| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,672.0 |
10,550.0 |
-122.0 |
-1.1% |
10,336.0 |
| High |
10,672.0 |
10,570.0 |
-102.0 |
-1.0% |
10,698.0 |
| Low |
10,595.0 |
10,369.0 |
-226.0 |
-2.1% |
10,314.0 |
| Close |
10,618.0 |
10,377.5 |
-240.5 |
-2.3% |
10,618.0 |
| Range |
77.0 |
201.0 |
124.0 |
161.0% |
384.0 |
| ATR |
151.8 |
158.8 |
6.9 |
4.6% |
0.0 |
| Volume |
99,729 |
107,993 |
8,264 |
8.3% |
478,415 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,041.8 |
10,910.7 |
10,488.1 |
|
| R3 |
10,840.8 |
10,709.7 |
10,432.8 |
|
| R2 |
10,639.8 |
10,639.8 |
10,414.4 |
|
| R1 |
10,508.7 |
10,508.7 |
10,395.9 |
10,473.8 |
| PP |
10,438.8 |
10,438.8 |
10,438.8 |
10,421.4 |
| S1 |
10,307.7 |
10,307.7 |
10,359.1 |
10,272.8 |
| S2 |
10,237.8 |
10,237.8 |
10,340.7 |
|
| S3 |
10,036.8 |
10,106.7 |
10,322.2 |
|
| S4 |
9,835.8 |
9,905.7 |
10,267.0 |
|
|
| 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 |
10,341.0 |
357.0 |
3.4% |
149.1 |
1.4% |
10% |
False |
False |
100,773 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.5% |
139.8 |
1.3% |
31% |
False |
False |
91,206 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
146.8 |
1.4% |
26% |
False |
False |
51,488 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
138.0 |
1.3% |
42% |
False |
False |
25,829 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.5% |
134.6 |
1.3% |
73% |
False |
False |
17,269 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
139.1 |
1.3% |
75% |
False |
False |
12,988 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
128.6 |
1.2% |
75% |
False |
False |
10,392 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
110.1 |
1.1% |
75% |
False |
False |
8,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,424.3 |
|
2.618 |
11,096.2 |
|
1.618 |
10,895.2 |
|
1.000 |
10,771.0 |
|
0.618 |
10,694.2 |
|
HIGH |
10,570.0 |
|
0.618 |
10,493.2 |
|
0.500 |
10,469.5 |
|
0.382 |
10,445.8 |
|
LOW |
10,369.0 |
|
0.618 |
10,244.8 |
|
1.000 |
10,168.0 |
|
1.618 |
10,043.8 |
|
2.618 |
9,842.8 |
|
4.250 |
9,514.8 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,469.5 |
10,533.5 |
| PP |
10,438.8 |
10,481.5 |
| S1 |
10,408.2 |
10,429.5 |
|