| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,152.00 |
2,162.25 |
10.25 |
0.5% |
2,132.25 |
| High |
2,165.25 |
2,167.00 |
1.75 |
0.1% |
2,172.75 |
| Low |
2,144.00 |
2,137.25 |
-6.75 |
-0.3% |
2,126.25 |
| Close |
2,163.25 |
2,148.50 |
-14.75 |
-0.7% |
2,158.00 |
| Range |
21.25 |
29.75 |
8.50 |
40.0% |
46.50 |
| ATR |
21.81 |
22.38 |
0.57 |
2.6% |
0.00 |
| Volume |
1,733,016 |
2,306,654 |
573,638 |
33.1% |
7,713,004 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.25 |
2,224.00 |
2,164.75 |
|
| R3 |
2,210.50 |
2,194.25 |
2,156.75 |
|
| R2 |
2,180.75 |
2,180.75 |
2,154.00 |
|
| R1 |
2,164.50 |
2,164.50 |
2,151.25 |
2,157.75 |
| PP |
2,151.00 |
2,151.00 |
2,151.00 |
2,147.50 |
| S1 |
2,134.75 |
2,134.75 |
2,145.75 |
2,128.00 |
| S2 |
2,121.25 |
2,121.25 |
2,143.00 |
|
| S3 |
2,091.50 |
2,105.00 |
2,140.25 |
|
| S4 |
2,061.75 |
2,075.25 |
2,132.25 |
|
|
| 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 |
2,169.50 |
2,132.75 |
36.75 |
1.7% |
21.75 |
1.0% |
43% |
False |
False |
1,750,104 |
| 10 |
2,172.75 |
2,123.00 |
49.75 |
2.3% |
20.75 |
1.0% |
51% |
False |
False |
1,707,975 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
24.75 |
1.2% |
58% |
False |
False |
1,651,576 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.00 |
0.9% |
57% |
False |
False |
829,911 |
| 60 |
2,184.25 |
2,073.25 |
111.00 |
5.2% |
18.50 |
0.9% |
68% |
False |
False |
554,562 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
83% |
False |
False |
416,548 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
83% |
False |
False |
333,312 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.25 |
1.0% |
83% |
False |
False |
277,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.50 |
|
2.618 |
2,245.00 |
|
1.618 |
2,215.25 |
|
1.000 |
2,196.75 |
|
0.618 |
2,185.50 |
|
HIGH |
2,167.00 |
|
0.618 |
2,155.75 |
|
0.500 |
2,152.00 |
|
0.382 |
2,148.50 |
|
LOW |
2,137.25 |
|
0.618 |
2,118.75 |
|
1.000 |
2,107.50 |
|
1.618 |
2,089.00 |
|
2.618 |
2,059.25 |
|
4.250 |
2,010.75 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.00 |
2,150.00 |
| PP |
2,151.00 |
2,149.50 |
| S1 |
2,149.75 |
2,149.00 |
|