| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,500.0 |
10,672.0 |
172.0 |
1.6% |
10,336.0 |
| High |
10,698.0 |
10,672.0 |
-26.0 |
-0.2% |
10,698.0 |
| Low |
10,482.0 |
10,595.0 |
113.0 |
1.1% |
10,314.0 |
| Close |
10,655.0 |
10,618.0 |
-37.0 |
-0.3% |
10,618.0 |
| Range |
216.0 |
77.0 |
-139.0 |
-64.4% |
384.0 |
| ATR |
157.6 |
151.8 |
-5.8 |
-3.7% |
0.0 |
| Volume |
74,616 |
99,729 |
25,113 |
33.7% |
478,415 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,859.3 |
10,815.7 |
10,660.4 |
|
| R3 |
10,782.3 |
10,738.7 |
10,639.2 |
|
| R2 |
10,705.3 |
10,705.3 |
10,632.1 |
|
| R1 |
10,661.7 |
10,661.7 |
10,625.1 |
10,645.0 |
| PP |
10,628.3 |
10,628.3 |
10,628.3 |
10,620.0 |
| S1 |
10,584.7 |
10,584.7 |
10,610.9 |
10,568.0 |
| S2 |
10,551.3 |
10,551.3 |
10,603.9 |
|
| S3 |
10,474.3 |
10,507.7 |
10,596.8 |
|
| S4 |
10,397.3 |
10,430.7 |
10,575.7 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,695.3 |
11,540.7 |
10,829.2 |
|
| R3 |
11,311.3 |
11,156.7 |
10,723.6 |
|
| R2 |
10,927.3 |
10,927.3 |
10,688.4 |
|
| R1 |
10,772.7 |
10,772.7 |
10,653.2 |
10,850.0 |
| PP |
10,543.3 |
10,543.3 |
10,543.3 |
10,582.0 |
| S1 |
10,388.7 |
10,388.7 |
10,582.8 |
10,466.0 |
| S2 |
10,159.3 |
10,159.3 |
10,547.6 |
|
| S3 |
9,775.3 |
10,004.7 |
10,512.4 |
|
| S4 |
9,391.3 |
9,620.7 |
10,406.8 |
|
|
| 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 |
10,314.0 |
384.0 |
3.6% |
121.5 |
1.1% |
79% |
False |
False |
95,683 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.4% |
142.4 |
1.3% |
83% |
False |
False |
86,222 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.0% |
144.2 |
1.4% |
72% |
False |
False |
46,098 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
134.5 |
1.3% |
76% |
False |
False |
23,131 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.2% |
133.3 |
1.3% |
89% |
False |
False |
15,477 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
139.3 |
1.3% |
90% |
False |
False |
11,638 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
126.9 |
1.2% |
90% |
False |
False |
9,312 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
108.7 |
1.0% |
90% |
False |
False |
7,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,999.3 |
|
2.618 |
10,873.6 |
|
1.618 |
10,796.6 |
|
1.000 |
10,749.0 |
|
0.618 |
10,719.6 |
|
HIGH |
10,672.0 |
|
0.618 |
10,642.6 |
|
0.500 |
10,633.5 |
|
0.382 |
10,624.4 |
|
LOW |
10,595.0 |
|
0.618 |
10,547.4 |
|
1.000 |
10,518.0 |
|
1.618 |
10,470.4 |
|
2.618 |
10,393.4 |
|
4.250 |
10,267.8 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,633.5 |
10,594.0 |
| PP |
10,628.3 |
10,570.0 |
| S1 |
10,623.2 |
10,546.0 |
|