| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,445 |
16,465 |
20 |
0.1% |
16,735 |
| High |
16,485 |
16,480 |
-5 |
0.0% |
16,800 |
| Low |
16,300 |
16,305 |
5 |
0.0% |
16,300 |
| Close |
16,470 |
16,325 |
-145 |
-0.9% |
16,325 |
| Range |
185 |
175 |
-10 |
-5.4% |
500 |
| ATR |
234 |
230 |
-4 |
-1.8% |
0 |
| Volume |
10,581 |
10,479 |
-102 |
-1.0% |
58,696 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,895 |
16,785 |
16,421 |
|
| R3 |
16,720 |
16,610 |
16,373 |
|
| R2 |
16,545 |
16,545 |
16,357 |
|
| R1 |
16,435 |
16,435 |
16,341 |
16,403 |
| PP |
16,370 |
16,370 |
16,370 |
16,354 |
| S1 |
16,260 |
16,260 |
16,309 |
16,228 |
| S2 |
16,195 |
16,195 |
16,293 |
|
| S3 |
16,020 |
16,085 |
16,277 |
|
| S4 |
15,845 |
15,910 |
16,229 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,975 |
17,650 |
16,600 |
|
| R3 |
17,475 |
17,150 |
16,463 |
|
| R2 |
16,975 |
16,975 |
16,417 |
|
| R1 |
16,650 |
16,650 |
16,371 |
16,563 |
| PP |
16,475 |
16,475 |
16,475 |
16,431 |
| S1 |
16,150 |
16,150 |
16,279 |
16,063 |
| S2 |
15,975 |
15,975 |
16,233 |
|
| S3 |
15,475 |
15,650 |
16,188 |
|
| S4 |
14,975 |
15,150 |
16,050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,800 |
16,300 |
500 |
3.1% |
253 |
1.5% |
5% |
False |
False |
11,739 |
| 10 |
17,135 |
16,300 |
835 |
5.1% |
243 |
1.5% |
3% |
False |
False |
12,683 |
| 20 |
17,135 |
16,285 |
850 |
5.2% |
208 |
1.3% |
5% |
False |
False |
6,489 |
| 40 |
17,135 |
15,900 |
1,235 |
7.6% |
220 |
1.3% |
34% |
False |
False |
3,258 |
| 60 |
17,135 |
15,060 |
2,075 |
12.7% |
253 |
1.5% |
61% |
False |
False |
2,179 |
| 80 |
17,135 |
15,060 |
2,075 |
12.7% |
209 |
1.3% |
61% |
False |
False |
1,637 |
| 100 |
17,520 |
15,060 |
2,460 |
15.1% |
167 |
1.0% |
51% |
False |
False |
1,309 |
| 120 |
17,740 |
15,060 |
2,680 |
16.4% |
139 |
0.9% |
47% |
False |
False |
1,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,224 |
|
2.618 |
16,938 |
|
1.618 |
16,763 |
|
1.000 |
16,655 |
|
0.618 |
16,588 |
|
HIGH |
16,480 |
|
0.618 |
16,413 |
|
0.500 |
16,393 |
|
0.382 |
16,372 |
|
LOW |
16,305 |
|
0.618 |
16,197 |
|
1.000 |
16,130 |
|
1.618 |
16,022 |
|
2.618 |
15,847 |
|
4.250 |
15,561 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,393 |
16,485 |
| PP |
16,370 |
16,432 |
| S1 |
16,348 |
16,378 |
|