| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,115.00 |
2,136.50 |
21.50 |
1.0% |
2,115.25 |
| High |
2,144.50 |
2,137.00 |
-7.50 |
-0.3% |
2,156.00 |
| Low |
2,107.75 |
2,123.00 |
15.25 |
0.7% |
2,100.25 |
| Close |
2,138.00 |
2,132.50 |
-5.50 |
-0.3% |
2,132.50 |
| Range |
36.75 |
14.00 |
-22.75 |
-61.9% |
55.75 |
| ATR |
23.47 |
22.86 |
-0.60 |
-2.6% |
0.00 |
| Volume |
2,301,296 |
2,064,530 |
-236,766 |
-10.3% |
13,963,713 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.75 |
2,166.75 |
2,140.25 |
|
| R3 |
2,158.75 |
2,152.75 |
2,136.25 |
|
| R2 |
2,144.75 |
2,144.75 |
2,135.00 |
|
| R1 |
2,138.75 |
2,138.75 |
2,133.75 |
2,134.75 |
| PP |
2,130.75 |
2,130.75 |
2,130.75 |
2,129.00 |
| S1 |
2,124.75 |
2,124.75 |
2,131.25 |
2,120.75 |
| S2 |
2,116.75 |
2,116.75 |
2,130.00 |
|
| S3 |
2,102.75 |
2,110.75 |
2,128.75 |
|
| S4 |
2,088.75 |
2,096.75 |
2,124.75 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.75 |
2,270.50 |
2,163.25 |
|
| R3 |
2,241.00 |
2,214.75 |
2,147.75 |
|
| R2 |
2,185.25 |
2,185.25 |
2,142.75 |
|
| R1 |
2,159.00 |
2,159.00 |
2,137.50 |
2,172.00 |
| PP |
2,129.50 |
2,129.50 |
2,129.50 |
2,136.25 |
| S1 |
2,103.25 |
2,103.25 |
2,127.50 |
2,116.50 |
| S2 |
2,073.75 |
2,073.75 |
2,122.25 |
|
| S3 |
2,018.00 |
2,047.50 |
2,117.25 |
|
| S4 |
1,962.25 |
1,991.75 |
2,101.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,156.00 |
2,100.25 |
55.75 |
2.6% |
33.50 |
1.6% |
58% |
False |
False |
2,792,742 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
28.25 |
1.3% |
39% |
False |
False |
1,798,795 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
22.00 |
1.0% |
38% |
False |
False |
906,787 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.00 |
0.8% |
38% |
False |
False |
455,722 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
22.00 |
1.0% |
76% |
False |
False |
304,922 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.75 |
1.0% |
76% |
False |
False |
228,907 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
76% |
False |
False |
183,235 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
76% |
False |
False |
152,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.50 |
|
2.618 |
2,173.75 |
|
1.618 |
2,159.75 |
|
1.000 |
2,151.00 |
|
0.618 |
2,145.75 |
|
HIGH |
2,137.00 |
|
0.618 |
2,131.75 |
|
0.500 |
2,130.00 |
|
0.382 |
2,128.25 |
|
LOW |
2,123.00 |
|
0.618 |
2,114.25 |
|
1.000 |
2,109.00 |
|
1.618 |
2,100.25 |
|
2.618 |
2,086.25 |
|
4.250 |
2,063.50 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,131.75 |
2,130.50 |
| PP |
2,130.75 |
2,128.25 |
| S1 |
2,130.00 |
2,126.00 |
|