| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,335.3 |
1,325.9 |
-9.4 |
-0.7% |
1,331.3 |
| High |
1,339.3 |
1,333.2 |
-6.1 |
-0.5% |
1,360.7 |
| Low |
1,322.7 |
1,320.3 |
-2.4 |
-0.2% |
1,328.8 |
| Close |
1,327.3 |
1,329.7 |
2.4 |
0.2% |
1,337.9 |
| Range |
16.6 |
12.9 |
-3.7 |
-22.3% |
31.9 |
| ATR |
15.9 |
15.7 |
-0.2 |
-1.4% |
0.0 |
| Volume |
4,809 |
5,564 |
755 |
15.7% |
18,807 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.4 |
1,361.0 |
1,336.8 |
|
| R3 |
1,353.5 |
1,348.1 |
1,333.2 |
|
| R2 |
1,340.6 |
1,340.6 |
1,332.1 |
|
| R1 |
1,335.2 |
1,335.2 |
1,330.9 |
1,337.9 |
| PP |
1,327.7 |
1,327.7 |
1,327.7 |
1,329.1 |
| S1 |
1,322.3 |
1,322.3 |
1,328.5 |
1,325.0 |
| S2 |
1,314.8 |
1,314.8 |
1,327.3 |
|
| S3 |
1,301.9 |
1,309.4 |
1,326.2 |
|
| S4 |
1,289.0 |
1,296.5 |
1,322.6 |
|
|
| 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 |
1,357.0 |
1,320.3 |
36.7 |
2.8% |
13.2 |
1.0% |
26% |
False |
True |
3,788 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
15.9 |
1.2% |
40% |
False |
False |
4,251 |
| 20 |
1,365.0 |
1,308.9 |
56.1 |
4.2% |
14.8 |
1.1% |
37% |
False |
False |
4,374 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.7 |
1.2% |
30% |
False |
False |
4,078 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.2 |
1.3% |
52% |
False |
False |
3,122 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
16.2 |
1.2% |
68% |
False |
False |
2,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.0 |
|
2.618 |
1,367.0 |
|
1.618 |
1,354.1 |
|
1.000 |
1,346.1 |
|
0.618 |
1,341.2 |
|
HIGH |
1,333.2 |
|
0.618 |
1,328.3 |
|
0.500 |
1,326.8 |
|
0.382 |
1,325.2 |
|
LOW |
1,320.3 |
|
0.618 |
1,312.3 |
|
1.000 |
1,307.4 |
|
1.618 |
1,299.4 |
|
2.618 |
1,286.5 |
|
4.250 |
1,265.5 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.7 |
1,329.8 |
| PP |
1,327.7 |
1,329.8 |
| S1 |
1,326.8 |
1,329.7 |
|