| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,975.0 |
2,941.0 |
-34.0 |
-1.1% |
3,072.0 |
| High |
2,979.0 |
2,969.0 |
-10.0 |
-0.3% |
3,086.0 |
| Low |
2,938.0 |
2,930.0 |
-8.0 |
-0.3% |
3,008.0 |
| Close |
2,952.0 |
2,960.0 |
8.0 |
0.3% |
3,036.0 |
| Range |
41.0 |
39.0 |
-2.0 |
-4.9% |
78.0 |
| ATR |
47.1 |
46.5 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,081,584 |
1,629,305 |
547,721 |
50.6% |
2,160,077 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.0 |
3,054.0 |
2,981.5 |
|
| R3 |
3,031.0 |
3,015.0 |
2,970.7 |
|
| R2 |
2,992.0 |
2,992.0 |
2,967.2 |
|
| R1 |
2,976.0 |
2,976.0 |
2,963.6 |
2,984.0 |
| PP |
2,953.0 |
2,953.0 |
2,953.0 |
2,957.0 |
| S1 |
2,937.0 |
2,937.0 |
2,956.4 |
2,945.0 |
| S2 |
2,914.0 |
2,914.0 |
2,952.9 |
|
| S3 |
2,875.0 |
2,898.0 |
2,949.3 |
|
| S4 |
2,836.0 |
2,859.0 |
2,938.6 |
|
|
| 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 |
3,071.0 |
2,930.0 |
141.0 |
4.8% |
56.4 |
1.9% |
21% |
False |
True |
1,360,928 |
| 10 |
3,086.0 |
2,930.0 |
156.0 |
5.3% |
51.7 |
1.7% |
19% |
False |
True |
800,130 |
| 20 |
3,086.0 |
2,930.0 |
156.0 |
5.3% |
43.9 |
1.5% |
19% |
False |
True |
411,713 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
39.1 |
1.3% |
41% |
False |
False |
207,572 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
45.1 |
1.5% |
71% |
False |
False |
142,237 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
40.7 |
1.4% |
71% |
False |
False |
108,003 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
35.4 |
1.2% |
71% |
False |
False |
87,551 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
30.8 |
1.0% |
71% |
False |
False |
73,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,134.8 |
|
2.618 |
3,071.1 |
|
1.618 |
3,032.1 |
|
1.000 |
3,008.0 |
|
0.618 |
2,993.1 |
|
HIGH |
2,969.0 |
|
0.618 |
2,954.1 |
|
0.500 |
2,949.5 |
|
0.382 |
2,944.9 |
|
LOW |
2,930.0 |
|
0.618 |
2,905.9 |
|
1.000 |
2,891.0 |
|
1.618 |
2,866.9 |
|
2.618 |
2,827.9 |
|
4.250 |
2,764.3 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,956.5 |
2,975.5 |
| PP |
2,953.0 |
2,970.3 |
| S1 |
2,949.5 |
2,965.2 |
|