| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,325.8 |
1,318.3 |
-7.5 |
-0.6% |
1,332.0 |
| High |
1,332.5 |
1,321.5 |
-11.0 |
-0.8% |
1,335.9 |
| Low |
1,312.1 |
1,309.2 |
-2.9 |
-0.2% |
1,309.2 |
| Close |
1,318.0 |
1,310.2 |
-7.8 |
-0.6% |
1,310.2 |
| Range |
20.4 |
12.3 |
-8.1 |
-39.7% |
26.7 |
| ATR |
16.5 |
16.2 |
-0.3 |
-1.8% |
0.0 |
| Volume |
211,228 |
138,206 |
-73,022 |
-34.6% |
864,289 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.5 |
1,342.7 |
1,317.0 |
|
| R3 |
1,338.2 |
1,330.4 |
1,313.6 |
|
| R2 |
1,325.9 |
1,325.9 |
1,312.5 |
|
| R1 |
1,318.1 |
1,318.1 |
1,311.3 |
1,315.9 |
| PP |
1,313.6 |
1,313.6 |
1,313.6 |
1,312.5 |
| S1 |
1,305.8 |
1,305.8 |
1,309.1 |
1,303.6 |
| S2 |
1,301.3 |
1,301.3 |
1,307.9 |
|
| S3 |
1,289.0 |
1,293.5 |
1,306.8 |
|
| S4 |
1,276.7 |
1,281.2 |
1,303.4 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,398.5 |
1,381.1 |
1,324.9 |
|
| R3 |
1,371.8 |
1,354.4 |
1,317.5 |
|
| R2 |
1,345.1 |
1,345.1 |
1,315.1 |
|
| R1 |
1,327.7 |
1,327.7 |
1,312.6 |
1,323.1 |
| PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,316.1 |
| S1 |
1,301.0 |
1,301.0 |
1,307.8 |
1,296.4 |
| S2 |
1,291.7 |
1,291.7 |
1,305.3 |
|
| S3 |
1,265.0 |
1,274.3 |
1,302.9 |
|
| S4 |
1,238.3 |
1,247.6 |
1,295.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,335.9 |
1,309.2 |
26.7 |
2.0% |
14.7 |
1.1% |
4% |
False |
True |
172,857 |
| 10 |
1,357.6 |
1,307.4 |
50.2 |
3.8% |
17.0 |
1.3% |
6% |
False |
False |
187,844 |
| 20 |
1,357.9 |
1,305.5 |
52.4 |
4.0% |
15.5 |
1.2% |
9% |
False |
False |
185,312 |
| 40 |
1,374.2 |
1,305.5 |
68.7 |
5.2% |
16.0 |
1.2% |
7% |
False |
False |
172,994 |
| 60 |
1,384.4 |
1,259.1 |
125.3 |
9.6% |
19.0 |
1.5% |
41% |
False |
False |
123,432 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.7 |
1.4% |
58% |
False |
False |
94,267 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
58% |
False |
False |
76,513 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.2 |
1.4% |
58% |
False |
False |
64,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.8 |
|
2.618 |
1,353.7 |
|
1.618 |
1,341.4 |
|
1.000 |
1,333.8 |
|
0.618 |
1,329.1 |
|
HIGH |
1,321.5 |
|
0.618 |
1,316.8 |
|
0.500 |
1,315.4 |
|
0.382 |
1,313.9 |
|
LOW |
1,309.2 |
|
0.618 |
1,301.6 |
|
1.000 |
1,296.9 |
|
1.618 |
1,289.3 |
|
2.618 |
1,277.0 |
|
4.250 |
1,256.9 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.4 |
1,320.9 |
| PP |
1,313.6 |
1,317.3 |
| S1 |
1,311.9 |
1,313.8 |
|