| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,655 |
16,335 |
-320 |
-1.9% |
16,335 |
| High |
16,655 |
16,605 |
-50 |
-0.3% |
16,880 |
| Low |
16,300 |
16,205 |
-95 |
-0.6% |
16,275 |
| Close |
16,330 |
16,510 |
180 |
1.1% |
16,630 |
| Range |
355 |
400 |
45 |
12.7% |
605 |
| ATR |
262 |
272 |
10 |
3.7% |
0 |
| Volume |
9,552 |
14,078 |
4,526 |
47.4% |
51,005 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,640 |
17,475 |
16,730 |
|
| R3 |
17,240 |
17,075 |
16,620 |
|
| R2 |
16,840 |
16,840 |
16,583 |
|
| R1 |
16,675 |
16,675 |
16,547 |
16,758 |
| PP |
16,440 |
16,440 |
16,440 |
16,481 |
| S1 |
16,275 |
16,275 |
16,473 |
16,358 |
| S2 |
16,040 |
16,040 |
16,437 |
|
| S3 |
15,640 |
15,875 |
16,400 |
|
| S4 |
15,240 |
15,475 |
16,290 |
|
|
| 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 |
16,205 |
675 |
4.1% |
378 |
2.3% |
45% |
False |
True |
12,499 |
| 10 |
16,880 |
16,205 |
675 |
4.1% |
293 |
1.8% |
45% |
False |
True |
10,761 |
| 20 |
17,135 |
16,205 |
930 |
5.6% |
262 |
1.6% |
33% |
False |
True |
10,185 |
| 40 |
17,135 |
15,900 |
1,235 |
7.5% |
238 |
1.4% |
49% |
False |
False |
5,120 |
| 60 |
17,135 |
15,200 |
1,935 |
11.7% |
251 |
1.5% |
68% |
False |
False |
3,421 |
| 80 |
17,135 |
15,060 |
2,075 |
12.6% |
237 |
1.4% |
70% |
False |
False |
2,569 |
| 100 |
17,135 |
15,060 |
2,075 |
12.6% |
190 |
1.1% |
70% |
False |
False |
2,055 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
158 |
1.0% |
54% |
False |
False |
1,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,305 |
|
2.618 |
17,652 |
|
1.618 |
17,252 |
|
1.000 |
17,005 |
|
0.618 |
16,852 |
|
HIGH |
16,605 |
|
0.618 |
16,452 |
|
0.500 |
16,405 |
|
0.382 |
16,358 |
|
LOW |
16,205 |
|
0.618 |
15,958 |
|
1.000 |
15,805 |
|
1.618 |
15,558 |
|
2.618 |
15,158 |
|
4.250 |
14,505 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,475 |
16,538 |
| PP |
16,440 |
16,528 |
| S1 |
16,405 |
16,519 |
|