| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,342.0 |
1,330.1 |
-11.9 |
-0.9% |
1,313.2 |
| High |
1,343.5 |
1,331.1 |
-12.4 |
-0.9% |
1,347.8 |
| Low |
1,327.7 |
1,321.1 |
-6.6 |
-0.5% |
1,310.9 |
| Close |
1,330.4 |
1,323.7 |
-6.7 |
-0.5% |
1,341.7 |
| Range |
15.8 |
10.0 |
-5.8 |
-36.7% |
36.9 |
| ATR |
15.3 |
14.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
187,753 |
157,569 |
-30,184 |
-16.1% |
758,652 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.3 |
1,349.5 |
1,329.2 |
|
| R3 |
1,345.3 |
1,339.5 |
1,326.5 |
|
| R2 |
1,335.3 |
1,335.3 |
1,325.5 |
|
| R1 |
1,329.5 |
1,329.5 |
1,324.6 |
1,327.4 |
| PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,324.3 |
| S1 |
1,319.5 |
1,319.5 |
1,322.8 |
1,317.4 |
| S2 |
1,315.3 |
1,315.3 |
1,321.9 |
|
| S3 |
1,305.3 |
1,309.5 |
1,321.0 |
|
| S4 |
1,295.3 |
1,299.5 |
1,318.2 |
|
|
| 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 |
1,321.1 |
26.7 |
2.0% |
11.0 |
0.8% |
10% |
False |
True |
150,408 |
| 10 |
1,347.8 |
1,309.2 |
38.6 |
2.9% |
13.3 |
1.0% |
38% |
False |
False |
158,001 |
| 20 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
14.8 |
1.1% |
35% |
False |
False |
173,428 |
| 40 |
1,373.4 |
1,305.5 |
67.9 |
5.1% |
15.2 |
1.1% |
27% |
False |
False |
174,965 |
| 60 |
1,384.4 |
1,305.5 |
78.9 |
6.0% |
16.7 |
1.3% |
23% |
False |
False |
141,675 |
| 80 |
1,384.4 |
1,242.7 |
141.7 |
10.7% |
18.3 |
1.4% |
57% |
False |
False |
109,124 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.0 |
1.4% |
66% |
False |
False |
88,535 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
17.9 |
1.4% |
66% |
False |
False |
74,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.6 |
|
2.618 |
1,357.3 |
|
1.618 |
1,347.3 |
|
1.000 |
1,341.1 |
|
0.618 |
1,337.3 |
|
HIGH |
1,331.1 |
|
0.618 |
1,327.3 |
|
0.500 |
1,326.1 |
|
0.382 |
1,324.9 |
|
LOW |
1,321.1 |
|
0.618 |
1,314.9 |
|
1.000 |
1,311.1 |
|
1.618 |
1,304.9 |
|
2.618 |
1,294.9 |
|
4.250 |
1,278.6 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,326.1 |
1,333.6 |
| PP |
1,325.3 |
1,330.3 |
| S1 |
1,324.5 |
1,327.0 |
|