| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,340.0 |
5,237.0 |
-103.0 |
-1.9% |
5,374.0 |
| High |
5,350.0 |
5,250.0 |
-100.0 |
-1.9% |
5,435.0 |
| Low |
5,321.0 |
5,199.0 |
-122.0 |
-2.3% |
5,321.0 |
| Close |
5,325.0 |
5,201.0 |
-124.0 |
-2.3% |
5,325.0 |
| Range |
29.0 |
51.0 |
22.0 |
75.9% |
114.0 |
| ATR |
48.1 |
53.6 |
5.6 |
11.6% |
0.0 |
| Volume |
36,075 |
121,686 |
85,611 |
237.3% |
128,723 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,369.7 |
5,336.3 |
5,229.1 |
|
| R3 |
5,318.7 |
5,285.3 |
5,215.0 |
|
| R2 |
5,267.7 |
5,267.7 |
5,210.4 |
|
| R1 |
5,234.3 |
5,234.3 |
5,205.7 |
5,225.5 |
| PP |
5,216.7 |
5,216.7 |
5,216.7 |
5,212.3 |
| S1 |
5,183.3 |
5,183.3 |
5,196.3 |
5,174.5 |
| S2 |
5,165.7 |
5,165.7 |
5,191.7 |
|
| S3 |
5,114.7 |
5,132.3 |
5,187.0 |
|
| S4 |
5,063.7 |
5,081.3 |
5,173.0 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,702.3 |
5,627.7 |
5,387.7 |
|
| R3 |
5,588.3 |
5,513.7 |
5,356.4 |
|
| R2 |
5,474.3 |
5,474.3 |
5,345.9 |
|
| R1 |
5,399.7 |
5,399.7 |
5,335.5 |
5,380.0 |
| PP |
5,360.3 |
5,360.3 |
5,360.3 |
5,350.5 |
| S1 |
5,285.7 |
5,285.7 |
5,314.6 |
5,266.0 |
| S2 |
5,246.3 |
5,246.3 |
5,304.1 |
|
| S3 |
5,132.3 |
5,171.7 |
5,293.7 |
|
| S4 |
5,018.3 |
5,057.7 |
5,262.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,435.0 |
5,199.0 |
236.0 |
4.5% |
35.6 |
0.7% |
1% |
False |
True |
45,785 |
| 10 |
5,502.0 |
5,199.0 |
303.0 |
5.8% |
43.8 |
0.8% |
1% |
False |
True |
37,131 |
| 20 |
5,552.0 |
5,199.0 |
353.0 |
6.8% |
42.1 |
0.8% |
1% |
False |
True |
30,358 |
| 40 |
5,569.0 |
5,199.0 |
370.0 |
7.1% |
40.4 |
0.8% |
1% |
False |
True |
26,676 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
47.5 |
0.9% |
36% |
False |
False |
27,338 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
45.5 |
0.9% |
36% |
False |
False |
25,172 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
40.9 |
0.8% |
36% |
False |
False |
20,156 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
14.1% |
37.5 |
0.7% |
50% |
False |
False |
16,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,466.8 |
|
2.618 |
5,383.5 |
|
1.618 |
5,332.5 |
|
1.000 |
5,301.0 |
|
0.618 |
5,281.5 |
|
HIGH |
5,250.0 |
|
0.618 |
5,230.5 |
|
0.500 |
5,224.5 |
|
0.382 |
5,218.5 |
|
LOW |
5,199.0 |
|
0.618 |
5,167.5 |
|
1.000 |
5,148.0 |
|
1.618 |
5,116.5 |
|
2.618 |
5,065.5 |
|
4.250 |
4,982.3 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,224.5 |
5,295.5 |
| PP |
5,216.7 |
5,264.0 |
| S1 |
5,208.8 |
5,232.5 |
|