| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,367.0 |
10,529.0 |
162.0 |
1.6% |
10,336.0 |
| High |
10,514.0 |
10,568.0 |
54.0 |
0.5% |
10,698.0 |
| Low |
10,361.5 |
10,246.5 |
-115.0 |
-1.1% |
10,314.0 |
| Close |
10,427.0 |
10,390.0 |
-37.0 |
-0.4% |
10,618.0 |
| Range |
152.5 |
321.5 |
169.0 |
110.8% |
384.0 |
| ATR |
163.3 |
174.6 |
11.3 |
6.9% |
0.0 |
| Volume |
125,072 |
135,702 |
10,630 |
8.5% |
478,415 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,366.0 |
11,199.5 |
10,566.8 |
|
| R3 |
11,044.5 |
10,878.0 |
10,478.4 |
|
| R2 |
10,723.0 |
10,723.0 |
10,448.9 |
|
| R1 |
10,556.5 |
10,556.5 |
10,419.5 |
10,479.0 |
| PP |
10,401.5 |
10,401.5 |
10,401.5 |
10,362.8 |
| S1 |
10,235.0 |
10,235.0 |
10,360.5 |
10,157.5 |
| S2 |
10,080.0 |
10,080.0 |
10,331.1 |
|
| S3 |
9,758.5 |
9,913.5 |
10,301.6 |
|
| S4 |
9,437.0 |
9,592.0 |
10,213.2 |
|
|
| 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 |
10,672.0 |
10,246.5 |
425.5 |
4.1% |
191.1 |
1.8% |
34% |
False |
True |
115,635 |
| 10 |
10,698.0 |
10,236.0 |
462.0 |
4.4% |
166.9 |
1.6% |
33% |
False |
False |
103,006 |
| 20 |
10,770.0 |
10,236.0 |
534.0 |
5.1% |
164.4 |
1.6% |
29% |
False |
False |
69,961 |
| 40 |
10,783.5 |
10,171.5 |
612.0 |
5.9% |
142.8 |
1.4% |
36% |
False |
False |
35,085 |
| 60 |
10,783.5 |
9,339.0 |
1,444.5 |
13.9% |
137.4 |
1.3% |
73% |
False |
False |
23,429 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
145.1 |
1.4% |
76% |
False |
False |
17,618 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
134.8 |
1.3% |
76% |
False |
False |
14,096 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.6% |
115.8 |
1.1% |
76% |
False |
False |
11,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,934.4 |
|
2.618 |
11,409.7 |
|
1.618 |
11,088.2 |
|
1.000 |
10,889.5 |
|
0.618 |
10,766.7 |
|
HIGH |
10,568.0 |
|
0.618 |
10,445.2 |
|
0.500 |
10,407.3 |
|
0.382 |
10,369.3 |
|
LOW |
10,246.5 |
|
0.618 |
10,047.8 |
|
1.000 |
9,925.0 |
|
1.618 |
9,726.3 |
|
2.618 |
9,404.8 |
|
4.250 |
8,880.1 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,407.3 |
10,407.3 |
| PP |
10,401.5 |
10,401.5 |
| S1 |
10,395.8 |
10,395.8 |
|