| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,130.00 |
2,156.25 |
26.25 |
1.2% |
2,115.25 |
| High |
2,157.50 |
2,172.75 |
15.25 |
0.7% |
2,156.00 |
| Low |
2,126.25 |
2,152.75 |
26.50 |
1.2% |
2,100.25 |
| Close |
2,156.25 |
2,168.25 |
12.00 |
0.6% |
2,132.50 |
| Range |
31.25 |
20.00 |
-11.25 |
-36.0% |
55.75 |
| ATR |
22.67 |
22.48 |
-0.19 |
-0.8% |
0.00 |
| Volume |
1,826,950 |
1,523,998 |
-302,952 |
-16.6% |
13,963,713 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.50 |
2,216.50 |
2,179.25 |
|
| R3 |
2,204.50 |
2,196.50 |
2,173.75 |
|
| R2 |
2,184.50 |
2,184.50 |
2,172.00 |
|
| R1 |
2,176.50 |
2,176.50 |
2,170.00 |
2,180.50 |
| PP |
2,164.50 |
2,164.50 |
2,164.50 |
2,166.50 |
| S1 |
2,156.50 |
2,156.50 |
2,166.50 |
2,160.50 |
| S2 |
2,144.50 |
2,144.50 |
2,164.50 |
|
| S3 |
2,124.50 |
2,136.50 |
2,162.75 |
|
| S4 |
2,104.50 |
2,116.50 |
2,157.25 |
|
|
| 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 |
2,172.75 |
2,123.00 |
49.75 |
2.3% |
19.75 |
0.9% |
91% |
True |
False |
1,665,846 |
| 10 |
2,172.75 |
2,100.25 |
72.50 |
3.3% |
31.00 |
1.4% |
94% |
True |
False |
2,304,689 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
23.50 |
1.1% |
82% |
False |
False |
1,218,799 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
81% |
False |
False |
611,816 |
| 60 |
2,184.25 |
2,014.50 |
169.75 |
7.8% |
19.50 |
0.9% |
91% |
False |
False |
408,999 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
92% |
False |
False |
307,199 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
92% |
False |
False |
245,857 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
92% |
False |
False |
204,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.75 |
|
2.618 |
2,225.00 |
|
1.618 |
2,205.00 |
|
1.000 |
2,192.75 |
|
0.618 |
2,185.00 |
|
HIGH |
2,172.75 |
|
0.618 |
2,165.00 |
|
0.500 |
2,162.75 |
|
0.382 |
2,160.50 |
|
LOW |
2,152.75 |
|
0.618 |
2,140.50 |
|
1.000 |
2,132.75 |
|
1.618 |
2,120.50 |
|
2.618 |
2,100.50 |
|
4.250 |
2,067.75 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.50 |
2,162.00 |
| PP |
2,164.50 |
2,155.75 |
| S1 |
2,162.75 |
2,149.50 |
|