| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,136.50 |
2,132.25 |
-4.25 |
-0.2% |
2,115.25 |
| High |
2,137.00 |
2,146.75 |
9.75 |
0.5% |
2,156.00 |
| Low |
2,123.00 |
2,127.75 |
4.75 |
0.2% |
2,100.25 |
| Close |
2,132.50 |
2,133.00 |
0.50 |
0.0% |
2,132.50 |
| Range |
14.00 |
19.00 |
5.00 |
35.7% |
55.75 |
| ATR |
22.86 |
22.58 |
-0.28 |
-1.2% |
0.00 |
| Volume |
2,064,530 |
1,527,880 |
-536,650 |
-26.0% |
13,963,713 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.75 |
2,182.00 |
2,143.50 |
|
| R3 |
2,173.75 |
2,163.00 |
2,138.25 |
|
| R2 |
2,154.75 |
2,154.75 |
2,136.50 |
|
| R1 |
2,144.00 |
2,144.00 |
2,134.75 |
2,149.50 |
| PP |
2,135.75 |
2,135.75 |
2,135.75 |
2,138.50 |
| S1 |
2,125.00 |
2,125.00 |
2,131.25 |
2,130.50 |
| S2 |
2,116.75 |
2,116.75 |
2,129.50 |
|
| S3 |
2,097.75 |
2,106.00 |
2,127.75 |
|
| S4 |
2,078.75 |
2,087.00 |
2,122.50 |
|
|
| 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 |
2,150.75 |
2,107.75 |
43.00 |
2.0% |
26.25 |
1.2% |
59% |
False |
False |
2,432,862 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
28.00 |
1.3% |
40% |
False |
False |
1,948,287 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
22.50 |
1.0% |
39% |
False |
False |
982,957 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.00 |
0.8% |
39% |
False |
False |
493,882 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
22.00 |
1.0% |
76% |
False |
False |
330,343 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.75 |
1.0% |
76% |
False |
False |
248,000 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
76% |
False |
False |
198,506 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
76% |
False |
False |
165,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.50 |
|
2.618 |
2,196.50 |
|
1.618 |
2,177.50 |
|
1.000 |
2,165.75 |
|
0.618 |
2,158.50 |
|
HIGH |
2,146.75 |
|
0.618 |
2,139.50 |
|
0.500 |
2,137.25 |
|
0.382 |
2,135.00 |
|
LOW |
2,127.75 |
|
0.618 |
2,116.00 |
|
1.000 |
2,108.75 |
|
1.618 |
2,097.00 |
|
2.618 |
2,078.00 |
|
4.250 |
2,047.00 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.25 |
2,131.00 |
| PP |
2,135.75 |
2,129.25 |
| S1 |
2,134.50 |
2,127.25 |
|