| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,139.25 |
2,152.00 |
12.75 |
0.6% |
2,132.25 |
| High |
2,154.00 |
2,165.25 |
11.25 |
0.5% |
2,172.75 |
| Low |
2,132.75 |
2,144.00 |
11.25 |
0.5% |
2,126.25 |
| Close |
2,152.75 |
2,163.25 |
10.50 |
0.5% |
2,158.00 |
| Range |
21.25 |
21.25 |
0.00 |
0.0% |
46.50 |
| ATR |
21.85 |
21.81 |
-0.04 |
-0.2% |
0.00 |
| Volume |
1,659,780 |
1,733,016 |
73,236 |
4.4% |
7,713,004 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.25 |
2,213.50 |
2,175.00 |
|
| R3 |
2,200.00 |
2,192.25 |
2,169.00 |
|
| R2 |
2,178.75 |
2,178.75 |
2,167.25 |
|
| R1 |
2,171.00 |
2,171.00 |
2,165.25 |
2,175.00 |
| PP |
2,157.50 |
2,157.50 |
2,157.50 |
2,159.50 |
| S1 |
2,149.75 |
2,149.75 |
2,161.25 |
2,153.50 |
| S2 |
2,136.25 |
2,136.25 |
2,159.25 |
|
| S3 |
2,115.00 |
2,128.50 |
2,157.50 |
|
| S4 |
2,093.75 |
2,107.25 |
2,151.50 |
|
|
| 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 |
2,132.75 |
40.00 |
1.8% |
19.75 |
0.9% |
76% |
False |
False |
1,593,573 |
| 10 |
2,172.75 |
2,107.75 |
65.00 |
3.0% |
21.50 |
1.0% |
85% |
False |
False |
1,707,439 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
24.25 |
1.1% |
76% |
False |
False |
1,537,596 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
18.75 |
0.9% |
75% |
False |
False |
772,324 |
| 60 |
2,184.25 |
2,057.50 |
126.75 |
5.9% |
18.50 |
0.9% |
83% |
False |
False |
516,186 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
90% |
False |
False |
387,725 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
90% |
False |
False |
310,245 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.00 |
1.0% |
90% |
False |
False |
258,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.50 |
|
2.618 |
2,221.00 |
|
1.618 |
2,199.75 |
|
1.000 |
2,186.50 |
|
0.618 |
2,178.50 |
|
HIGH |
2,165.25 |
|
0.618 |
2,157.25 |
|
0.500 |
2,154.50 |
|
0.382 |
2,152.00 |
|
LOW |
2,144.00 |
|
0.618 |
2,130.75 |
|
1.000 |
2,122.75 |
|
1.618 |
2,109.50 |
|
2.618 |
2,088.25 |
|
4.250 |
2,053.75 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.50 |
2,158.50 |
| PP |
2,157.50 |
2,153.75 |
| S1 |
2,154.50 |
2,149.00 |
|