| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,963.0 |
3,009.0 |
46.0 |
1.6% |
2,939.0 |
| High |
3,005.0 |
3,022.0 |
17.0 |
0.6% |
3,050.0 |
| Low |
2,962.0 |
2,935.0 |
-27.0 |
-0.9% |
2,936.0 |
| Close |
2,978.0 |
2,979.0 |
1.0 |
0.0% |
3,019.0 |
| Range |
43.0 |
87.0 |
44.0 |
102.3% |
114.0 |
| ATR |
47.6 |
50.4 |
2.8 |
5.9% |
0.0 |
| Volume |
1,215,766 |
1,816,737 |
600,971 |
49.4% |
5,311,913 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.7 |
3,196.3 |
3,026.9 |
|
| R3 |
3,152.7 |
3,109.3 |
3,002.9 |
|
| R2 |
3,065.7 |
3,065.7 |
2,995.0 |
|
| R1 |
3,022.3 |
3,022.3 |
2,987.0 |
3,000.5 |
| PP |
2,978.7 |
2,978.7 |
2,978.7 |
2,967.8 |
| S1 |
2,935.3 |
2,935.3 |
2,971.0 |
2,913.5 |
| S2 |
2,891.7 |
2,891.7 |
2,963.1 |
|
| S3 |
2,804.7 |
2,848.3 |
2,955.1 |
|
| S4 |
2,717.7 |
2,761.3 |
2,931.2 |
|
|
| 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 |
3,035.0 |
2,934.0 |
101.0 |
3.4% |
51.2 |
1.7% |
45% |
False |
False |
1,286,288 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.8% |
46.4 |
1.6% |
50% |
False |
False |
1,149,923 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
49.1 |
1.6% |
40% |
False |
False |
975,027 |
| 40 |
3,086.0 |
2,901.0 |
185.0 |
6.2% |
41.0 |
1.4% |
42% |
False |
False |
494,511 |
| 60 |
3,086.0 |
2,740.0 |
346.0 |
11.6% |
40.9 |
1.4% |
69% |
False |
False |
331,639 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
44.8 |
1.5% |
76% |
False |
False |
251,457 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
39.1 |
1.3% |
76% |
False |
False |
202,170 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.7% |
34.1 |
1.1% |
76% |
False |
False |
168,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,391.8 |
|
2.618 |
3,249.8 |
|
1.618 |
3,162.8 |
|
1.000 |
3,109.0 |
|
0.618 |
3,075.8 |
|
HIGH |
3,022.0 |
|
0.618 |
2,988.8 |
|
0.500 |
2,978.5 |
|
0.382 |
2,968.2 |
|
LOW |
2,935.0 |
|
0.618 |
2,881.2 |
|
1.000 |
2,848.0 |
|
1.618 |
2,794.2 |
|
2.618 |
2,707.2 |
|
4.250 |
2,565.3 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,978.8 |
2,978.7 |
| PP |
2,978.7 |
2,978.3 |
| S1 |
2,978.5 |
2,978.0 |
|