| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,162.25 |
2,145.75 |
-16.50 |
-0.8% |
2,156.25 |
| High |
2,167.00 |
2,168.25 |
1.25 |
0.1% |
2,168.25 |
| Low |
2,137.25 |
2,135.75 |
-1.50 |
-0.1% |
2,132.75 |
| Close |
2,148.50 |
2,160.50 |
12.00 |
0.6% |
2,160.50 |
| Range |
29.75 |
32.50 |
2.75 |
9.2% |
35.50 |
| ATR |
22.38 |
23.10 |
0.72 |
3.2% |
0.00 |
| Volume |
2,306,654 |
1,989,690 |
-316,964 |
-13.7% |
9,291,911 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.25 |
2,239.00 |
2,178.50 |
|
| R3 |
2,219.75 |
2,206.50 |
2,169.50 |
|
| R2 |
2,187.25 |
2,187.25 |
2,166.50 |
|
| R1 |
2,174.00 |
2,174.00 |
2,163.50 |
2,180.50 |
| PP |
2,154.75 |
2,154.75 |
2,154.75 |
2,158.25 |
| S1 |
2,141.50 |
2,141.50 |
2,157.50 |
2,148.00 |
| S2 |
2,122.25 |
2,122.25 |
2,154.50 |
|
| S3 |
2,089.75 |
2,109.00 |
2,151.50 |
|
| S4 |
2,057.25 |
2,076.50 |
2,142.50 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.25 |
2,246.00 |
2,180.00 |
|
| R3 |
2,224.75 |
2,210.50 |
2,170.25 |
|
| R2 |
2,189.25 |
2,189.25 |
2,167.00 |
|
| R1 |
2,175.00 |
2,175.00 |
2,163.75 |
2,182.00 |
| PP |
2,153.75 |
2,153.75 |
2,153.75 |
2,157.50 |
| S1 |
2,139.50 |
2,139.50 |
2,157.25 |
2,146.50 |
| S2 |
2,118.25 |
2,118.25 |
2,154.00 |
|
| S3 |
2,082.75 |
2,104.00 |
2,150.75 |
|
| S4 |
2,047.25 |
2,068.50 |
2,141.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.25 |
2,132.75 |
35.50 |
1.6% |
25.50 |
1.2% |
78% |
True |
False |
1,858,382 |
| 10 |
2,172.75 |
2,126.25 |
46.50 |
2.2% |
22.50 |
1.0% |
74% |
False |
False |
1,700,491 |
| 20 |
2,182.75 |
2,100.25 |
82.50 |
3.8% |
25.25 |
1.2% |
73% |
False |
False |
1,749,643 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
3.9% |
19.50 |
0.9% |
72% |
False |
False |
879,593 |
| 60 |
2,184.25 |
2,079.00 |
105.25 |
4.9% |
18.75 |
0.9% |
77% |
False |
False |
587,676 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.75 |
1.0% |
89% |
False |
False |
441,412 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.50 |
1.0% |
89% |
False |
False |
353,207 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.25 |
1.0% |
89% |
False |
False |
294,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,306.50 |
|
2.618 |
2,253.25 |
|
1.618 |
2,220.75 |
|
1.000 |
2,200.75 |
|
0.618 |
2,188.25 |
|
HIGH |
2,168.25 |
|
0.618 |
2,155.75 |
|
0.500 |
2,152.00 |
|
0.382 |
2,148.25 |
|
LOW |
2,135.75 |
|
0.618 |
2,115.75 |
|
1.000 |
2,103.25 |
|
1.618 |
2,083.25 |
|
2.618 |
2,050.75 |
|
4.250 |
1,997.50 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.75 |
2,157.75 |
| PP |
2,154.75 |
2,154.75 |
| S1 |
2,152.00 |
2,152.00 |
|