| 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 |
5,178.0 |
5,220.0 |
42.0 |
0.8% |
5,374.0 |
| High |
5,238.0 |
5,229.0 |
-9.0 |
-0.2% |
5,435.0 |
| Low |
5,178.0 |
5,195.0 |
17.0 |
0.3% |
5,321.0 |
| Close |
5,233.0 |
5,204.0 |
-29.0 |
-0.6% |
5,325.0 |
| Range |
60.0 |
34.0 |
-26.0 |
-43.3% |
114.0 |
| ATR |
56.1 |
54.8 |
-1.3 |
-2.3% |
0.0 |
| Volume |
88,804 |
990 |
-87,814 |
-98.9% |
128,723 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,311.3 |
5,291.7 |
5,222.7 |
|
| R3 |
5,277.3 |
5,257.7 |
5,213.4 |
|
| R2 |
5,243.3 |
5,243.3 |
5,210.2 |
|
| R1 |
5,223.7 |
5,223.7 |
5,207.1 |
5,216.5 |
| PP |
5,209.3 |
5,209.3 |
5,209.3 |
5,205.8 |
| S1 |
5,189.7 |
5,189.7 |
5,200.9 |
5,182.5 |
| S2 |
5,175.3 |
5,175.3 |
5,197.8 |
|
| S3 |
5,141.3 |
5,155.7 |
5,194.7 |
|
| S4 |
5,107.3 |
5,121.7 |
5,185.3 |
|
|
| 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 |
5,350.0 |
5,178.0 |
172.0 |
3.3% |
51.6 |
1.0% |
15% |
False |
False |
94,385 |
| 10 |
5,435.0 |
5,178.0 |
257.0 |
4.9% |
46.2 |
0.9% |
10% |
False |
False |
59,876 |
| 20 |
5,552.0 |
5,178.0 |
374.0 |
7.2% |
44.5 |
0.9% |
7% |
False |
False |
42,093 |
| 40 |
5,569.0 |
5,178.0 |
391.0 |
7.5% |
41.8 |
0.8% |
7% |
False |
False |
32,573 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
48.5 |
0.9% |
37% |
False |
False |
31,486 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
45.9 |
0.9% |
37% |
False |
False |
29,098 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
11.1% |
41.8 |
0.8% |
37% |
False |
False |
23,293 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
14.1% |
38.7 |
0.7% |
50% |
False |
False |
19,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,373.5 |
|
2.618 |
5,318.0 |
|
1.618 |
5,284.0 |
|
1.000 |
5,263.0 |
|
0.618 |
5,250.0 |
|
HIGH |
5,229.0 |
|
0.618 |
5,216.0 |
|
0.500 |
5,212.0 |
|
0.382 |
5,208.0 |
|
LOW |
5,195.0 |
|
0.618 |
5,174.0 |
|
1.000 |
5,161.0 |
|
1.618 |
5,140.0 |
|
2.618 |
5,106.0 |
|
4.250 |
5,050.5 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,212.0 |
5,226.5 |
| PP |
5,209.3 |
5,219.0 |
| S1 |
5,206.7 |
5,211.5 |
|