| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,170.25 |
2,115.25 |
-55.00 |
-2.5% |
2,172.25 |
| High |
2,171.75 |
2,156.00 |
-15.75 |
-0.7% |
2,182.75 |
| Low |
2,113.25 |
2,100.25 |
-13.00 |
-0.6% |
2,113.25 |
| Close |
2,116.00 |
2,152.00 |
36.00 |
1.7% |
2,116.00 |
| Range |
58.50 |
55.75 |
-2.75 |
-4.7% |
69.50 |
| ATR |
18.44 |
21.11 |
2.66 |
14.4% |
0.00 |
| Volume |
2,818,480 |
3,327,280 |
508,800 |
18.1% |
3,991,285 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.25 |
2,283.50 |
2,182.75 |
|
| R3 |
2,247.50 |
2,227.75 |
2,167.25 |
|
| R2 |
2,191.75 |
2,191.75 |
2,162.25 |
|
| R1 |
2,172.00 |
2,172.00 |
2,157.00 |
2,182.00 |
| PP |
2,136.00 |
2,136.00 |
2,136.00 |
2,141.00 |
| S1 |
2,116.25 |
2,116.25 |
2,147.00 |
2,126.00 |
| S2 |
2,080.25 |
2,080.25 |
2,141.75 |
|
| S3 |
2,024.50 |
2,060.50 |
2,136.75 |
|
| S4 |
1,968.75 |
2,004.75 |
2,121.25 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.75 |
2,300.50 |
2,154.25 |
|
| R3 |
2,276.25 |
2,231.00 |
2,135.00 |
|
| R2 |
2,206.75 |
2,206.75 |
2,128.75 |
|
| R1 |
2,161.50 |
2,161.50 |
2,122.25 |
2,149.50 |
| PP |
2,137.25 |
2,137.25 |
2,137.25 |
2,131.25 |
| S1 |
2,092.00 |
2,092.00 |
2,109.75 |
2,080.00 |
| S2 |
2,067.75 |
2,067.75 |
2,103.25 |
|
| S3 |
1,998.25 |
2,022.50 |
2,097.00 |
|
| S4 |
1,928.75 |
1,953.00 |
2,077.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
30.00 |
1.4% |
63% |
False |
True |
1,463,713 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
23.75 |
1.1% |
63% |
False |
True |
744,641 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.75 |
0.9% |
62% |
False |
True |
376,126 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
16.50 |
0.8% |
62% |
False |
True |
190,060 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
85% |
False |
False |
127,792 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.50 |
1.0% |
85% |
False |
False |
95,965 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
85% |
False |
False |
76,892 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
85% |
False |
False |
64,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.00 |
|
2.618 |
2,302.00 |
|
1.618 |
2,246.25 |
|
1.000 |
2,211.75 |
|
0.618 |
2,190.50 |
|
HIGH |
2,156.00 |
|
0.618 |
2,134.75 |
|
0.500 |
2,128.00 |
|
0.382 |
2,121.50 |
|
LOW |
2,100.25 |
|
0.618 |
2,065.75 |
|
1.000 |
2,044.50 |
|
1.618 |
2,010.00 |
|
2.618 |
1,954.25 |
|
4.250 |
1,863.25 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.00 |
2,148.50 |
| PP |
2,136.00 |
2,145.00 |
| S1 |
2,128.00 |
2,141.50 |
|