| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,740 |
16,620 |
-120 |
-0.7% |
17,095 |
| High |
16,800 |
16,670 |
-130 |
-0.8% |
17,135 |
| Low |
16,470 |
16,390 |
-80 |
-0.5% |
16,725 |
| Close |
16,605 |
16,430 |
-175 |
-1.1% |
16,735 |
| Range |
330 |
280 |
-50 |
-15.2% |
410 |
| ATR |
234 |
238 |
3 |
1.4% |
0 |
| Volume |
12,423 |
11,923 |
-500 |
-4.0% |
67,194 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,337 |
17,163 |
16,584 |
|
| R3 |
17,057 |
16,883 |
16,507 |
|
| R2 |
16,777 |
16,777 |
16,481 |
|
| R1 |
16,603 |
16,603 |
16,456 |
16,550 |
| PP |
16,497 |
16,497 |
16,497 |
16,470 |
| S1 |
16,323 |
16,323 |
16,404 |
16,270 |
| S2 |
16,217 |
16,217 |
16,379 |
|
| S3 |
15,937 |
16,043 |
16,353 |
|
| S4 |
15,657 |
15,763 |
16,276 |
|
|
| 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 |
16,390 |
595 |
3.6% |
269 |
1.6% |
7% |
False |
True |
12,643 |
| 10 |
17,135 |
16,390 |
745 |
4.5% |
240 |
1.5% |
5% |
False |
True |
10,773 |
| 20 |
17,135 |
16,285 |
850 |
5.2% |
212 |
1.3% |
17% |
False |
False |
5,438 |
| 40 |
17,135 |
15,900 |
1,235 |
7.5% |
229 |
1.4% |
43% |
False |
False |
2,733 |
| 60 |
17,135 |
15,060 |
2,075 |
12.6% |
249 |
1.5% |
66% |
False |
False |
1,829 |
| 80 |
17,135 |
15,060 |
2,075 |
12.6% |
204 |
1.2% |
66% |
False |
False |
1,373 |
| 100 |
17,520 |
15,060 |
2,460 |
15.0% |
163 |
1.0% |
56% |
False |
False |
1,099 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
136 |
0.8% |
51% |
False |
False |
915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,860 |
|
2.618 |
17,403 |
|
1.618 |
17,123 |
|
1.000 |
16,950 |
|
0.618 |
16,843 |
|
HIGH |
16,670 |
|
0.618 |
16,563 |
|
0.500 |
16,530 |
|
0.382 |
16,497 |
|
LOW |
16,390 |
|
0.618 |
16,217 |
|
1.000 |
16,110 |
|
1.618 |
15,937 |
|
2.618 |
15,657 |
|
4.250 |
15,200 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,530 |
16,595 |
| PP |
16,497 |
16,540 |
| S1 |
16,463 |
16,485 |
|