| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,156.25 |
2,168.25 |
12.00 |
0.6% |
2,132.25 |
| High |
2,172.75 |
2,169.50 |
-3.25 |
-0.1% |
2,172.75 |
| Low |
2,152.75 |
2,156.00 |
3.25 |
0.2% |
2,126.25 |
| Close |
2,168.25 |
2,158.00 |
-10.25 |
-0.5% |
2,158.00 |
| Range |
20.00 |
13.50 |
-6.50 |
-32.5% |
46.50 |
| ATR |
22.48 |
21.84 |
-0.64 |
-2.9% |
0.00 |
| Volume |
1,523,998 |
1,448,300 |
-75,698 |
-5.0% |
7,713,004 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.75 |
2,193.25 |
2,165.50 |
|
| R3 |
2,188.25 |
2,179.75 |
2,161.75 |
|
| R2 |
2,174.75 |
2,174.75 |
2,160.50 |
|
| R1 |
2,166.25 |
2,166.25 |
2,159.25 |
2,163.75 |
| PP |
2,161.25 |
2,161.25 |
2,161.25 |
2,160.00 |
| S1 |
2,152.75 |
2,152.75 |
2,156.75 |
2,150.25 |
| S2 |
2,147.75 |
2,147.75 |
2,155.50 |
|
| S3 |
2,134.25 |
2,139.25 |
2,154.25 |
|
| S4 |
2,120.75 |
2,125.75 |
2,150.50 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.75 |
2,271.50 |
2,183.50 |
|
| R3 |
2,245.25 |
2,225.00 |
2,170.75 |
|
| R2 |
2,198.75 |
2,198.75 |
2,166.50 |
|
| R1 |
2,178.50 |
2,178.50 |
2,162.25 |
2,188.50 |
| PP |
2,152.25 |
2,152.25 |
2,152.25 |
2,157.50 |
| S1 |
2,132.00 |
2,132.00 |
2,153.75 |
2,142.00 |
| S2 |
2,105.75 |
2,105.75 |
2,149.50 |
|
| S3 |
2,059.25 |
2,085.50 |
2,145.25 |
|
| S4 |
2,012.75 |
2,039.00 |
2,132.50 |
|
|
| 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 |
2,126.25 |
46.50 |
2.2% |
19.75 |
0.9% |
68% |
False |
False |
1,542,600 |
| 10 |
2,172.75 |
2,100.25 |
72.50 |
3.4% |
26.50 |
1.2% |
80% |
False |
False |
2,167,671 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
23.75 |
1.1% |
70% |
False |
False |
1,290,708 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.50 |
0.9% |
69% |
False |
False |
647,879 |
| 60 |
2,184.25 |
2,048.00 |
136.25 |
6.3% |
18.75 |
0.9% |
81% |
False |
False |
433,084 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
88% |
False |
False |
325,294 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
88% |
False |
False |
260,329 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
88% |
False |
False |
217,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.00 |
|
2.618 |
2,204.75 |
|
1.618 |
2,191.25 |
|
1.000 |
2,183.00 |
|
0.618 |
2,177.75 |
|
HIGH |
2,169.50 |
|
0.618 |
2,164.25 |
|
0.500 |
2,162.75 |
|
0.382 |
2,161.25 |
|
LOW |
2,156.00 |
|
0.618 |
2,147.75 |
|
1.000 |
2,142.50 |
|
1.618 |
2,134.25 |
|
2.618 |
2,120.75 |
|
4.250 |
2,098.50 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,162.75 |
2,155.25 |
| PP |
2,161.25 |
2,152.25 |
| S1 |
2,159.50 |
2,149.50 |
|