| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,436.5 |
10,500.0 |
63.5 |
0.6% |
10,375.5 |
| High |
10,527.5 |
10,698.0 |
170.5 |
1.6% |
10,535.5 |
| Low |
10,394.0 |
10,482.0 |
88.0 |
0.8% |
10,236.0 |
| Close |
10,435.5 |
10,655.0 |
219.5 |
2.1% |
10,258.0 |
| Range |
133.5 |
216.0 |
82.5 |
61.8% |
299.5 |
| ATR |
149.5 |
157.6 |
8.1 |
5.4% |
0.0 |
| Volume |
118,325 |
74,616 |
-43,709 |
-36.9% |
383,809 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,259.7 |
11,173.3 |
10,773.8 |
|
| R3 |
11,043.7 |
10,957.3 |
10,714.4 |
|
| R2 |
10,827.7 |
10,827.7 |
10,694.6 |
|
| R1 |
10,741.3 |
10,741.3 |
10,674.8 |
10,784.5 |
| PP |
10,611.7 |
10,611.7 |
10,611.7 |
10,633.3 |
| S1 |
10,525.3 |
10,525.3 |
10,635.2 |
10,568.5 |
| S2 |
10,395.7 |
10,395.7 |
10,615.4 |
|
| S3 |
10,179.7 |
10,309.3 |
10,595.6 |
|
| S4 |
9,963.7 |
10,093.3 |
10,536.2 |
|
|
| 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 |
10,698.0 |
10,236.0 |
462.0 |
4.3% |
142.7 |
1.3% |
91% |
True |
False |
90,377 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.3% |
153.9 |
1.4% |
91% |
True |
False |
80,310 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.0% |
147.5 |
1.4% |
78% |
False |
False |
41,119 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
135.3 |
1.3% |
81% |
False |
False |
20,639 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.1% |
136.3 |
1.3% |
91% |
False |
False |
13,817 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
139.3 |
1.3% |
92% |
False |
False |
10,392 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
126.1 |
1.2% |
92% |
False |
False |
8,315 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
108.5 |
1.0% |
92% |
False |
False |
6,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,616.0 |
|
2.618 |
11,263.5 |
|
1.618 |
11,047.5 |
|
1.000 |
10,914.0 |
|
0.618 |
10,831.5 |
|
HIGH |
10,698.0 |
|
0.618 |
10,615.5 |
|
0.500 |
10,590.0 |
|
0.382 |
10,564.5 |
|
LOW |
10,482.0 |
|
0.618 |
10,348.5 |
|
1.000 |
10,266.0 |
|
1.618 |
10,132.5 |
|
2.618 |
9,916.5 |
|
4.250 |
9,564.0 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,633.3 |
10,609.8 |
| PP |
10,611.7 |
10,564.7 |
| S1 |
10,590.0 |
10,519.5 |
|