| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,540 |
16,590 |
50 |
0.3% |
16,335 |
| High |
16,600 |
16,790 |
190 |
1.1% |
16,880 |
| Low |
16,410 |
16,490 |
80 |
0.5% |
16,275 |
| Close |
16,590 |
16,560 |
-30 |
-0.2% |
16,630 |
| Range |
190 |
300 |
110 |
57.9% |
605 |
| ATR |
266 |
269 |
2 |
0.9% |
0 |
| Volume |
8,296 |
12,935 |
4,639 |
55.9% |
51,005 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,513 |
17,337 |
16,725 |
|
| R3 |
17,213 |
17,037 |
16,643 |
|
| R2 |
16,913 |
16,913 |
16,615 |
|
| R1 |
16,737 |
16,737 |
16,588 |
16,675 |
| PP |
16,613 |
16,613 |
16,613 |
16,583 |
| S1 |
16,437 |
16,437 |
16,533 |
16,375 |
| S2 |
16,313 |
16,313 |
16,505 |
|
| S3 |
16,013 |
16,137 |
16,478 |
|
| S4 |
15,713 |
15,837 |
16,395 |
|
|
| 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 |
16,870 |
16,205 |
665 |
4.0% |
305 |
1.8% |
53% |
False |
False |
10,695 |
| 10 |
16,880 |
16,205 |
675 |
4.1% |
296 |
1.8% |
53% |
False |
False |
10,634 |
| 20 |
17,135 |
16,205 |
930 |
5.6% |
272 |
1.6% |
38% |
False |
False |
11,188 |
| 40 |
17,135 |
15,900 |
1,235 |
7.5% |
231 |
1.4% |
53% |
False |
False |
5,650 |
| 60 |
17,135 |
15,200 |
1,935 |
11.7% |
249 |
1.5% |
70% |
False |
False |
3,773 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
243 |
1.5% |
72% |
False |
False |
2,835 |
| 100 |
17,135 |
15,060 |
2,075 |
12.5% |
195 |
1.2% |
72% |
False |
False |
2,268 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
162 |
1.0% |
56% |
False |
False |
1,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,065 |
|
2.618 |
17,576 |
|
1.618 |
17,276 |
|
1.000 |
17,090 |
|
0.618 |
16,976 |
|
HIGH |
16,790 |
|
0.618 |
16,676 |
|
0.500 |
16,640 |
|
0.382 |
16,605 |
|
LOW |
16,490 |
|
0.618 |
16,305 |
|
1.000 |
16,190 |
|
1.618 |
16,005 |
|
2.618 |
15,705 |
|
4.250 |
15,215 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,640 |
16,539 |
| PP |
16,613 |
16,518 |
| S1 |
16,587 |
16,498 |
|