| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,340.3 |
1,340.8 |
0.5 |
0.0% |
1,313.2 |
| High |
1,344.5 |
1,346.1 |
1.6 |
0.1% |
1,347.8 |
| Low |
1,337.4 |
1,336.5 |
-0.9 |
-0.1% |
1,310.9 |
| Close |
1,341.7 |
1,344.1 |
2.4 |
0.2% |
1,341.7 |
| Range |
7.1 |
9.6 |
2.5 |
35.2% |
36.9 |
| ATR |
15.6 |
15.2 |
-0.4 |
-2.8% |
0.0 |
| Volume |
113,260 |
126,603 |
13,343 |
11.8% |
758,652 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.0 |
1,367.2 |
1,349.4 |
|
| R3 |
1,361.4 |
1,357.6 |
1,346.7 |
|
| R2 |
1,351.8 |
1,351.8 |
1,345.9 |
|
| R1 |
1,348.0 |
1,348.0 |
1,345.0 |
1,349.9 |
| PP |
1,342.2 |
1,342.2 |
1,342.2 |
1,343.2 |
| S1 |
1,338.4 |
1,338.4 |
1,343.2 |
1,340.3 |
| S2 |
1,332.6 |
1,332.6 |
1,342.3 |
|
| S3 |
1,323.0 |
1,328.8 |
1,341.5 |
|
| S4 |
1,313.4 |
1,319.2 |
1,338.8 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.2 |
1,429.8 |
1,362.0 |
|
| R3 |
1,407.3 |
1,392.9 |
1,351.8 |
|
| R2 |
1,370.4 |
1,370.4 |
1,348.5 |
|
| R1 |
1,356.0 |
1,356.0 |
1,345.1 |
1,363.2 |
| PP |
1,333.5 |
1,333.5 |
1,333.5 |
1,337.1 |
| S1 |
1,319.1 |
1,319.1 |
1,338.3 |
1,326.3 |
| S2 |
1,296.6 |
1,296.6 |
1,334.9 |
|
| S3 |
1,259.7 |
1,282.2 |
1,331.6 |
|
| S4 |
1,222.8 |
1,245.3 |
1,321.4 |
|
|
| 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 |
1,310.9 |
36.9 |
2.7% |
13.1 |
1.0% |
90% |
False |
False |
153,882 |
| 10 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
13.8 |
1.0% |
90% |
False |
False |
155,488 |
| 20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
14.9 |
1.1% |
74% |
False |
False |
171,240 |
| 40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
15.2 |
1.1% |
56% |
False |
False |
173,193 |
| 60 |
1,384.4 |
1,305.5 |
78.9 |
5.9% |
17.0 |
1.3% |
49% |
False |
False |
136,654 |
| 80 |
1,384.4 |
1,214.9 |
169.5 |
12.6% |
18.6 |
1.4% |
76% |
False |
False |
104,959 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.1 |
1.3% |
77% |
False |
False |
85,142 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.0 |
1.3% |
77% |
False |
False |
71,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.9 |
|
2.618 |
1,371.2 |
|
1.618 |
1,361.6 |
|
1.000 |
1,355.7 |
|
0.618 |
1,352.0 |
|
HIGH |
1,346.1 |
|
0.618 |
1,342.4 |
|
0.500 |
1,341.3 |
|
0.382 |
1,340.2 |
|
LOW |
1,336.5 |
|
0.618 |
1,330.6 |
|
1.000 |
1,326.9 |
|
1.618 |
1,321.0 |
|
2.618 |
1,311.4 |
|
4.250 |
1,295.7 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.2 |
1,343.2 |
| PP |
1,342.2 |
1,342.3 |
| S1 |
1,341.3 |
1,341.5 |
|