| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
2,953.0 |
12.0 |
0.4% |
2,984.0 |
| High |
2,969.0 |
2,959.0 |
-10.0 |
-0.3% |
3,032.0 |
| Low |
2,930.0 |
2,908.0 |
-22.0 |
-0.8% |
2,908.0 |
| Close |
2,960.0 |
2,917.0 |
-43.0 |
-1.5% |
2,917.0 |
| Range |
39.0 |
51.0 |
12.0 |
30.8% |
124.0 |
| ATR |
46.5 |
46.9 |
0.4 |
0.8% |
0.0 |
| Volume |
1,629,305 |
874,475 |
-754,830 |
-46.3% |
6,645,253 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.0 |
3,050.0 |
2,945.1 |
|
| R3 |
3,030.0 |
2,999.0 |
2,931.0 |
|
| R2 |
2,979.0 |
2,979.0 |
2,926.4 |
|
| R1 |
2,948.0 |
2,948.0 |
2,921.7 |
2,938.0 |
| PP |
2,928.0 |
2,928.0 |
2,928.0 |
2,923.0 |
| S1 |
2,897.0 |
2,897.0 |
2,912.3 |
2,887.0 |
| S2 |
2,877.0 |
2,877.0 |
2,907.7 |
|
| S3 |
2,826.0 |
2,846.0 |
2,903.0 |
|
| S4 |
2,775.0 |
2,795.0 |
2,889.0 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.3 |
3,244.7 |
2,985.2 |
|
| R3 |
3,200.3 |
3,120.7 |
2,951.1 |
|
| R2 |
3,076.3 |
3,076.3 |
2,939.7 |
|
| R1 |
2,996.7 |
2,996.7 |
2,928.4 |
2,974.5 |
| PP |
2,952.3 |
2,952.3 |
2,952.3 |
2,941.3 |
| S1 |
2,872.7 |
2,872.7 |
2,905.6 |
2,850.5 |
| S2 |
2,828.3 |
2,828.3 |
2,894.3 |
|
| S3 |
2,704.3 |
2,748.7 |
2,882.9 |
|
| S4 |
2,580.3 |
2,624.7 |
2,848.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,032.0 |
2,908.0 |
124.0 |
4.3% |
54.0 |
1.9% |
7% |
False |
True |
1,329,050 |
| 10 |
3,086.0 |
2,908.0 |
178.0 |
6.1% |
51.8 |
1.8% |
5% |
False |
True |
883,965 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.1% |
45.2 |
1.5% |
5% |
False |
True |
455,426 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.3% |
39.5 |
1.4% |
20% |
False |
False |
229,432 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
15.0% |
44.7 |
1.5% |
61% |
False |
False |
156,515 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
15.0% |
41.3 |
1.4% |
61% |
False |
False |
118,934 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
15.0% |
35.6 |
1.2% |
61% |
False |
False |
96,273 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
15.0% |
31.1 |
1.1% |
61% |
False |
False |
80,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.8 |
|
2.618 |
3,092.5 |
|
1.618 |
3,041.5 |
|
1.000 |
3,010.0 |
|
0.618 |
2,990.5 |
|
HIGH |
2,959.0 |
|
0.618 |
2,939.5 |
|
0.500 |
2,933.5 |
|
0.382 |
2,927.5 |
|
LOW |
2,908.0 |
|
0.618 |
2,876.5 |
|
1.000 |
2,857.0 |
|
1.618 |
2,825.5 |
|
2.618 |
2,774.5 |
|
4.250 |
2,691.3 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,933.5 |
2,943.5 |
| PP |
2,928.0 |
2,934.7 |
| S1 |
2,922.5 |
2,925.8 |
|