| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,960 |
16,735 |
-225 |
-1.3% |
17,095 |
| High |
16,985 |
16,770 |
-215 |
-1.3% |
17,135 |
| Low |
16,725 |
16,475 |
-250 |
-1.5% |
16,725 |
| Close |
16,735 |
16,735 |
0 |
0.0% |
16,735 |
| Range |
260 |
295 |
35 |
13.5% |
410 |
| ATR |
222 |
227 |
5 |
2.4% |
0 |
| Volume |
12,398 |
13,290 |
892 |
7.2% |
67,194 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,545 |
17,435 |
16,897 |
|
| R3 |
17,250 |
17,140 |
16,816 |
|
| R2 |
16,955 |
16,955 |
16,789 |
|
| R1 |
16,845 |
16,845 |
16,762 |
16,883 |
| PP |
16,660 |
16,660 |
16,660 |
16,679 |
| S1 |
16,550 |
16,550 |
16,708 |
16,588 |
| S2 |
16,365 |
16,365 |
16,681 |
|
| S3 |
16,070 |
16,255 |
16,654 |
|
| S4 |
15,775 |
15,960 |
16,573 |
|
|
| 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 |
16,475 |
660 |
3.9% |
230 |
1.4% |
39% |
False |
True |
16,096 |
| 10 |
17,135 |
16,475 |
660 |
3.9% |
219 |
1.3% |
39% |
False |
True |
8,391 |
| 20 |
17,135 |
16,285 |
850 |
5.1% |
203 |
1.2% |
53% |
False |
False |
4,222 |
| 40 |
17,135 |
15,900 |
1,235 |
7.4% |
221 |
1.3% |
68% |
False |
False |
2,125 |
| 60 |
17,135 |
15,060 |
2,075 |
12.4% |
246 |
1.5% |
81% |
False |
False |
1,423 |
| 80 |
17,135 |
15,060 |
2,075 |
12.4% |
197 |
1.2% |
81% |
False |
False |
1,069 |
| 100 |
17,740 |
15,060 |
2,680 |
16.0% |
157 |
0.9% |
63% |
False |
False |
855 |
| 120 |
17,740 |
15,060 |
2,680 |
16.0% |
131 |
0.8% |
63% |
False |
False |
712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,024 |
|
2.618 |
17,542 |
|
1.618 |
17,247 |
|
1.000 |
17,065 |
|
0.618 |
16,952 |
|
HIGH |
16,770 |
|
0.618 |
16,657 |
|
0.500 |
16,623 |
|
0.382 |
16,588 |
|
LOW |
16,475 |
|
0.618 |
16,293 |
|
1.000 |
16,180 |
|
1.618 |
15,998 |
|
2.618 |
15,703 |
|
4.250 |
15,221 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,698 |
16,733 |
| PP |
16,660 |
16,732 |
| S1 |
16,623 |
16,730 |
|