| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,965.0 |
2,987.0 |
22.0 |
0.7% |
2,984.0 |
| High |
2,996.0 |
3,050.0 |
54.0 |
1.8% |
3,032.0 |
| Low |
2,958.0 |
2,982.0 |
24.0 |
0.8% |
2,908.0 |
| Close |
2,970.0 |
3,035.0 |
65.0 |
2.2% |
2,917.0 |
| Range |
38.0 |
68.0 |
30.0 |
78.9% |
124.0 |
| ATR |
45.0 |
47.5 |
2.5 |
5.6% |
0.0 |
| Volume |
1,371,062 |
832,910 |
-538,152 |
-39.3% |
6,645,253 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,226.3 |
3,198.7 |
3,072.4 |
|
| R3 |
3,158.3 |
3,130.7 |
3,053.7 |
|
| R2 |
3,090.3 |
3,090.3 |
3,047.5 |
|
| R1 |
3,062.7 |
3,062.7 |
3,041.2 |
3,076.5 |
| PP |
3,022.3 |
3,022.3 |
3,022.3 |
3,029.3 |
| S1 |
2,994.7 |
2,994.7 |
3,028.8 |
3,008.5 |
| S2 |
2,954.3 |
2,954.3 |
3,022.5 |
|
| S3 |
2,886.3 |
2,926.7 |
3,016.3 |
|
| S4 |
2,818.3 |
2,858.7 |
2,997.6 |
|
|
| 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 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
41.6 |
1.4% |
89% |
True |
False |
1,013,558 |
| 10 |
3,071.0 |
2,908.0 |
163.0 |
5.4% |
49.0 |
1.6% |
78% |
False |
False |
1,187,243 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
44.6 |
1.5% |
71% |
False |
False |
663,411 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
40.3 |
1.3% |
76% |
False |
False |
333,891 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.0% |
41.2 |
1.4% |
86% |
False |
False |
225,573 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
42.5 |
1.4% |
88% |
False |
False |
171,297 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
37.2 |
1.2% |
88% |
False |
False |
138,196 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
32.3 |
1.1% |
88% |
False |
False |
115,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.0 |
|
2.618 |
3,228.0 |
|
1.618 |
3,160.0 |
|
1.000 |
3,118.0 |
|
0.618 |
3,092.0 |
|
HIGH |
3,050.0 |
|
0.618 |
3,024.0 |
|
0.500 |
3,016.0 |
|
0.382 |
3,008.0 |
|
LOW |
2,982.0 |
|
0.618 |
2,940.0 |
|
1.000 |
2,914.0 |
|
1.618 |
2,872.0 |
|
2.618 |
2,804.0 |
|
4.250 |
2,693.0 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,028.7 |
3,022.2 |
| PP |
3,022.3 |
3,009.3 |
| S1 |
3,016.0 |
2,996.5 |
|