| 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 |
2,131.75 |
2,121.75 |
-10.00 |
-0.5% |
2,179.25 |
| High |
2,141.25 |
2,151.50 |
10.25 |
0.5% |
2,189.25 |
| Low |
2,118.75 |
2,114.75 |
-4.00 |
-0.2% |
2,119.75 |
| Close |
2,120.25 |
2,145.00 |
24.75 |
1.2% |
2,122.75 |
| Range |
22.50 |
36.75 |
14.25 |
63.3% |
69.50 |
| ATR |
22.64 |
23.65 |
1.01 |
4.5% |
0.00 |
| Volume |
661,156 |
398,401 |
-262,755 |
-39.7% |
7,266,062 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.25 |
2,233.00 |
2,165.25 |
|
| R3 |
2,210.50 |
2,196.25 |
2,155.00 |
|
| R2 |
2,173.75 |
2,173.75 |
2,151.75 |
|
| R1 |
2,159.50 |
2,159.50 |
2,148.25 |
2,166.50 |
| PP |
2,137.00 |
2,137.00 |
2,137.00 |
2,140.75 |
| S1 |
2,122.75 |
2,122.75 |
2,141.75 |
2,130.00 |
| S2 |
2,100.25 |
2,100.25 |
2,138.25 |
|
| S3 |
2,063.50 |
2,086.00 |
2,135.00 |
|
| S4 |
2,026.75 |
2,049.25 |
2,124.75 |
|
|
| 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 |
2,178.25 |
2,107.00 |
71.25 |
3.3% |
42.50 |
2.0% |
53% |
False |
False |
1,156,803 |
| 10 |
2,189.25 |
2,107.00 |
82.25 |
3.8% |
29.00 |
1.4% |
46% |
False |
False |
1,462,042 |
| 20 |
2,191.50 |
2,107.00 |
84.50 |
3.9% |
22.00 |
1.0% |
45% |
False |
False |
1,497,470 |
| 40 |
2,191.50 |
2,107.00 |
84.50 |
3.9% |
18.25 |
0.9% |
45% |
False |
False |
1,453,861 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.8% |
22.50 |
1.0% |
78% |
False |
False |
1,592,426 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.8% |
21.50 |
1.0% |
78% |
False |
False |
1,414,008 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.8% |
21.75 |
1.0% |
78% |
False |
False |
1,132,536 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.8% |
21.75 |
1.0% |
78% |
False |
False |
944,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,307.75 |
|
2.618 |
2,247.75 |
|
1.618 |
2,211.00 |
|
1.000 |
2,188.25 |
|
0.618 |
2,174.25 |
|
HIGH |
2,151.50 |
|
0.618 |
2,137.50 |
|
0.500 |
2,133.00 |
|
0.382 |
2,128.75 |
|
LOW |
2,114.75 |
|
0.618 |
2,092.00 |
|
1.000 |
2,078.00 |
|
1.618 |
2,055.25 |
|
2.618 |
2,018.50 |
|
4.250 |
1,958.50 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,141.00 |
2,142.00 |
| PP |
2,137.00 |
2,139.00 |
| S1 |
2,133.00 |
2,136.00 |
|