| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,168.25 |
2,156.25 |
-12.00 |
-0.6% |
2,132.25 |
| High |
2,169.50 |
2,159.50 |
-10.00 |
-0.5% |
2,172.75 |
| Low |
2,156.00 |
2,136.75 |
-19.25 |
-0.9% |
2,126.25 |
| Close |
2,158.00 |
2,139.75 |
-18.25 |
-0.8% |
2,158.00 |
| Range |
13.50 |
22.75 |
9.25 |
68.5% |
46.50 |
| ATR |
21.84 |
21.90 |
0.07 |
0.3% |
0.00 |
| Volume |
1,448,300 |
1,602,771 |
154,471 |
10.7% |
7,713,004 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.50 |
2,199.50 |
2,152.25 |
|
| R3 |
2,190.75 |
2,176.75 |
2,146.00 |
|
| R2 |
2,168.00 |
2,168.00 |
2,144.00 |
|
| R1 |
2,154.00 |
2,154.00 |
2,141.75 |
2,149.50 |
| PP |
2,145.25 |
2,145.25 |
2,145.25 |
2,143.25 |
| S1 |
2,131.25 |
2,131.25 |
2,137.75 |
2,127.00 |
| S2 |
2,122.50 |
2,122.50 |
2,135.50 |
|
| S3 |
2,099.75 |
2,108.50 |
2,133.50 |
|
| S4 |
2,077.00 |
2,085.75 |
2,127.25 |
|
|
| 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% |
20.50 |
1.0% |
29% |
False |
False |
1,557,579 |
| 10 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
23.25 |
1.1% |
49% |
False |
False |
1,995,220 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
23.50 |
1.1% |
48% |
False |
False |
1,369,931 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.75 |
0.9% |
47% |
False |
False |
687,866 |
| 60 |
2,184.25 |
2,057.50 |
126.75 |
5.9% |
18.75 |
0.9% |
65% |
False |
False |
459,734 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
79% |
False |
False |
345,327 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
79% |
False |
False |
276,354 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
79% |
False |
False |
230,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.25 |
|
2.618 |
2,219.00 |
|
1.618 |
2,196.25 |
|
1.000 |
2,182.25 |
|
0.618 |
2,173.50 |
|
HIGH |
2,159.50 |
|
0.618 |
2,150.75 |
|
0.500 |
2,148.00 |
|
0.382 |
2,145.50 |
|
LOW |
2,136.75 |
|
0.618 |
2,122.75 |
|
1.000 |
2,114.00 |
|
1.618 |
2,100.00 |
|
2.618 |
2,077.25 |
|
4.250 |
2,040.00 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.00 |
2,154.75 |
| PP |
2,145.25 |
2,149.75 |
| S1 |
2,142.50 |
2,144.75 |
|