| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,269.0 |
5,288.0 |
19.0 |
0.4% |
5,223.0 |
| High |
5,292.0 |
5,333.0 |
41.0 |
0.8% |
5,291.0 |
| Low |
5,259.0 |
5,285.0 |
26.0 |
0.5% |
5,163.0 |
| Close |
5,290.0 |
5,323.0 |
33.0 |
0.6% |
5,275.0 |
| Range |
33.0 |
48.0 |
15.0 |
45.5% |
128.0 |
| ATR |
46.4 |
46.5 |
0.1 |
0.2% |
0.0 |
| Volume |
20,478 |
33,238 |
12,760 |
62.3% |
412,242 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,457.7 |
5,438.3 |
5,349.4 |
|
| R3 |
5,409.7 |
5,390.3 |
5,336.2 |
|
| R2 |
5,361.7 |
5,361.7 |
5,331.8 |
|
| R1 |
5,342.3 |
5,342.3 |
5,327.4 |
5,352.0 |
| PP |
5,313.7 |
5,313.7 |
5,313.7 |
5,318.5 |
| S1 |
5,294.3 |
5,294.3 |
5,318.6 |
5,304.0 |
| S2 |
5,265.7 |
5,265.7 |
5,314.2 |
|
| S3 |
5,217.7 |
5,246.3 |
5,309.8 |
|
| S4 |
5,169.7 |
5,198.3 |
5,296.6 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,627.0 |
5,579.0 |
5,345.4 |
|
| R3 |
5,499.0 |
5,451.0 |
5,310.2 |
|
| R2 |
5,371.0 |
5,371.0 |
5,298.5 |
|
| R1 |
5,323.0 |
5,323.0 |
5,286.7 |
5,347.0 |
| PP |
5,243.0 |
5,243.0 |
5,243.0 |
5,255.0 |
| S1 |
5,195.0 |
5,195.0 |
5,263.3 |
5,219.0 |
| S2 |
5,115.0 |
5,115.0 |
5,251.5 |
|
| S3 |
4,987.0 |
5,067.0 |
5,239.8 |
|
| S4 |
4,859.0 |
4,939.0 |
5,204.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,333.0 |
5,175.0 |
158.0 |
3.0% |
44.8 |
0.8% |
94% |
True |
False |
24,802 |
| 10 |
5,377.0 |
5,163.0 |
214.0 |
4.0% |
48.0 |
0.9% |
75% |
False |
False |
49,465 |
| 20 |
5,500.0 |
5,163.0 |
337.0 |
6.3% |
34.7 |
0.7% |
47% |
False |
False |
24,803 |
| 40 |
5,532.0 |
5,163.0 |
369.0 |
6.9% |
23.8 |
0.4% |
43% |
False |
False |
12,449 |
| 60 |
5,532.0 |
5,140.0 |
392.0 |
7.4% |
17.1 |
0.3% |
47% |
False |
False |
8,320 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
15.2 |
0.3% |
58% |
False |
False |
6,248 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
12.4 |
0.2% |
58% |
False |
False |
5,002 |
| 120 |
5,532.0 |
4,840.0 |
692.0 |
13.0% |
10.3 |
0.2% |
70% |
False |
False |
4,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,537.0 |
|
2.618 |
5,458.7 |
|
1.618 |
5,410.7 |
|
1.000 |
5,381.0 |
|
0.618 |
5,362.7 |
|
HIGH |
5,333.0 |
|
0.618 |
5,314.7 |
|
0.500 |
5,309.0 |
|
0.382 |
5,303.3 |
|
LOW |
5,285.0 |
|
0.618 |
5,255.3 |
|
1.000 |
5,237.0 |
|
1.618 |
5,207.3 |
|
2.618 |
5,159.3 |
|
4.250 |
5,081.0 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,318.3 |
5,311.8 |
| PP |
5,313.7 |
5,300.7 |
| S1 |
5,309.0 |
5,289.5 |
|