| 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 |
5,237.0 |
5,260.0 |
23.0 |
0.4% |
5,374.0 |
| High |
5,250.0 |
5,275.0 |
25.0 |
0.5% |
5,435.0 |
| Low |
5,199.0 |
5,191.0 |
-8.0 |
-0.2% |
5,321.0 |
| Close |
5,201.0 |
5,194.0 |
-7.0 |
-0.1% |
5,325.0 |
| Range |
51.0 |
84.0 |
33.0 |
64.7% |
114.0 |
| ATR |
53.6 |
55.8 |
2.2 |
4.0% |
0.0 |
| Volume |
121,686 |
224,370 |
102,684 |
84.4% |
128,723 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,472.0 |
5,417.0 |
5,240.2 |
|
| R3 |
5,388.0 |
5,333.0 |
5,217.1 |
|
| R2 |
5,304.0 |
5,304.0 |
5,209.4 |
|
| R1 |
5,249.0 |
5,249.0 |
5,201.7 |
5,234.5 |
| PP |
5,220.0 |
5,220.0 |
5,220.0 |
5,212.8 |
| S1 |
5,165.0 |
5,165.0 |
5,186.3 |
5,150.5 |
| S2 |
5,136.0 |
5,136.0 |
5,178.6 |
|
| S3 |
5,052.0 |
5,081.0 |
5,170.9 |
|
| S4 |
4,968.0 |
4,997.0 |
5,147.8 |
|
|
| 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 |
5,191.0 |
244.0 |
4.7% |
48.6 |
0.9% |
1% |
False |
True |
87,284 |
| 10 |
5,468.0 |
5,191.0 |
277.0 |
5.3% |
47.4 |
0.9% |
1% |
False |
True |
56,898 |
| 20 |
5,552.0 |
5,191.0 |
361.0 |
7.0% |
44.9 |
0.9% |
1% |
False |
True |
40,522 |
| 40 |
5,569.0 |
5,191.0 |
378.0 |
7.3% |
41.6 |
0.8% |
1% |
False |
True |
31,776 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
48.2 |
0.9% |
35% |
False |
False |
30,668 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
46.2 |
0.9% |
35% |
False |
False |
27,977 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
41.7 |
0.8% |
35% |
False |
False |
22,400 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
14.1% |
38.0 |
0.7% |
49% |
False |
False |
18,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,632.0 |
|
2.618 |
5,494.9 |
|
1.618 |
5,410.9 |
|
1.000 |
5,359.0 |
|
0.618 |
5,326.9 |
|
HIGH |
5,275.0 |
|
0.618 |
5,242.9 |
|
0.500 |
5,233.0 |
|
0.382 |
5,223.1 |
|
LOW |
5,191.0 |
|
0.618 |
5,139.1 |
|
1.000 |
5,107.0 |
|
1.618 |
5,055.1 |
|
2.618 |
4,971.1 |
|
4.250 |
4,834.0 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,233.0 |
5,270.5 |
| PP |
5,220.0 |
5,245.0 |
| S1 |
5,207.0 |
5,219.5 |
|