| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,318.0 |
1,338.9 |
20.9 |
1.6% |
1,332.0 |
| High |
1,341.3 |
1,347.8 |
6.5 |
0.5% |
1,335.9 |
| Low |
1,310.9 |
1,335.1 |
24.2 |
1.8% |
1,309.2 |
| Close |
1,331.4 |
1,344.7 |
13.3 |
1.0% |
1,310.2 |
| Range |
30.4 |
12.7 |
-17.7 |
-58.2% |
26.7 |
| ATR |
16.3 |
16.3 |
0.0 |
0.1% |
0.0 |
| Volume |
268,971 |
166,856 |
-102,115 |
-38.0% |
864,289 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.6 |
1,375.4 |
1,351.7 |
|
| R3 |
1,367.9 |
1,362.7 |
1,348.2 |
|
| R2 |
1,355.2 |
1,355.2 |
1,347.0 |
|
| R1 |
1,350.0 |
1,350.0 |
1,345.9 |
1,352.6 |
| PP |
1,342.5 |
1,342.5 |
1,342.5 |
1,343.9 |
| S1 |
1,337.3 |
1,337.3 |
1,343.5 |
1,339.9 |
| S2 |
1,329.8 |
1,329.8 |
1,342.4 |
|
| S3 |
1,317.1 |
1,324.6 |
1,341.2 |
|
| S4 |
1,304.4 |
1,311.9 |
1,337.7 |
|
|
| 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 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
14.1 |
1.0% |
92% |
True |
False |
156,719 |
| 10 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
14.4 |
1.1% |
92% |
True |
False |
167,361 |
| 20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
15.8 |
1.2% |
75% |
False |
False |
182,632 |
| 40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
15.8 |
1.2% |
57% |
False |
False |
177,797 |
| 60 |
1,384.4 |
1,305.5 |
78.9 |
5.9% |
17.2 |
1.3% |
50% |
False |
False |
133,018 |
| 80 |
1,384.4 |
1,214.0 |
170.4 |
12.7% |
18.6 |
1.4% |
77% |
False |
False |
102,032 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.3 |
1.4% |
78% |
False |
False |
82,817 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.1 |
1.3% |
78% |
False |
False |
69,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.8 |
|
2.618 |
1,381.0 |
|
1.618 |
1,368.3 |
|
1.000 |
1,360.5 |
|
0.618 |
1,355.6 |
|
HIGH |
1,347.8 |
|
0.618 |
1,342.9 |
|
0.500 |
1,341.5 |
|
0.382 |
1,340.0 |
|
LOW |
1,335.1 |
|
0.618 |
1,327.3 |
|
1.000 |
1,322.4 |
|
1.618 |
1,314.6 |
|
2.618 |
1,301.9 |
|
4.250 |
1,281.1 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.6 |
1,339.6 |
| PP |
1,342.5 |
1,334.5 |
| S1 |
1,341.5 |
1,329.4 |
|