| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,319.6 |
1,321.6 |
2.0 |
0.2% |
1,335.1 |
| High |
1,324.3 |
1,344.3 |
20.0 |
1.5% |
1,339.3 |
| Low |
1,318.7 |
1,314.7 |
-4.0 |
-0.3% |
1,312.8 |
| Close |
1,321.7 |
1,335.0 |
13.3 |
1.0% |
1,313.7 |
| Range |
5.6 |
29.6 |
24.0 |
428.6% |
26.5 |
| ATR |
14.7 |
15.8 |
1.1 |
7.2% |
0.0 |
| Volume |
3,049 |
4,130 |
1,081 |
35.5% |
21,289 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.1 |
1,407.2 |
1,351.3 |
|
| R3 |
1,390.5 |
1,377.6 |
1,343.1 |
|
| R2 |
1,360.9 |
1,360.9 |
1,340.4 |
|
| R1 |
1,348.0 |
1,348.0 |
1,337.7 |
1,354.5 |
| PP |
1,331.3 |
1,331.3 |
1,331.3 |
1,334.6 |
| S1 |
1,318.4 |
1,318.4 |
1,332.3 |
1,324.9 |
| S2 |
1,301.7 |
1,301.7 |
1,329.6 |
|
| S3 |
1,272.1 |
1,288.8 |
1,326.9 |
|
| S4 |
1,242.5 |
1,259.2 |
1,318.7 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.4 |
1,384.1 |
1,328.3 |
|
| R3 |
1,374.9 |
1,357.6 |
1,321.0 |
|
| R2 |
1,348.4 |
1,348.4 |
1,318.6 |
|
| R1 |
1,331.1 |
1,331.1 |
1,316.1 |
1,326.5 |
| PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,319.7 |
| S1 |
1,304.6 |
1,304.6 |
1,311.3 |
1,300.0 |
| S2 |
1,295.4 |
1,295.4 |
1,308.8 |
|
| S3 |
1,268.9 |
1,278.1 |
1,306.4 |
|
| S4 |
1,242.4 |
1,251.6 |
1,299.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.3 |
1,312.8 |
31.5 |
2.4% |
15.2 |
1.1% |
70% |
True |
False |
4,205 |
| 10 |
1,357.0 |
1,312.8 |
44.2 |
3.3% |
14.2 |
1.1% |
50% |
False |
False |
3,996 |
| 20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
15.6 |
1.2% |
50% |
False |
False |
4,828 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.7 |
1.2% |
38% |
False |
False |
4,319 |
| 60 |
1,387.1 |
1,308.9 |
78.2 |
5.9% |
15.9 |
1.2% |
33% |
False |
False |
3,332 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
16.4 |
1.2% |
71% |
False |
False |
2,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.1 |
|
2.618 |
1,421.8 |
|
1.618 |
1,392.2 |
|
1.000 |
1,373.9 |
|
0.618 |
1,362.6 |
|
HIGH |
1,344.3 |
|
0.618 |
1,333.0 |
|
0.500 |
1,329.5 |
|
0.382 |
1,326.0 |
|
LOW |
1,314.7 |
|
0.618 |
1,296.4 |
|
1.000 |
1,285.1 |
|
1.618 |
1,266.8 |
|
2.618 |
1,237.2 |
|
4.250 |
1,188.9 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.2 |
1,333.2 |
| PP |
1,331.3 |
1,331.3 |
| S1 |
1,329.5 |
1,329.5 |
|