| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,940 |
16,960 |
20 |
0.1% |
17,095 |
| High |
16,965 |
16,985 |
20 |
0.1% |
17,135 |
| Low |
16,785 |
16,725 |
-60 |
-0.4% |
16,725 |
| Close |
16,955 |
16,735 |
-220 |
-1.3% |
16,735 |
| Range |
180 |
260 |
80 |
44.4% |
410 |
| ATR |
219 |
222 |
3 |
1.3% |
0 |
| Volume |
13,183 |
12,398 |
-785 |
-6.0% |
67,194 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,595 |
17,425 |
16,878 |
|
| R3 |
17,335 |
17,165 |
16,807 |
|
| R2 |
17,075 |
17,075 |
16,783 |
|
| R1 |
16,905 |
16,905 |
16,759 |
16,860 |
| PP |
16,815 |
16,815 |
16,815 |
16,793 |
| S1 |
16,645 |
16,645 |
16,711 |
16,600 |
| S2 |
16,555 |
16,555 |
16,687 |
|
| S3 |
16,295 |
16,385 |
16,664 |
|
| S4 |
16,035 |
16,125 |
16,592 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,095 |
17,825 |
16,961 |
|
| R3 |
17,685 |
17,415 |
16,848 |
|
| R2 |
17,275 |
17,275 |
16,810 |
|
| R1 |
17,005 |
17,005 |
16,773 |
16,935 |
| PP |
16,865 |
16,865 |
16,865 |
16,830 |
| S1 |
16,595 |
16,595 |
16,698 |
16,525 |
| S2 |
16,455 |
16,455 |
16,660 |
|
| S3 |
16,045 |
16,185 |
16,622 |
|
| S4 |
15,635 |
15,775 |
16,510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,135 |
16,725 |
410 |
2.4% |
233 |
1.4% |
2% |
False |
True |
13,626 |
| 10 |
17,135 |
16,285 |
850 |
5.1% |
215 |
1.3% |
53% |
False |
False |
7,077 |
| 20 |
17,135 |
16,285 |
850 |
5.1% |
195 |
1.2% |
53% |
False |
False |
3,558 |
| 40 |
17,135 |
15,900 |
1,235 |
7.4% |
218 |
1.3% |
68% |
False |
False |
1,793 |
| 60 |
17,135 |
15,060 |
2,075 |
12.4% |
250 |
1.5% |
81% |
False |
False |
1,203 |
| 80 |
17,135 |
15,060 |
2,075 |
12.4% |
193 |
1.2% |
81% |
False |
False |
903 |
| 100 |
17,740 |
15,060 |
2,680 |
16.0% |
154 |
0.9% |
63% |
False |
False |
722 |
| 120 |
17,740 |
15,060 |
2,680 |
16.0% |
129 |
0.8% |
63% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,090 |
|
2.618 |
17,666 |
|
1.618 |
17,406 |
|
1.000 |
17,245 |
|
0.618 |
17,146 |
|
HIGH |
16,985 |
|
0.618 |
16,886 |
|
0.500 |
16,855 |
|
0.382 |
16,824 |
|
LOW |
16,725 |
|
0.618 |
16,564 |
|
1.000 |
16,465 |
|
1.618 |
16,304 |
|
2.618 |
16,044 |
|
4.250 |
15,620 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,855 |
16,855 |
| PP |
16,815 |
16,815 |
| S1 |
16,775 |
16,775 |
|