| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,066.0 |
2,984.0 |
-82.0 |
-2.7% |
3,072.0 |
| High |
3,071.0 |
3,032.0 |
-39.0 |
-1.3% |
3,086.0 |
| Low |
3,008.0 |
2,966.0 |
-42.0 |
-1.4% |
3,008.0 |
| Close |
3,036.0 |
2,995.0 |
-41.0 |
-1.4% |
3,036.0 |
| Range |
63.0 |
66.0 |
3.0 |
4.8% |
78.0 |
| ATR |
43.8 |
45.6 |
1.9 |
4.3% |
0.0 |
| Volume |
1,033,862 |
1,617,607 |
583,745 |
56.5% |
2,160,077 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.7 |
3,161.3 |
3,031.3 |
|
| R3 |
3,129.7 |
3,095.3 |
3,013.2 |
|
| R2 |
3,063.7 |
3,063.7 |
3,007.1 |
|
| R1 |
3,029.3 |
3,029.3 |
3,001.1 |
3,046.5 |
| PP |
2,997.7 |
2,997.7 |
2,997.7 |
3,006.3 |
| S1 |
2,963.3 |
2,963.3 |
2,989.0 |
2,980.5 |
| S2 |
2,931.7 |
2,931.7 |
2,982.9 |
|
| S3 |
2,865.7 |
2,897.3 |
2,976.9 |
|
| S4 |
2,799.7 |
2,831.3 |
2,958.7 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.3 |
3,234.7 |
3,078.9 |
|
| R3 |
3,199.3 |
3,156.7 |
3,057.5 |
|
| R2 |
3,121.3 |
3,121.3 |
3,050.3 |
|
| R1 |
3,078.7 |
3,078.7 |
3,043.2 |
3,061.0 |
| PP |
3,043.3 |
3,043.3 |
3,043.3 |
3,034.5 |
| S1 |
3,000.7 |
3,000.7 |
3,028.9 |
2,983.0 |
| S2 |
2,965.3 |
2,965.3 |
3,021.7 |
|
| S3 |
2,887.3 |
2,922.7 |
3,014.6 |
|
| S4 |
2,809.3 |
2,844.7 |
2,993.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,086.0 |
2,966.0 |
120.0 |
4.0% |
49.4 |
1.6% |
24% |
False |
True |
755,536 |
| 10 |
3,086.0 |
2,960.0 |
126.0 |
4.2% |
46.2 |
1.5% |
28% |
False |
False |
403,813 |
| 20 |
3,086.0 |
2,934.0 |
152.0 |
5.1% |
41.0 |
1.4% |
40% |
False |
False |
205,629 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
38.0 |
1.3% |
57% |
False |
False |
103,752 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
44.5 |
1.5% |
79% |
False |
False |
73,309 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
39.5 |
1.3% |
79% |
False |
False |
56,143 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
34.1 |
1.1% |
79% |
False |
False |
46,020 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.6% |
29.5 |
1.0% |
79% |
False |
False |
38,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,312.5 |
|
2.618 |
3,204.8 |
|
1.618 |
3,138.8 |
|
1.000 |
3,098.0 |
|
0.618 |
3,072.8 |
|
HIGH |
3,032.0 |
|
0.618 |
3,006.8 |
|
0.500 |
2,999.0 |
|
0.382 |
2,991.2 |
|
LOW |
2,966.0 |
|
0.618 |
2,925.2 |
|
1.000 |
2,900.0 |
|
1.618 |
2,859.2 |
|
2.618 |
2,793.2 |
|
4.250 |
2,685.5 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.0 |
3,026.0 |
| PP |
2,997.7 |
3,015.7 |
| S1 |
2,996.3 |
3,005.3 |
|