| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,944.0 |
2,965.0 |
21.0 |
0.7% |
2,984.0 |
| High |
2,972.0 |
2,996.0 |
24.0 |
0.8% |
3,032.0 |
| Low |
2,943.0 |
2,958.0 |
15.0 |
0.5% |
2,908.0 |
| Close |
2,954.0 |
2,970.0 |
16.0 |
0.5% |
2,917.0 |
| Range |
29.0 |
38.0 |
9.0 |
31.0% |
124.0 |
| ATR |
45.3 |
45.0 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,037,708 |
1,371,062 |
333,354 |
32.1% |
6,645,253 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.7 |
3,067.3 |
2,990.9 |
|
| R3 |
3,050.7 |
3,029.3 |
2,980.5 |
|
| R2 |
3,012.7 |
3,012.7 |
2,977.0 |
|
| R1 |
2,991.3 |
2,991.3 |
2,973.5 |
3,002.0 |
| PP |
2,974.7 |
2,974.7 |
2,974.7 |
2,980.0 |
| S1 |
2,953.3 |
2,953.3 |
2,966.5 |
2,964.0 |
| S2 |
2,936.7 |
2,936.7 |
2,963.0 |
|
| S3 |
2,898.7 |
2,915.3 |
2,959.6 |
|
| S4 |
2,860.7 |
2,877.3 |
2,949.1 |
|
|
| 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 |
2,996.0 |
2,908.0 |
88.0 |
3.0% |
35.8 |
1.2% |
70% |
True |
False |
1,172,837 |
| 10 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
48.1 |
1.6% |
35% |
False |
False |
1,159,485 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
43.4 |
1.5% |
35% |
False |
False |
622,757 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
39.3 |
1.3% |
45% |
False |
False |
313,384 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.3% |
40.9 |
1.4% |
68% |
False |
False |
211,797 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
42.0 |
1.4% |
73% |
False |
False |
160,886 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
36.5 |
1.2% |
73% |
False |
False |
129,867 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
31.8 |
1.1% |
73% |
False |
False |
108,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.5 |
|
2.618 |
3,095.5 |
|
1.618 |
3,057.5 |
|
1.000 |
3,034.0 |
|
0.618 |
3,019.5 |
|
HIGH |
2,996.0 |
|
0.618 |
2,981.5 |
|
0.500 |
2,977.0 |
|
0.382 |
2,972.5 |
|
LOW |
2,958.0 |
|
0.618 |
2,934.5 |
|
1.000 |
2,920.0 |
|
1.618 |
2,896.5 |
|
2.618 |
2,858.5 |
|
4.250 |
2,796.5 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,977.0 |
2,968.7 |
| PP |
2,974.7 |
2,967.3 |
| S1 |
2,972.3 |
2,966.0 |
|