| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,735 |
16,740 |
5 |
0.0% |
17,095 |
| High |
16,770 |
16,800 |
30 |
0.2% |
17,135 |
| Low |
16,475 |
16,470 |
-5 |
0.0% |
16,725 |
| Close |
16,735 |
16,605 |
-130 |
-0.8% |
16,735 |
| Range |
295 |
330 |
35 |
11.9% |
410 |
| ATR |
227 |
234 |
7 |
3.2% |
0 |
| Volume |
13,290 |
12,423 |
-867 |
-6.5% |
67,194 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,615 |
17,440 |
16,787 |
|
| R3 |
17,285 |
17,110 |
16,696 |
|
| R2 |
16,955 |
16,955 |
16,666 |
|
| R1 |
16,780 |
16,780 |
16,635 |
16,703 |
| PP |
16,625 |
16,625 |
16,625 |
16,586 |
| S1 |
16,450 |
16,450 |
16,575 |
16,373 |
| S2 |
16,295 |
16,295 |
16,545 |
|
| S3 |
15,965 |
16,120 |
16,514 |
|
| S4 |
15,635 |
15,790 |
16,424 |
|
|
| 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 |
16,985 |
16,470 |
515 |
3.1% |
240 |
1.4% |
26% |
False |
True |
13,617 |
| 10 |
17,135 |
16,470 |
665 |
4.0% |
232 |
1.4% |
20% |
False |
True |
9,610 |
| 20 |
17,135 |
16,285 |
850 |
5.1% |
215 |
1.3% |
38% |
False |
False |
4,843 |
| 40 |
17,135 |
15,900 |
1,235 |
7.4% |
225 |
1.4% |
57% |
False |
False |
2,435 |
| 60 |
17,135 |
15,060 |
2,075 |
12.5% |
249 |
1.5% |
74% |
False |
False |
1,630 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
201 |
1.2% |
74% |
False |
False |
1,224 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
161 |
1.0% |
58% |
False |
False |
979 |
| 120 |
17,740 |
15,060 |
2,680 |
16.1% |
134 |
0.8% |
58% |
False |
False |
816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,203 |
|
2.618 |
17,664 |
|
1.618 |
17,334 |
|
1.000 |
17,130 |
|
0.618 |
17,004 |
|
HIGH |
16,800 |
|
0.618 |
16,674 |
|
0.500 |
16,635 |
|
0.382 |
16,596 |
|
LOW |
16,470 |
|
0.618 |
16,266 |
|
1.000 |
16,140 |
|
1.618 |
15,936 |
|
2.618 |
15,606 |
|
4.250 |
15,068 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,635 |
16,728 |
| PP |
16,625 |
16,687 |
| S1 |
16,615 |
16,646 |
|