| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,335 |
16,540 |
205 |
1.3% |
16,335 |
| High |
16,605 |
16,600 |
-5 |
0.0% |
16,880 |
| Low |
16,205 |
16,410 |
205 |
1.3% |
16,275 |
| Close |
16,510 |
16,590 |
80 |
0.5% |
16,630 |
| Range |
400 |
190 |
-210 |
-52.5% |
605 |
| ATR |
272 |
266 |
-6 |
-2.2% |
0 |
| Volume |
14,078 |
8,296 |
-5,782 |
-41.1% |
51,005 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,103 |
17,037 |
16,695 |
|
| R3 |
16,913 |
16,847 |
16,642 |
|
| R2 |
16,723 |
16,723 |
16,625 |
|
| R1 |
16,657 |
16,657 |
16,608 |
16,690 |
| PP |
16,533 |
16,533 |
16,533 |
16,550 |
| S1 |
16,467 |
16,467 |
16,573 |
16,500 |
| S2 |
16,343 |
16,343 |
16,555 |
|
| S3 |
16,153 |
16,277 |
16,538 |
|
| S4 |
15,963 |
16,087 |
16,486 |
|
|
| 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% |
319 |
1.9% |
57% |
False |
False |
9,786 |
| 10 |
16,880 |
16,205 |
675 |
4.1% |
284 |
1.7% |
57% |
False |
False |
10,399 |
| 20 |
17,135 |
16,205 |
930 |
5.6% |
262 |
1.6% |
41% |
False |
False |
10,586 |
| 40 |
17,135 |
15,900 |
1,235 |
7.4% |
230 |
1.4% |
56% |
False |
False |
5,328 |
| 60 |
17,135 |
15,200 |
1,935 |
11.7% |
247 |
1.5% |
72% |
False |
False |
3,557 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
240 |
1.4% |
74% |
False |
False |
2,673 |
| 100 |
17,135 |
15,060 |
2,075 |
12.5% |
192 |
1.2% |
74% |
False |
False |
2,138 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
160 |
1.0% |
57% |
False |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,408 |
|
2.618 |
17,098 |
|
1.618 |
16,908 |
|
1.000 |
16,790 |
|
0.618 |
16,718 |
|
HIGH |
16,600 |
|
0.618 |
16,528 |
|
0.500 |
16,505 |
|
0.382 |
16,483 |
|
LOW |
16,410 |
|
0.618 |
16,293 |
|
1.000 |
16,220 |
|
1.618 |
16,103 |
|
2.618 |
15,913 |
|
4.250 |
15,603 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,562 |
16,537 |
| PP |
16,533 |
16,483 |
| S1 |
16,505 |
16,430 |
|