| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,345.3 |
1,335.1 |
-10.2 |
-0.8% |
1,331.3 |
| High |
1,346.7 |
1,337.0 |
-9.7 |
-0.7% |
1,360.7 |
| Low |
1,334.6 |
1,327.1 |
-7.5 |
-0.6% |
1,328.8 |
| Close |
1,337.9 |
1,329.1 |
-8.8 |
-0.7% |
1,337.9 |
| Range |
12.1 |
9.9 |
-2.2 |
-18.2% |
31.9 |
| ATR |
16.2 |
15.9 |
-0.4 |
-2.4% |
0.0 |
| Volume |
4,486 |
2,238 |
-2,248 |
-50.1% |
18,807 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.8 |
1,354.8 |
1,334.5 |
|
| R3 |
1,350.9 |
1,344.9 |
1,331.8 |
|
| R2 |
1,341.0 |
1,341.0 |
1,330.9 |
|
| R1 |
1,335.0 |
1,335.0 |
1,330.0 |
1,333.1 |
| PP |
1,331.1 |
1,331.1 |
1,331.1 |
1,330.1 |
| S1 |
1,325.1 |
1,325.1 |
1,328.2 |
1,323.2 |
| S2 |
1,321.2 |
1,321.2 |
1,327.3 |
|
| S3 |
1,311.3 |
1,315.2 |
1,326.4 |
|
| S4 |
1,301.4 |
1,305.3 |
1,323.7 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.2 |
1,419.9 |
1,355.4 |
|
| R3 |
1,406.3 |
1,388.0 |
1,346.7 |
|
| R2 |
1,374.4 |
1,374.4 |
1,343.7 |
|
| R1 |
1,356.1 |
1,356.1 |
1,340.8 |
1,365.3 |
| PP |
1,342.5 |
1,342.5 |
1,342.5 |
1,347.0 |
| S1 |
1,324.2 |
1,324.2 |
1,335.0 |
1,333.4 |
| S2 |
1,310.6 |
1,310.6 |
1,332.1 |
|
| S3 |
1,278.7 |
1,292.3 |
1,329.1 |
|
| S4 |
1,246.8 |
1,260.4 |
1,320.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,360.7 |
1,327.1 |
33.6 |
2.5% |
15.6 |
1.2% |
6% |
False |
True |
4,209 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
15.6 |
1.2% |
39% |
False |
False |
3,620 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
14.7 |
1.1% |
34% |
False |
False |
4,193 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.4 |
1.2% |
29% |
False |
False |
3,834 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.3 |
1.3% |
51% |
False |
False |
3,058 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
16.1 |
1.2% |
67% |
False |
False |
2,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.1 |
|
2.618 |
1,362.9 |
|
1.618 |
1,353.0 |
|
1.000 |
1,346.9 |
|
0.618 |
1,343.1 |
|
HIGH |
1,337.0 |
|
0.618 |
1,333.2 |
|
0.500 |
1,332.1 |
|
0.382 |
1,330.9 |
|
LOW |
1,327.1 |
|
0.618 |
1,321.0 |
|
1.000 |
1,317.2 |
|
1.618 |
1,311.1 |
|
2.618 |
1,301.2 |
|
4.250 |
1,285.0 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.1 |
1,342.1 |
| PP |
1,331.1 |
1,337.7 |
| S1 |
1,330.1 |
1,333.4 |
|