| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,001.0 |
2,983.0 |
-18.0 |
-0.6% |
2,939.0 |
| High |
3,006.0 |
2,988.0 |
-18.0 |
-0.6% |
3,050.0 |
| Low |
2,958.0 |
2,934.0 |
-24.0 |
-0.8% |
2,936.0 |
| Close |
2,963.0 |
2,955.0 |
-8.0 |
-0.3% |
3,019.0 |
| Range |
48.0 |
54.0 |
6.0 |
12.5% |
114.0 |
| ATR |
46.9 |
47.4 |
0.5 |
1.1% |
0.0 |
| Volume |
1,162,105 |
1,118,240 |
-43,865 |
-3.8% |
5,311,913 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,092.0 |
2,984.7 |
|
| R3 |
3,067.0 |
3,038.0 |
2,969.9 |
|
| R2 |
3,013.0 |
3,013.0 |
2,964.9 |
|
| R1 |
2,984.0 |
2,984.0 |
2,960.0 |
2,971.5 |
| PP |
2,959.0 |
2,959.0 |
2,959.0 |
2,952.8 |
| S1 |
2,930.0 |
2,930.0 |
2,950.1 |
2,917.5 |
| S2 |
2,905.0 |
2,905.0 |
2,945.1 |
|
| S3 |
2,851.0 |
2,876.0 |
2,940.2 |
|
| S4 |
2,797.0 |
2,822.0 |
2,925.3 |
|
|
| 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 |
2,934.0 |
116.0 |
3.9% |
46.4 |
1.6% |
18% |
False |
True |
1,120,582 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.8% |
41.4 |
1.4% |
33% |
False |
False |
1,117,762 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
45.9 |
1.6% |
26% |
False |
False |
831,528 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
40.0 |
1.4% |
38% |
False |
False |
418,781 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.4% |
40.6 |
1.4% |
64% |
False |
False |
282,170 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
43.6 |
1.5% |
70% |
False |
False |
213,733 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
38.2 |
1.3% |
70% |
False |
False |
171,870 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
33.0 |
1.1% |
70% |
False |
False |
143,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.5 |
|
2.618 |
3,129.4 |
|
1.618 |
3,075.4 |
|
1.000 |
3,042.0 |
|
0.618 |
3,021.4 |
|
HIGH |
2,988.0 |
|
0.618 |
2,967.4 |
|
0.500 |
2,961.0 |
|
0.382 |
2,954.6 |
|
LOW |
2,934.0 |
|
0.618 |
2,900.6 |
|
1.000 |
2,880.0 |
|
1.618 |
2,846.6 |
|
2.618 |
2,792.6 |
|
4.250 |
2,704.5 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,961.0 |
2,984.5 |
| PP |
2,959.0 |
2,974.7 |
| S1 |
2,957.0 |
2,964.8 |
|