| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,132.25 |
2,133.75 |
1.50 |
0.1% |
2,115.25 |
| High |
2,146.75 |
2,143.50 |
-3.25 |
-0.2% |
2,156.00 |
| Low |
2,127.75 |
2,129.00 |
1.25 |
0.1% |
2,100.25 |
| Close |
2,133.00 |
2,131.00 |
-2.00 |
-0.1% |
2,132.50 |
| Range |
19.00 |
14.50 |
-4.50 |
-23.7% |
55.75 |
| ATR |
22.58 |
22.01 |
-0.58 |
-2.6% |
0.00 |
| Volume |
1,527,880 |
1,385,876 |
-142,004 |
-9.3% |
13,963,713 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.00 |
2,169.00 |
2,139.00 |
|
| R3 |
2,163.50 |
2,154.50 |
2,135.00 |
|
| R2 |
2,149.00 |
2,149.00 |
2,133.75 |
|
| R1 |
2,140.00 |
2,140.00 |
2,132.25 |
2,137.25 |
| PP |
2,134.50 |
2,134.50 |
2,134.50 |
2,133.00 |
| S1 |
2,125.50 |
2,125.50 |
2,129.75 |
2,122.75 |
| S2 |
2,120.00 |
2,120.00 |
2,128.25 |
|
| S3 |
2,105.50 |
2,111.00 |
2,127.00 |
|
| S4 |
2,091.00 |
2,096.50 |
2,123.00 |
|
|
| 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 |
2,146.75 |
2,107.75 |
39.00 |
1.8% |
21.25 |
1.0% |
60% |
False |
False |
1,965,143 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
28.25 |
1.3% |
37% |
False |
False |
2,074,225 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
22.50 |
1.1% |
37% |
False |
False |
1,051,959 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.00 |
0.8% |
37% |
False |
False |
528,349 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.00 |
0.9% |
75% |
False |
False |
353,271 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.00 |
1.0% |
75% |
False |
False |
265,316 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
75% |
False |
False |
212,358 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
75% |
False |
False |
177,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.00 |
|
2.618 |
2,181.50 |
|
1.618 |
2,167.00 |
|
1.000 |
2,158.00 |
|
0.618 |
2,152.50 |
|
HIGH |
2,143.50 |
|
0.618 |
2,138.00 |
|
0.500 |
2,136.25 |
|
0.382 |
2,134.50 |
|
LOW |
2,129.00 |
|
0.618 |
2,120.00 |
|
1.000 |
2,114.50 |
|
1.618 |
2,105.50 |
|
2.618 |
2,091.00 |
|
4.250 |
2,067.50 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.25 |
2,135.00 |
| PP |
2,134.50 |
2,133.50 |
| S1 |
2,132.75 |
2,132.25 |
|