| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,325.9 |
1,329.9 |
4.0 |
0.3% |
1,331.3 |
| High |
1,333.2 |
1,336.0 |
2.8 |
0.2% |
1,360.7 |
| Low |
1,320.3 |
1,315.8 |
-4.5 |
-0.3% |
1,328.8 |
| Close |
1,329.7 |
1,321.6 |
-8.1 |
-0.6% |
1,337.9 |
| Range |
12.9 |
20.2 |
7.3 |
56.6% |
31.9 |
| ATR |
15.7 |
16.0 |
0.3 |
2.1% |
0.0 |
| Volume |
5,564 |
5,992 |
428 |
7.7% |
18,807 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.1 |
1,373.5 |
1,332.7 |
|
| R3 |
1,364.9 |
1,353.3 |
1,327.2 |
|
| R2 |
1,344.7 |
1,344.7 |
1,325.3 |
|
| R1 |
1,333.1 |
1,333.1 |
1,323.5 |
1,328.8 |
| PP |
1,324.5 |
1,324.5 |
1,324.5 |
1,322.3 |
| S1 |
1,312.9 |
1,312.9 |
1,319.7 |
1,308.6 |
| S2 |
1,304.3 |
1,304.3 |
1,317.9 |
|
| S3 |
1,284.1 |
1,292.7 |
1,316.0 |
|
| S4 |
1,263.9 |
1,272.5 |
1,310.5 |
|
|
| 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 |
1,346.7 |
1,315.8 |
30.9 |
2.3% |
14.3 |
1.1% |
19% |
False |
True |
4,617 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
16.7 |
1.3% |
25% |
False |
False |
4,465 |
| 20 |
1,365.0 |
1,308.9 |
56.1 |
4.2% |
15.0 |
1.1% |
23% |
False |
False |
4,417 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.7 |
1.2% |
18% |
False |
False |
4,202 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.2 |
1.3% |
45% |
False |
False |
3,191 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
16.3 |
1.2% |
63% |
False |
False |
2,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,421.9 |
|
2.618 |
1,388.9 |
|
1.618 |
1,368.7 |
|
1.000 |
1,356.2 |
|
0.618 |
1,348.5 |
|
HIGH |
1,336.0 |
|
0.618 |
1,328.3 |
|
0.500 |
1,325.9 |
|
0.382 |
1,323.5 |
|
LOW |
1,315.8 |
|
0.618 |
1,303.3 |
|
1.000 |
1,295.6 |
|
1.618 |
1,283.1 |
|
2.618 |
1,262.9 |
|
4.250 |
1,230.0 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.9 |
1,327.6 |
| PP |
1,324.5 |
1,325.6 |
| S1 |
1,323.0 |
1,323.6 |
|