| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,133.75 |
2,130.00 |
-3.75 |
-0.2% |
2,115.25 |
| High |
2,143.50 |
2,157.50 |
14.00 |
0.7% |
2,156.00 |
| Low |
2,129.00 |
2,126.25 |
-2.75 |
-0.1% |
2,100.25 |
| Close |
2,131.00 |
2,156.25 |
25.25 |
1.2% |
2,132.50 |
| Range |
14.50 |
31.25 |
16.75 |
115.5% |
55.75 |
| ATR |
22.01 |
22.67 |
0.66 |
3.0% |
0.00 |
| Volume |
1,385,876 |
1,826,950 |
441,074 |
31.8% |
13,963,713 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.50 |
2,229.50 |
2,173.50 |
|
| R3 |
2,209.25 |
2,198.25 |
2,164.75 |
|
| R2 |
2,178.00 |
2,178.00 |
2,162.00 |
|
| R1 |
2,167.00 |
2,167.00 |
2,159.00 |
2,172.50 |
| PP |
2,146.75 |
2,146.75 |
2,146.75 |
2,149.50 |
| S1 |
2,135.75 |
2,135.75 |
2,153.50 |
2,141.25 |
| S2 |
2,115.50 |
2,115.50 |
2,150.50 |
|
| S3 |
2,084.25 |
2,104.50 |
2,147.75 |
|
| S4 |
2,053.00 |
2,073.25 |
2,139.00 |
|
|
| 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 |
2,157.50 |
2,107.75 |
49.75 |
2.3% |
23.00 |
1.1% |
97% |
True |
False |
1,821,306 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
30.50 |
1.4% |
68% |
False |
False |
2,238,904 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
23.50 |
1.1% |
68% |
False |
False |
1,142,934 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
67% |
False |
False |
573,894 |
| 60 |
2,184.25 |
1,974.25 |
210.00 |
9.7% |
20.00 |
0.9% |
87% |
False |
False |
383,643 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
87% |
False |
False |
288,152 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
87% |
False |
False |
230,618 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
87% |
False |
False |
192,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.25 |
|
2.618 |
2,239.25 |
|
1.618 |
2,208.00 |
|
1.000 |
2,188.75 |
|
0.618 |
2,176.75 |
|
HIGH |
2,157.50 |
|
0.618 |
2,145.50 |
|
0.500 |
2,142.00 |
|
0.382 |
2,138.25 |
|
LOW |
2,126.25 |
|
0.618 |
2,107.00 |
|
1.000 |
2,095.00 |
|
1.618 |
2,075.75 |
|
2.618 |
2,044.50 |
|
4.250 |
1,993.50 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.50 |
2,151.50 |
| PP |
2,146.75 |
2,146.75 |
| S1 |
2,142.00 |
2,142.00 |
|