| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,035.0 |
3,001.0 |
-34.0 |
-1.1% |
2,939.0 |
| High |
3,035.0 |
3,006.0 |
-29.0 |
-1.0% |
3,050.0 |
| Low |
3,011.0 |
2,958.0 |
-53.0 |
-1.8% |
2,936.0 |
| Close |
3,019.0 |
2,963.0 |
-56.0 |
-1.9% |
3,019.0 |
| Range |
24.0 |
48.0 |
24.0 |
100.0% |
114.0 |
| ATR |
45.8 |
46.9 |
1.1 |
2.4% |
0.0 |
| Volume |
1,118,596 |
1,162,105 |
43,509 |
3.9% |
5,311,913 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.7 |
3,089.3 |
2,989.4 |
|
| R3 |
3,071.7 |
3,041.3 |
2,976.2 |
|
| R2 |
3,023.7 |
3,023.7 |
2,971.8 |
|
| R1 |
2,993.3 |
2,993.3 |
2,967.4 |
2,984.5 |
| PP |
2,975.7 |
2,975.7 |
2,975.7 |
2,971.3 |
| S1 |
2,945.3 |
2,945.3 |
2,958.6 |
2,936.5 |
| S2 |
2,927.7 |
2,927.7 |
2,954.2 |
|
| S3 |
2,879.7 |
2,897.3 |
2,949.8 |
|
| S4 |
2,831.7 |
2,849.3 |
2,936.6 |
|
|
| 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 |
2,943.0 |
107.0 |
3.6% |
41.4 |
1.4% |
19% |
False |
False |
1,104,476 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.8% |
43.3 |
1.5% |
39% |
False |
False |
1,150,166 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
44.8 |
1.5% |
31% |
False |
False |
776,989 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
40.5 |
1.4% |
42% |
False |
False |
390,851 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.3% |
40.2 |
1.4% |
66% |
False |
False |
263,584 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
42.9 |
1.4% |
72% |
False |
False |
199,773 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
37.9 |
1.3% |
72% |
False |
False |
160,988 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
32.6 |
1.1% |
72% |
False |
False |
134,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.0 |
|
2.618 |
3,131.7 |
|
1.618 |
3,083.7 |
|
1.000 |
3,054.0 |
|
0.618 |
3,035.7 |
|
HIGH |
3,006.0 |
|
0.618 |
2,987.7 |
|
0.500 |
2,982.0 |
|
0.382 |
2,976.3 |
|
LOW |
2,958.0 |
|
0.618 |
2,928.3 |
|
1.000 |
2,910.0 |
|
1.618 |
2,880.3 |
|
2.618 |
2,832.3 |
|
4.250 |
2,754.0 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
3,004.0 |
| PP |
2,975.7 |
2,990.3 |
| S1 |
2,969.3 |
2,976.7 |
|