| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,984.0 |
3,021.0 |
37.0 |
1.2% |
3,072.0 |
| High |
3,032.0 |
3,021.0 |
-11.0 |
-0.4% |
3,086.0 |
| Low |
2,966.0 |
2,948.0 |
-18.0 |
-0.6% |
3,008.0 |
| Close |
2,995.0 |
2,959.0 |
-36.0 |
-1.2% |
3,036.0 |
| Range |
66.0 |
73.0 |
7.0 |
10.6% |
78.0 |
| ATR |
45.6 |
47.6 |
2.0 |
4.3% |
0.0 |
| Volume |
1,617,607 |
1,442,282 |
-175,325 |
-10.8% |
2,160,077 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.0 |
3,150.0 |
2,999.2 |
|
| R3 |
3,122.0 |
3,077.0 |
2,979.1 |
|
| R2 |
3,049.0 |
3,049.0 |
2,972.4 |
|
| R1 |
3,004.0 |
3,004.0 |
2,965.7 |
2,990.0 |
| PP |
2,976.0 |
2,976.0 |
2,976.0 |
2,969.0 |
| S1 |
2,931.0 |
2,931.0 |
2,952.3 |
2,917.0 |
| S2 |
2,903.0 |
2,903.0 |
2,945.6 |
|
| S3 |
2,830.0 |
2,858.0 |
2,938.9 |
|
| S4 |
2,757.0 |
2,785.0 |
2,918.9 |
|
|
| 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 |
2,948.0 |
138.0 |
4.7% |
58.6 |
2.0% |
8% |
False |
True |
990,108 |
| 10 |
3,086.0 |
2,948.0 |
138.0 |
4.7% |
50.3 |
1.7% |
8% |
False |
True |
545,294 |
| 20 |
3,086.0 |
2,934.0 |
152.0 |
5.1% |
43.5 |
1.5% |
16% |
False |
False |
276,627 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
38.6 |
1.3% |
40% |
False |
False |
139,807 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
45.3 |
1.5% |
71% |
False |
False |
97,144 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
40.1 |
1.4% |
71% |
False |
False |
74,171 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
34.8 |
1.2% |
71% |
False |
False |
60,443 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
30.1 |
1.0% |
71% |
False |
False |
50,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,331.3 |
|
2.618 |
3,212.1 |
|
1.618 |
3,139.1 |
|
1.000 |
3,094.0 |
|
0.618 |
3,066.1 |
|
HIGH |
3,021.0 |
|
0.618 |
2,993.1 |
|
0.500 |
2,984.5 |
|
0.382 |
2,975.9 |
|
LOW |
2,948.0 |
|
0.618 |
2,902.9 |
|
1.000 |
2,875.0 |
|
1.618 |
2,829.9 |
|
2.618 |
2,756.9 |
|
4.250 |
2,637.8 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.5 |
3,009.5 |
| PP |
2,976.0 |
2,992.7 |
| S1 |
2,967.5 |
2,975.8 |
|