| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,150.50 |
2,125.00 |
-25.50 |
-1.2% |
2,172.25 |
| High |
2,150.75 |
2,134.50 |
-16.25 |
-0.8% |
2,182.75 |
| Low |
2,112.25 |
2,112.00 |
-0.25 |
0.0% |
2,113.25 |
| Close |
2,122.25 |
2,113.25 |
-9.00 |
-0.4% |
2,116.00 |
| Range |
38.50 |
22.50 |
-16.00 |
-41.6% |
69.50 |
| ATR |
22.44 |
22.44 |
0.00 |
0.0% |
0.00 |
| Volume |
3,724,471 |
2,546,136 |
-1,178,335 |
-31.6% |
3,991,285 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.50 |
2,172.75 |
2,125.50 |
|
| R3 |
2,165.00 |
2,150.25 |
2,119.50 |
|
| R2 |
2,142.50 |
2,142.50 |
2,117.50 |
|
| R1 |
2,127.75 |
2,127.75 |
2,115.25 |
2,124.00 |
| PP |
2,120.00 |
2,120.00 |
2,120.00 |
2,118.00 |
| S1 |
2,105.25 |
2,105.25 |
2,111.25 |
2,101.50 |
| S2 |
2,097.50 |
2,097.50 |
2,109.00 |
|
| S3 |
2,075.00 |
2,082.75 |
2,107.00 |
|
| S4 |
2,052.50 |
2,060.25 |
2,101.00 |
|
|
| 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 |
3.9% |
37.75 |
1.8% |
16% |
False |
False |
2,656,502 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
26.75 |
1.3% |
16% |
False |
False |
1,367,752 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
20.75 |
1.0% |
15% |
False |
False |
689,188 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
17.50 |
0.8% |
15% |
False |
False |
346,760 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.75 |
1.0% |
67% |
False |
False |
232,215 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.75 |
1.0% |
67% |
False |
False |
174,341 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
67% |
False |
False |
139,594 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
67% |
False |
False |
116,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.00 |
|
2.618 |
2,193.50 |
|
1.618 |
2,171.00 |
|
1.000 |
2,157.00 |
|
0.618 |
2,148.50 |
|
HIGH |
2,134.50 |
|
0.618 |
2,126.00 |
|
0.500 |
2,123.25 |
|
0.382 |
2,120.50 |
|
LOW |
2,112.00 |
|
0.618 |
2,098.00 |
|
1.000 |
2,089.50 |
|
1.618 |
2,075.50 |
|
2.618 |
2,053.00 |
|
4.250 |
2,016.50 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,123.25 |
2,128.00 |
| PP |
2,120.00 |
2,123.25 |
| S1 |
2,116.50 |
2,118.25 |
|