| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,121.75 |
2,156.25 |
34.50 |
1.6% |
2,179.25 |
| High |
2,162.75 |
2,157.50 |
-5.25 |
-0.2% |
2,189.25 |
| Low |
2,107.00 |
2,119.00 |
12.00 |
0.6% |
2,119.75 |
| Close |
2,158.50 |
2,128.75 |
-29.75 |
-1.4% |
2,122.75 |
| Range |
55.75 |
38.50 |
-17.25 |
-30.9% |
69.50 |
| ATR |
21.36 |
22.65 |
1.30 |
6.1% |
0.00 |
| Volume |
1,450,133 |
1,201,101 |
-249,032 |
-17.2% |
7,266,062 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.50 |
2,228.25 |
2,150.00 |
|
| R3 |
2,212.00 |
2,189.75 |
2,139.25 |
|
| R2 |
2,173.50 |
2,173.50 |
2,135.75 |
|
| R1 |
2,151.25 |
2,151.25 |
2,132.25 |
2,143.00 |
| PP |
2,135.00 |
2,135.00 |
2,135.00 |
2,131.00 |
| S1 |
2,112.75 |
2,112.75 |
2,125.25 |
2,104.50 |
| S2 |
2,096.50 |
2,096.50 |
2,121.75 |
|
| S3 |
2,058.00 |
2,074.25 |
2,118.25 |
|
| S4 |
2,019.50 |
2,035.75 |
2,107.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.50 |
2,307.00 |
2,161.00 |
|
| R3 |
2,283.00 |
2,237.50 |
2,141.75 |
|
| R2 |
2,213.50 |
2,213.50 |
2,135.50 |
|
| R1 |
2,168.00 |
2,168.00 |
2,129.00 |
2,156.00 |
| PP |
2,144.00 |
2,144.00 |
2,144.00 |
2,138.00 |
| S1 |
2,098.50 |
2,098.50 |
2,116.50 |
2,086.50 |
| S2 |
2,074.50 |
2,074.50 |
2,110.00 |
|
| S3 |
2,005.00 |
2,029.00 |
2,103.75 |
|
| S4 |
1,935.50 |
1,959.50 |
2,084.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,189.25 |
2,107.00 |
82.25 |
3.9% |
35.00 |
1.6% |
26% |
False |
False |
1,657,930 |
| 10 |
2,189.25 |
2,107.00 |
82.25 |
3.9% |
26.00 |
1.2% |
26% |
False |
False |
1,679,784 |
| 20 |
2,191.50 |
2,107.00 |
84.50 |
4.0% |
20.25 |
1.0% |
26% |
False |
False |
1,599,201 |
| 40 |
2,191.50 |
2,107.00 |
84.50 |
4.0% |
17.50 |
0.8% |
26% |
False |
False |
1,484,516 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
22.00 |
1.0% |
70% |
False |
False |
1,624,753 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.00 |
1.0% |
70% |
False |
False |
1,400,926 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.50 |
1.0% |
70% |
False |
False |
1,121,964 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.50 |
1.0% |
70% |
False |
False |
935,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.00 |
|
2.618 |
2,258.25 |
|
1.618 |
2,219.75 |
|
1.000 |
2,196.00 |
|
0.618 |
2,181.25 |
|
HIGH |
2,157.50 |
|
0.618 |
2,142.75 |
|
0.500 |
2,138.25 |
|
0.382 |
2,133.75 |
|
LOW |
2,119.00 |
|
0.618 |
2,095.25 |
|
1.000 |
2,080.50 |
|
1.618 |
2,056.75 |
|
2.618 |
2,018.25 |
|
4.250 |
1,955.50 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,138.25 |
2,142.50 |
| PP |
2,135.00 |
2,138.00 |
| S1 |
2,132.00 |
2,133.50 |
|