
|