| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,465 |
16,335 |
-130 |
-0.8% |
16,735 |
| High |
16,480 |
16,425 |
-55 |
-0.3% |
16,800 |
| Low |
16,305 |
16,275 |
-30 |
-0.2% |
16,300 |
| Close |
16,325 |
16,330 |
5 |
0.0% |
16,325 |
| Range |
175 |
150 |
-25 |
-14.3% |
500 |
| ATR |
230 |
224 |
-6 |
-2.5% |
0 |
| Volume |
10,479 |
4,668 |
-5,811 |
-55.5% |
58,696 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,793 |
16,712 |
16,413 |
|
| R3 |
16,643 |
16,562 |
16,371 |
|
| R2 |
16,493 |
16,493 |
16,358 |
|
| R1 |
16,412 |
16,412 |
16,344 |
16,378 |
| PP |
16,343 |
16,343 |
16,343 |
16,326 |
| S1 |
16,262 |
16,262 |
16,316 |
16,228 |
| S2 |
16,193 |
16,193 |
16,303 |
|
| S3 |
16,043 |
16,112 |
16,289 |
|
| S4 |
15,893 |
15,962 |
16,248 |
|
|
| 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 |
16,275 |
525 |
3.2% |
224 |
1.4% |
10% |
False |
True |
10,014 |
| 10 |
17,135 |
16,275 |
860 |
5.3% |
227 |
1.4% |
6% |
False |
True |
13,055 |
| 20 |
17,135 |
16,275 |
860 |
5.3% |
207 |
1.3% |
6% |
False |
True |
6,721 |
| 40 |
17,135 |
15,900 |
1,235 |
7.6% |
222 |
1.4% |
35% |
False |
False |
3,374 |
| 60 |
17,135 |
15,060 |
2,075 |
12.7% |
248 |
1.5% |
61% |
False |
False |
2,257 |
| 80 |
17,135 |
15,060 |
2,075 |
12.7% |
211 |
1.3% |
61% |
False |
False |
1,695 |
| 100 |
17,135 |
15,060 |
2,075 |
12.7% |
168 |
1.0% |
61% |
False |
False |
1,356 |
| 120 |
17,740 |
15,060 |
2,680 |
16.4% |
140 |
0.9% |
47% |
False |
False |
1,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,063 |
|
2.618 |
16,818 |
|
1.618 |
16,668 |
|
1.000 |
16,575 |
|
0.618 |
16,518 |
|
HIGH |
16,425 |
|
0.618 |
16,368 |
|
0.500 |
16,350 |
|
0.382 |
16,332 |
|
LOW |
16,275 |
|
0.618 |
16,182 |
|
1.000 |
16,125 |
|
1.618 |
16,032 |
|
2.618 |
15,882 |
|
4.250 |
15,638 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,350 |
16,380 |
| PP |
16,343 |
16,363 |
| S1 |
16,337 |
16,347 |
|