| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,550.0 |
10,439.5 |
-110.5 |
-1.0% |
10,336.0 |
| High |
10,570.0 |
10,456.0 |
-114.0 |
-1.1% |
10,698.0 |
| Low |
10,369.0 |
10,252.5 |
-116.5 |
-1.1% |
10,314.0 |
| Close |
10,377.5 |
10,333.5 |
-44.0 |
-0.4% |
10,618.0 |
| Range |
201.0 |
203.5 |
2.5 |
1.2% |
384.0 |
| ATR |
158.8 |
162.0 |
3.2 |
2.0% |
0.0 |
| Volume |
107,993 |
109,680 |
1,687 |
1.6% |
478,415 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,957.8 |
10,849.2 |
10,445.4 |
|
| R3 |
10,754.3 |
10,645.7 |
10,389.5 |
|
| R2 |
10,550.8 |
10,550.8 |
10,370.8 |
|
| R1 |
10,442.2 |
10,442.2 |
10,352.2 |
10,394.8 |
| PP |
10,347.3 |
10,347.3 |
10,347.3 |
10,323.6 |
| S1 |
10,238.7 |
10,238.7 |
10,314.8 |
10,191.3 |
| S2 |
10,143.8 |
10,143.8 |
10,296.2 |
|
| S3 |
9,940.3 |
10,035.2 |
10,277.5 |
|
| S4 |
9,736.8 |
9,831.7 |
10,221.6 |
|
|
| 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 |
10,252.5 |
445.5 |
4.3% |
166.2 |
1.6% |
18% |
False |
True |
102,068 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.5% |
143.6 |
1.4% |
21% |
False |
False |
95,537 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.2% |
151.3 |
1.5% |
18% |
False |
False |
56,962 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
138.6 |
1.3% |
35% |
False |
False |
28,569 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.5% |
136.4 |
1.3% |
70% |
False |
False |
19,095 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.7% |
141.3 |
1.4% |
72% |
False |
False |
14,359 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.7% |
130.6 |
1.3% |
72% |
False |
False |
11,489 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.7% |
111.8 |
1.1% |
72% |
False |
False |
9,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,320.9 |
|
2.618 |
10,988.8 |
|
1.618 |
10,785.3 |
|
1.000 |
10,659.5 |
|
0.618 |
10,581.8 |
|
HIGH |
10,456.0 |
|
0.618 |
10,378.3 |
|
0.500 |
10,354.3 |
|
0.382 |
10,330.2 |
|
LOW |
10,252.5 |
|
0.618 |
10,126.7 |
|
1.000 |
10,049.0 |
|
1.618 |
9,923.2 |
|
2.618 |
9,719.7 |
|
4.250 |
9,387.6 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,354.3 |
10,462.3 |
| PP |
10,347.3 |
10,419.3 |
| S1 |
10,340.4 |
10,376.4 |
|