| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,620 |
16,445 |
-175 |
-1.1% |
17,095 |
| High |
16,670 |
16,485 |
-185 |
-1.1% |
17,135 |
| Low |
16,390 |
16,300 |
-90 |
-0.5% |
16,725 |
| Close |
16,430 |
16,470 |
40 |
0.2% |
16,735 |
| Range |
280 |
185 |
-95 |
-33.9% |
410 |
| ATR |
238 |
234 |
-4 |
-1.6% |
0 |
| Volume |
11,923 |
10,581 |
-1,342 |
-11.3% |
67,194 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,973 |
16,907 |
16,572 |
|
| R3 |
16,788 |
16,722 |
16,521 |
|
| R2 |
16,603 |
16,603 |
16,504 |
|
| R1 |
16,537 |
16,537 |
16,487 |
16,570 |
| PP |
16,418 |
16,418 |
16,418 |
16,435 |
| S1 |
16,352 |
16,352 |
16,453 |
16,385 |
| S2 |
16,233 |
16,233 |
16,436 |
|
| S3 |
16,048 |
16,167 |
16,419 |
|
| S4 |
15,863 |
15,982 |
16,368 |
|
|
| 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 |
16,300 |
685 |
4.2% |
270 |
1.6% |
25% |
False |
True |
12,123 |
| 10 |
17,135 |
16,300 |
835 |
5.1% |
248 |
1.5% |
20% |
False |
True |
11,743 |
| 20 |
17,135 |
16,285 |
850 |
5.2% |
212 |
1.3% |
22% |
False |
False |
5,967 |
| 40 |
17,135 |
15,900 |
1,235 |
7.5% |
227 |
1.4% |
46% |
False |
False |
2,997 |
| 60 |
17,135 |
15,060 |
2,075 |
12.6% |
250 |
1.5% |
68% |
False |
False |
2,005 |
| 80 |
17,135 |
15,060 |
2,075 |
12.6% |
206 |
1.3% |
68% |
False |
False |
1,506 |
| 100 |
17,520 |
15,060 |
2,460 |
14.9% |
165 |
1.0% |
57% |
False |
False |
1,204 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
138 |
0.8% |
53% |
False |
False |
1,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,271 |
|
2.618 |
16,969 |
|
1.618 |
16,784 |
|
1.000 |
16,670 |
|
0.618 |
16,599 |
|
HIGH |
16,485 |
|
0.618 |
16,414 |
|
0.500 |
16,393 |
|
0.382 |
16,371 |
|
LOW |
16,300 |
|
0.618 |
16,186 |
|
1.000 |
16,115 |
|
1.618 |
16,001 |
|
2.618 |
15,816 |
|
4.250 |
15,514 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,444 |
16,550 |
| PP |
16,418 |
16,523 |
| S1 |
16,393 |
16,497 |
|