| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,335 |
16,335 |
0 |
0.0% |
16,735 |
| High |
16,425 |
16,575 |
150 |
0.9% |
16,800 |
| Low |
16,275 |
16,325 |
50 |
0.3% |
16,300 |
| Close |
16,330 |
16,415 |
85 |
0.5% |
16,325 |
| Range |
150 |
250 |
100 |
66.7% |
500 |
| ATR |
224 |
226 |
2 |
0.8% |
0 |
| Volume |
4,668 |
7,469 |
2,801 |
60.0% |
58,696 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,188 |
17,052 |
16,553 |
|
| R3 |
16,938 |
16,802 |
16,484 |
|
| R2 |
16,688 |
16,688 |
16,461 |
|
| R1 |
16,552 |
16,552 |
16,438 |
16,620 |
| PP |
16,438 |
16,438 |
16,438 |
16,473 |
| S1 |
16,302 |
16,302 |
16,392 |
16,370 |
| S2 |
16,188 |
16,188 |
16,369 |
|
| S3 |
15,938 |
16,052 |
16,346 |
|
| S4 |
15,688 |
15,802 |
16,278 |
|
|
| 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 |
16,670 |
16,275 |
395 |
2.4% |
208 |
1.3% |
35% |
False |
False |
9,024 |
| 10 |
16,985 |
16,275 |
710 |
4.3% |
224 |
1.4% |
20% |
False |
False |
11,320 |
| 20 |
17,135 |
16,275 |
860 |
5.2% |
214 |
1.3% |
16% |
False |
False |
7,088 |
| 40 |
17,135 |
15,900 |
1,235 |
7.5% |
223 |
1.4% |
42% |
False |
False |
3,561 |
| 60 |
17,135 |
15,200 |
1,935 |
11.8% |
233 |
1.4% |
63% |
False |
False |
2,380 |
| 80 |
17,135 |
15,060 |
2,075 |
12.6% |
214 |
1.3% |
65% |
False |
False |
1,788 |
| 100 |
17,135 |
15,060 |
2,075 |
12.6% |
171 |
1.0% |
65% |
False |
False |
1,431 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
142 |
0.9% |
51% |
False |
False |
1,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,638 |
|
2.618 |
17,230 |
|
1.618 |
16,980 |
|
1.000 |
16,825 |
|
0.618 |
16,730 |
|
HIGH |
16,575 |
|
0.618 |
16,480 |
|
0.500 |
16,450 |
|
0.382 |
16,421 |
|
LOW |
16,325 |
|
0.618 |
16,171 |
|
1.000 |
16,075 |
|
1.618 |
15,921 |
|
2.618 |
15,671 |
|
4.250 |
15,263 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,450 |
16,425 |
| PP |
16,438 |
16,422 |
| S1 |
16,427 |
16,418 |
|