| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,439.5 |
10,367.0 |
-72.5 |
-0.7% |
10,336.0 |
| High |
10,456.0 |
10,514.0 |
58.0 |
0.6% |
10,698.0 |
| Low |
10,252.5 |
10,361.5 |
109.0 |
1.1% |
10,314.0 |
| Close |
10,333.5 |
10,427.0 |
93.5 |
0.9% |
10,618.0 |
| Range |
203.5 |
152.5 |
-51.0 |
-25.1% |
384.0 |
| ATR |
162.0 |
163.3 |
1.3 |
0.8% |
0.0 |
| Volume |
109,680 |
125,072 |
15,392 |
14.0% |
478,415 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,891.7 |
10,811.8 |
10,510.9 |
|
| R3 |
10,739.2 |
10,659.3 |
10,468.9 |
|
| R2 |
10,586.7 |
10,586.7 |
10,455.0 |
|
| R1 |
10,506.8 |
10,506.8 |
10,441.0 |
10,546.8 |
| PP |
10,434.2 |
10,434.2 |
10,434.2 |
10,454.1 |
| S1 |
10,354.3 |
10,354.3 |
10,413.0 |
10,394.3 |
| S2 |
10,281.7 |
10,281.7 |
10,399.0 |
|
| S3 |
10,129.2 |
10,201.8 |
10,385.1 |
|
| S4 |
9,976.7 |
10,049.3 |
10,343.1 |
|
|
| 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% |
170.0 |
1.6% |
39% |
False |
False |
103,418 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.4% |
148.6 |
1.4% |
41% |
False |
False |
102,241 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
153.7 |
1.5% |
36% |
False |
False |
63,209 |
| 40 |
10,783.5 |
10,089.0 |
694.5 |
6.7% |
137.6 |
1.3% |
49% |
False |
False |
31,694 |
| 60 |
10,783.5 |
9,281.0 |
1,502.5 |
14.4% |
135.7 |
1.3% |
76% |
False |
False |
21,168 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
141.7 |
1.4% |
78% |
False |
False |
15,922 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
132.1 |
1.3% |
78% |
False |
False |
12,739 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
113.1 |
1.1% |
78% |
False |
False |
10,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,162.1 |
|
2.618 |
10,913.2 |
|
1.618 |
10,760.7 |
|
1.000 |
10,666.5 |
|
0.618 |
10,608.2 |
|
HIGH |
10,514.0 |
|
0.618 |
10,455.7 |
|
0.500 |
10,437.8 |
|
0.382 |
10,419.8 |
|
LOW |
10,361.5 |
|
0.618 |
10,267.3 |
|
1.000 |
10,209.0 |
|
1.618 |
10,114.8 |
|
2.618 |
9,962.3 |
|
4.250 |
9,713.4 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,437.8 |
10,421.8 |
| PP |
10,434.2 |
10,416.5 |
| S1 |
10,430.6 |
10,411.3 |
|