| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,021.0 |
2,975.0 |
-46.0 |
-1.5% |
3,072.0 |
| High |
3,021.0 |
2,979.0 |
-42.0 |
-1.4% |
3,086.0 |
| Low |
2,948.0 |
2,938.0 |
-10.0 |
-0.3% |
3,008.0 |
| Close |
2,959.0 |
2,952.0 |
-7.0 |
-0.2% |
3,036.0 |
| Range |
73.0 |
41.0 |
-32.0 |
-43.8% |
78.0 |
| ATR |
47.6 |
47.1 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,442,282 |
1,081,584 |
-360,698 |
-25.0% |
2,160,077 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.3 |
3,056.7 |
2,974.6 |
|
| R3 |
3,038.3 |
3,015.7 |
2,963.3 |
|
| R2 |
2,997.3 |
2,997.3 |
2,959.5 |
|
| R1 |
2,974.7 |
2,974.7 |
2,955.8 |
2,965.5 |
| PP |
2,956.3 |
2,956.3 |
2,956.3 |
2,951.8 |
| S1 |
2,933.7 |
2,933.7 |
2,948.2 |
2,924.5 |
| S2 |
2,915.3 |
2,915.3 |
2,944.5 |
|
| S3 |
2,874.3 |
2,892.7 |
2,940.7 |
|
| S4 |
2,833.3 |
2,851.7 |
2,929.5 |
|
|
| 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 |
2,938.0 |
148.0 |
5.0% |
60.4 |
2.0% |
9% |
False |
True |
1,146,133 |
| 10 |
3,086.0 |
2,938.0 |
148.0 |
5.0% |
51.3 |
1.7% |
9% |
False |
True |
642,186 |
| 20 |
3,086.0 |
2,934.0 |
152.0 |
5.1% |
44.2 |
1.5% |
12% |
False |
False |
330,591 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
38.8 |
1.3% |
37% |
False |
False |
166,845 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
45.0 |
1.5% |
69% |
False |
False |
115,170 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
40.4 |
1.4% |
69% |
False |
False |
87,637 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
35.2 |
1.2% |
69% |
False |
False |
71,258 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
30.4 |
1.0% |
69% |
False |
False |
59,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,153.3 |
|
2.618 |
3,086.3 |
|
1.618 |
3,045.3 |
|
1.000 |
3,020.0 |
|
0.618 |
3,004.3 |
|
HIGH |
2,979.0 |
|
0.618 |
2,963.3 |
|
0.500 |
2,958.5 |
|
0.382 |
2,953.7 |
|
LOW |
2,938.0 |
|
0.618 |
2,912.7 |
|
1.000 |
2,897.0 |
|
1.618 |
2,871.7 |
|
2.618 |
2,830.7 |
|
4.250 |
2,763.8 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,958.5 |
2,985.0 |
| PP |
2,956.3 |
2,974.0 |
| S1 |
2,954.2 |
2,963.0 |
|