| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,125.00 |
2,115.00 |
-10.00 |
-0.5% |
2,172.25 |
| High |
2,134.50 |
2,144.50 |
10.00 |
0.5% |
2,182.75 |
| Low |
2,112.00 |
2,107.75 |
-4.25 |
-0.2% |
2,113.25 |
| Close |
2,113.25 |
2,138.00 |
24.75 |
1.2% |
2,116.00 |
| Range |
22.50 |
36.75 |
14.25 |
63.3% |
69.50 |
| ATR |
22.44 |
23.47 |
1.02 |
4.6% |
0.00 |
| Volume |
2,546,136 |
2,301,296 |
-244,840 |
-9.6% |
3,991,285 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.25 |
2,226.00 |
2,158.25 |
|
| R3 |
2,203.50 |
2,189.25 |
2,148.00 |
|
| R2 |
2,166.75 |
2,166.75 |
2,144.75 |
|
| R1 |
2,152.50 |
2,152.50 |
2,141.25 |
2,159.50 |
| PP |
2,130.00 |
2,130.00 |
2,130.00 |
2,133.75 |
| S1 |
2,115.75 |
2,115.75 |
2,134.75 |
2,123.00 |
| S2 |
2,093.25 |
2,093.25 |
2,131.25 |
|
| S3 |
2,056.50 |
2,079.00 |
2,128.00 |
|
| S4 |
2,019.75 |
2,042.25 |
2,117.75 |
|
|
| 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 |
2,171.75 |
2,100.25 |
71.50 |
3.3% |
42.50 |
2.0% |
53% |
False |
False |
2,943,532 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
29.00 |
1.4% |
46% |
False |
False |
1,595,177 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
21.75 |
1.0% |
45% |
False |
False |
803,791 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.00 |
0.8% |
45% |
False |
False |
404,149 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
22.00 |
1.0% |
78% |
False |
False |
270,538 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
203,105 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
78% |
False |
False |
162,603 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
78% |
False |
False |
135,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.75 |
|
2.618 |
2,240.75 |
|
1.618 |
2,204.00 |
|
1.000 |
2,181.25 |
|
0.618 |
2,167.25 |
|
HIGH |
2,144.50 |
|
0.618 |
2,130.50 |
|
0.500 |
2,126.00 |
|
0.382 |
2,121.75 |
|
LOW |
2,107.75 |
|
0.618 |
2,085.00 |
|
1.000 |
2,071.00 |
|
1.618 |
2,048.25 |
|
2.618 |
2,011.50 |
|
4.250 |
1,951.50 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,134.00 |
2,135.00 |
| PP |
2,130.00 |
2,132.25 |
| S1 |
2,126.00 |
2,129.25 |
|