| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
3,035.0 |
48.0 |
1.6% |
2,939.0 |
| High |
3,050.0 |
3,035.0 |
-15.0 |
-0.5% |
3,050.0 |
| Low |
2,982.0 |
3,011.0 |
29.0 |
1.0% |
2,936.0 |
| Close |
3,035.0 |
3,019.0 |
-16.0 |
-0.5% |
3,019.0 |
| Range |
68.0 |
24.0 |
-44.0 |
-64.7% |
114.0 |
| ATR |
47.5 |
45.8 |
-1.7 |
-3.5% |
0.0 |
| Volume |
832,910 |
1,118,596 |
285,686 |
34.3% |
5,311,913 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.7 |
3,080.3 |
3,032.2 |
|
| R3 |
3,069.7 |
3,056.3 |
3,025.6 |
|
| R2 |
3,045.7 |
3,045.7 |
3,023.4 |
|
| R1 |
3,032.3 |
3,032.3 |
3,021.2 |
3,027.0 |
| PP |
3,021.7 |
3,021.7 |
3,021.7 |
3,019.0 |
| S1 |
3,008.3 |
3,008.3 |
3,016.8 |
3,003.0 |
| S2 |
2,997.7 |
2,997.7 |
3,014.6 |
|
| S3 |
2,973.7 |
2,984.3 |
3,012.4 |
|
| S4 |
2,949.7 |
2,960.3 |
3,005.8 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.7 |
3,295.3 |
3,081.7 |
|
| R3 |
3,229.7 |
3,181.3 |
3,050.4 |
|
| R2 |
3,115.7 |
3,115.7 |
3,039.9 |
|
| R1 |
3,067.3 |
3,067.3 |
3,029.5 |
3,091.5 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
3,013.8 |
| S1 |
2,953.3 |
2,953.3 |
3,008.6 |
2,977.5 |
| S2 |
2,887.7 |
2,887.7 |
2,998.1 |
|
| S3 |
2,773.7 |
2,839.3 |
2,987.7 |
|
| S4 |
2,659.7 |
2,725.3 |
2,956.3 |
|
|
| 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 |
2,936.0 |
114.0 |
3.8% |
36.2 |
1.2% |
73% |
False |
False |
1,062,382 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
45.1 |
1.5% |
78% |
False |
False |
1,195,716 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
5.9% |
44.4 |
1.5% |
62% |
False |
False |
719,332 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
40.0 |
1.3% |
68% |
False |
False |
361,800 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.1% |
39.9 |
1.3% |
82% |
False |
False |
244,216 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
42.7 |
1.4% |
85% |
False |
False |
185,250 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
37.4 |
1.2% |
85% |
False |
False |
149,367 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.5% |
32.2 |
1.1% |
85% |
False |
False |
124,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.0 |
|
2.618 |
3,097.8 |
|
1.618 |
3,073.8 |
|
1.000 |
3,059.0 |
|
0.618 |
3,049.8 |
|
HIGH |
3,035.0 |
|
0.618 |
3,025.8 |
|
0.500 |
3,023.0 |
|
0.382 |
3,020.2 |
|
LOW |
3,011.0 |
|
0.618 |
2,996.2 |
|
1.000 |
2,987.0 |
|
1.618 |
2,972.2 |
|
2.618 |
2,948.2 |
|
4.250 |
2,909.0 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.0 |
3,014.0 |
| PP |
3,021.7 |
3,009.0 |
| S1 |
3,020.3 |
3,004.0 |
|