| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,341.0 |
10,436.5 |
95.5 |
0.9% |
10,375.5 |
| High |
10,459.0 |
10,527.5 |
68.5 |
0.7% |
10,535.5 |
| Low |
10,341.0 |
10,394.0 |
53.0 |
0.5% |
10,236.0 |
| Close |
10,398.5 |
10,435.5 |
37.0 |
0.4% |
10,258.0 |
| Range |
118.0 |
133.5 |
15.5 |
13.1% |
299.5 |
| ATR |
150.8 |
149.5 |
-1.2 |
-0.8% |
0.0 |
| Volume |
103,205 |
118,325 |
15,120 |
14.7% |
383,809 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,852.8 |
10,777.7 |
10,508.9 |
|
| R3 |
10,719.3 |
10,644.2 |
10,472.2 |
|
| R2 |
10,585.8 |
10,585.8 |
10,460.0 |
|
| R1 |
10,510.7 |
10,510.7 |
10,447.7 |
10,481.5 |
| PP |
10,452.3 |
10,452.3 |
10,452.3 |
10,437.8 |
| S1 |
10,377.2 |
10,377.2 |
10,423.3 |
10,348.0 |
| S2 |
10,318.8 |
10,318.8 |
10,411.0 |
|
| S3 |
10,185.3 |
10,243.7 |
10,398.8 |
|
| S4 |
10,051.8 |
10,110.2 |
10,362.1 |
|
|
| 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 |
10,527.5 |
10,236.0 |
291.5 |
2.8% |
127.1 |
1.2% |
68% |
True |
False |
101,065 |
| 10 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
153.5 |
1.5% |
37% |
False |
False |
73,687 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
143.2 |
1.4% |
37% |
False |
False |
37,401 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
130.9 |
1.3% |
50% |
False |
False |
18,779 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.4% |
134.7 |
1.3% |
77% |
False |
False |
12,576 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
136.6 |
1.3% |
79% |
False |
False |
9,459 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
124.0 |
1.2% |
79% |
False |
False |
7,569 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
107.5 |
1.0% |
79% |
False |
False |
6,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,094.9 |
|
2.618 |
10,877.0 |
|
1.618 |
10,743.5 |
|
1.000 |
10,661.0 |
|
0.618 |
10,610.0 |
|
HIGH |
10,527.5 |
|
0.618 |
10,476.5 |
|
0.500 |
10,460.8 |
|
0.382 |
10,445.0 |
|
LOW |
10,394.0 |
|
0.618 |
10,311.5 |
|
1.000 |
10,260.5 |
|
1.618 |
10,178.0 |
|
2.618 |
10,044.5 |
|
4.250 |
9,826.6 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,460.8 |
10,430.6 |
| PP |
10,452.3 |
10,425.7 |
| S1 |
10,443.9 |
10,420.8 |
|