| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,953.0 |
2,939.0 |
-14.0 |
-0.5% |
2,984.0 |
| High |
2,959.0 |
2,958.0 |
-1.0 |
0.0% |
3,032.0 |
| Low |
2,908.0 |
2,936.0 |
28.0 |
1.0% |
2,908.0 |
| Close |
2,917.0 |
2,954.0 |
37.0 |
1.3% |
2,917.0 |
| Range |
51.0 |
22.0 |
-29.0 |
-56.9% |
124.0 |
| ATR |
46.9 |
46.5 |
-0.4 |
-0.9% |
0.0 |
| Volume |
874,475 |
951,637 |
77,162 |
8.8% |
6,645,253 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.3 |
3,006.7 |
2,966.1 |
|
| R3 |
2,993.3 |
2,984.7 |
2,960.1 |
|
| R2 |
2,971.3 |
2,971.3 |
2,958.0 |
|
| R1 |
2,962.7 |
2,962.7 |
2,956.0 |
2,967.0 |
| PP |
2,949.3 |
2,949.3 |
2,949.3 |
2,951.5 |
| S1 |
2,940.7 |
2,940.7 |
2,952.0 |
2,945.0 |
| S2 |
2,927.3 |
2,927.3 |
2,950.0 |
|
| S3 |
2,905.3 |
2,918.7 |
2,948.0 |
|
| S4 |
2,883.3 |
2,896.7 |
2,941.9 |
|
|
| 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 |
3,021.0 |
2,908.0 |
113.0 |
3.8% |
45.2 |
1.5% |
41% |
False |
False |
1,195,856 |
| 10 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
47.3 |
1.6% |
26% |
False |
False |
975,696 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
44.1 |
1.5% |
26% |
False |
False |
502,987 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
39.2 |
1.3% |
38% |
False |
False |
253,222 |
| 60 |
3,086.0 |
2,655.0 |
431.0 |
14.6% |
42.4 |
1.4% |
69% |
False |
False |
172,368 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
41.6 |
1.4% |
70% |
False |
False |
130,830 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
35.9 |
1.2% |
70% |
False |
False |
105,789 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
31.2 |
1.1% |
70% |
False |
False |
88,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.5 |
|
2.618 |
3,015.6 |
|
1.618 |
2,993.6 |
|
1.000 |
2,980.0 |
|
0.618 |
2,971.6 |
|
HIGH |
2,958.0 |
|
0.618 |
2,949.6 |
|
0.500 |
2,947.0 |
|
0.382 |
2,944.4 |
|
LOW |
2,936.0 |
|
0.618 |
2,922.4 |
|
1.000 |
2,914.0 |
|
1.618 |
2,900.4 |
|
2.618 |
2,878.4 |
|
4.250 |
2,842.5 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.7 |
2,948.8 |
| PP |
2,949.3 |
2,943.7 |
| S1 |
2,947.0 |
2,938.5 |
|