| 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 |
18,293 |
18,108 |
-185 |
-1.0% |
18,489 |
| High |
18,308 |
18,160 |
-148 |
-0.8% |
18,548 |
| Low |
18,024 |
17,988 |
-36 |
-0.2% |
18,016 |
| Close |
18,087 |
18,000 |
-87 |
-0.5% |
18,041 |
| Range |
284 |
172 |
-112 |
-39.4% |
532 |
| ATR |
181 |
181 |
-1 |
-0.4% |
0 |
| Volume |
84,678 |
45,823 |
-38,855 |
-45.9% |
557,576 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,565 |
18,455 |
18,095 |
|
| R3 |
18,393 |
18,283 |
18,047 |
|
| R2 |
18,221 |
18,221 |
18,032 |
|
| R1 |
18,111 |
18,111 |
18,016 |
18,080 |
| PP |
18,049 |
18,049 |
18,049 |
18,034 |
| S1 |
17,939 |
17,939 |
17,984 |
17,908 |
| S2 |
17,877 |
17,877 |
17,969 |
|
| S3 |
17,705 |
17,767 |
17,953 |
|
| S4 |
17,533 |
17,595 |
17,906 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,798 |
19,451 |
18,334 |
|
| R3 |
19,266 |
18,919 |
18,187 |
|
| R2 |
18,734 |
18,734 |
18,139 |
|
| R1 |
18,387 |
18,387 |
18,090 |
18,295 |
| PP |
18,202 |
18,202 |
18,202 |
18,155 |
| S1 |
17,855 |
17,855 |
17,992 |
17,763 |
| S2 |
17,670 |
17,670 |
17,944 |
|
| S3 |
17,138 |
17,323 |
17,895 |
|
| S4 |
16,606 |
16,791 |
17,749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,548 |
17,897 |
651 |
3.6% |
293 |
1.6% |
16% |
False |
False |
112,567 |
| 10 |
18,548 |
17,897 |
651 |
3.6% |
211 |
1.2% |
16% |
False |
False |
125,293 |
| 20 |
18,615 |
17,897 |
718 |
4.0% |
167 |
0.9% |
14% |
False |
False |
124,046 |
| 40 |
18,623 |
17,897 |
726 |
4.0% |
145 |
0.8% |
14% |
False |
False |
118,190 |
| 60 |
18,623 |
16,961 |
1,662 |
9.2% |
174 |
1.0% |
63% |
False |
False |
133,823 |
| 80 |
18,623 |
16,961 |
1,662 |
9.2% |
170 |
0.9% |
63% |
False |
False |
117,268 |
| 100 |
18,623 |
16,961 |
1,662 |
9.2% |
172 |
1.0% |
63% |
False |
False |
93,849 |
| 120 |
18,623 |
16,961 |
1,662 |
9.2% |
167 |
0.9% |
63% |
False |
False |
78,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,891 |
|
2.618 |
18,610 |
|
1.618 |
18,438 |
|
1.000 |
18,332 |
|
0.618 |
18,266 |
|
HIGH |
18,160 |
|
0.618 |
18,094 |
|
0.500 |
18,074 |
|
0.382 |
18,054 |
|
LOW |
17,988 |
|
0.618 |
17,882 |
|
1.000 |
17,816 |
|
1.618 |
17,710 |
|
2.618 |
17,538 |
|
4.250 |
17,257 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,074 |
18,124 |
| PP |
18,049 |
18,083 |
| S1 |
18,025 |
18,041 |
|