| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,983.0 |
2,963.0 |
-20.0 |
-0.7% |
2,939.0 |
| High |
2,988.0 |
3,005.0 |
17.0 |
0.6% |
3,050.0 |
| Low |
2,934.0 |
2,962.0 |
28.0 |
1.0% |
2,936.0 |
| Close |
2,955.0 |
2,978.0 |
23.0 |
0.8% |
3,019.0 |
| Range |
54.0 |
43.0 |
-11.0 |
-20.4% |
114.0 |
| ATR |
47.4 |
47.6 |
0.2 |
0.4% |
0.0 |
| Volume |
1,118,240 |
1,215,766 |
97,526 |
8.7% |
5,311,913 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.7 |
3,087.3 |
3,001.7 |
|
| R3 |
3,067.7 |
3,044.3 |
2,989.8 |
|
| R2 |
3,024.7 |
3,024.7 |
2,985.9 |
|
| R1 |
3,001.3 |
3,001.3 |
2,981.9 |
3,013.0 |
| PP |
2,981.7 |
2,981.7 |
2,981.7 |
2,987.5 |
| S1 |
2,958.3 |
2,958.3 |
2,974.1 |
2,970.0 |
| S2 |
2,938.7 |
2,938.7 |
2,970.1 |
|
| S3 |
2,895.7 |
2,915.3 |
2,966.2 |
|
| S4 |
2,852.7 |
2,872.3 |
2,954.4 |
|
|
| 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% |
47.4 |
1.6% |
38% |
False |
False |
1,089,523 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.8% |
41.6 |
1.4% |
49% |
False |
False |
1,131,180 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
46.5 |
1.6% |
39% |
False |
False |
886,683 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.1% |
39.6 |
1.3% |
49% |
False |
False |
449,094 |
| 60 |
3,086.0 |
2,721.0 |
365.0 |
12.3% |
40.5 |
1.4% |
70% |
False |
False |
301,980 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
43.8 |
1.5% |
75% |
False |
False |
228,785 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
38.4 |
1.3% |
75% |
False |
False |
184,003 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
33.4 |
1.1% |
75% |
False |
False |
153,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,187.8 |
|
2.618 |
3,117.6 |
|
1.618 |
3,074.6 |
|
1.000 |
3,048.0 |
|
0.618 |
3,031.6 |
|
HIGH |
3,005.0 |
|
0.618 |
2,988.6 |
|
0.500 |
2,983.5 |
|
0.382 |
2,978.4 |
|
LOW |
2,962.0 |
|
0.618 |
2,935.4 |
|
1.000 |
2,919.0 |
|
1.618 |
2,892.4 |
|
2.618 |
2,849.4 |
|
4.250 |
2,779.3 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.5 |
2,975.3 |
| PP |
2,981.7 |
2,972.7 |
| S1 |
2,979.8 |
2,970.0 |
|