| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,805 |
16,655 |
-150 |
-0.9% |
16,335 |
| High |
16,870 |
16,655 |
-215 |
-1.3% |
16,880 |
| Low |
16,590 |
16,300 |
-290 |
-1.7% |
16,275 |
| Close |
16,630 |
16,330 |
-300 |
-1.8% |
16,630 |
| Range |
280 |
355 |
75 |
26.8% |
605 |
| ATR |
255 |
262 |
7 |
2.8% |
0 |
| Volume |
8,618 |
9,552 |
934 |
10.8% |
51,005 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,493 |
17,267 |
16,525 |
|
| R3 |
17,138 |
16,912 |
16,428 |
|
| R2 |
16,783 |
16,783 |
16,395 |
|
| R1 |
16,557 |
16,557 |
16,363 |
16,493 |
| PP |
16,428 |
16,428 |
16,428 |
16,396 |
| S1 |
16,202 |
16,202 |
16,298 |
16,138 |
| S2 |
16,073 |
16,073 |
16,265 |
|
| S3 |
15,718 |
15,847 |
16,233 |
|
| S4 |
15,363 |
15,492 |
16,135 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,410 |
18,125 |
16,963 |
|
| R3 |
17,805 |
17,520 |
16,797 |
|
| R2 |
17,200 |
17,200 |
16,741 |
|
| R1 |
16,915 |
16,915 |
16,686 |
17,058 |
| PP |
16,595 |
16,595 |
16,595 |
16,666 |
| S1 |
16,310 |
16,310 |
16,575 |
16,453 |
| S2 |
15,990 |
15,990 |
16,519 |
|
| S3 |
15,385 |
15,705 |
16,464 |
|
| S4 |
14,780 |
15,100 |
16,297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,880 |
16,300 |
580 |
3.6% |
348 |
2.1% |
5% |
False |
True |
11,177 |
| 10 |
16,880 |
16,275 |
605 |
3.7% |
286 |
1.8% |
9% |
False |
False |
10,596 |
| 20 |
17,135 |
16,275 |
860 |
5.3% |
252 |
1.5% |
6% |
False |
False |
9,493 |
| 40 |
17,135 |
15,900 |
1,235 |
7.6% |
234 |
1.4% |
35% |
False |
False |
4,769 |
| 60 |
17,135 |
15,200 |
1,935 |
11.8% |
246 |
1.5% |
58% |
False |
False |
3,186 |
| 80 |
17,135 |
15,060 |
2,075 |
12.7% |
232 |
1.4% |
61% |
False |
False |
2,394 |
| 100 |
17,135 |
15,060 |
2,075 |
12.7% |
186 |
1.1% |
61% |
False |
False |
1,915 |
| 120 |
17,740 |
15,060 |
2,680 |
16.4% |
155 |
0.9% |
47% |
False |
False |
1,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,164 |
|
2.618 |
17,585 |
|
1.618 |
17,230 |
|
1.000 |
17,010 |
|
0.618 |
16,875 |
|
HIGH |
16,655 |
|
0.618 |
16,520 |
|
0.500 |
16,478 |
|
0.382 |
16,436 |
|
LOW |
16,300 |
|
0.618 |
16,081 |
|
1.000 |
15,945 |
|
1.618 |
15,726 |
|
2.618 |
15,371 |
|
4.250 |
14,791 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,478 |
16,590 |
| PP |
16,428 |
16,503 |
| S1 |
16,379 |
16,417 |
|