| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,355.0 |
5,374.0 |
19.0 |
0.4% |
5,280.0 |
| High |
5,381.0 |
5,424.0 |
43.0 |
0.8% |
5,424.0 |
| Low |
5,346.0 |
5,366.0 |
20.0 |
0.4% |
5,246.0 |
| Close |
5,354.0 |
5,420.0 |
66.0 |
1.2% |
5,420.0 |
| Range |
35.0 |
58.0 |
23.0 |
65.7% |
178.0 |
| ATR |
47.3 |
49.0 |
1.6 |
3.4% |
0.0 |
| Volume |
23,031 |
40,520 |
17,489 |
75.9% |
133,972 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,577.3 |
5,556.7 |
5,451.9 |
|
| R3 |
5,519.3 |
5,498.7 |
5,436.0 |
|
| R2 |
5,461.3 |
5,461.3 |
5,430.6 |
|
| R1 |
5,440.7 |
5,440.7 |
5,425.3 |
5,451.0 |
| PP |
5,403.3 |
5,403.3 |
5,403.3 |
5,408.5 |
| S1 |
5,382.7 |
5,382.7 |
5,414.7 |
5,393.0 |
| S2 |
5,345.3 |
5,345.3 |
5,409.4 |
|
| S3 |
5,287.3 |
5,324.7 |
5,404.1 |
|
| S4 |
5,229.3 |
5,266.7 |
5,388.1 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,897.3 |
5,836.7 |
5,517.9 |
|
| R3 |
5,719.3 |
5,658.7 |
5,469.0 |
|
| R2 |
5,541.3 |
5,541.3 |
5,452.6 |
|
| R1 |
5,480.7 |
5,480.7 |
5,436.3 |
5,511.0 |
| PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,378.5 |
| S1 |
5,302.7 |
5,302.7 |
5,403.7 |
5,333.0 |
| S2 |
5,185.3 |
5,185.3 |
5,387.4 |
|
| S3 |
5,007.3 |
5,124.7 |
5,371.1 |
|
| S4 |
4,829.3 |
4,946.7 |
5,322.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,424.0 |
5,246.0 |
178.0 |
3.3% |
42.8 |
0.8% |
98% |
True |
False |
26,794 |
| 10 |
5,424.0 |
5,163.0 |
261.0 |
4.8% |
51.2 |
0.9% |
98% |
True |
False |
54,621 |
| 20 |
5,452.0 |
5,163.0 |
289.0 |
5.3% |
37.9 |
0.7% |
89% |
False |
False |
27,977 |
| 40 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
25.7 |
0.5% |
70% |
False |
False |
14,037 |
| 60 |
5,532.0 |
5,140.0 |
392.0 |
7.2% |
18.7 |
0.3% |
71% |
False |
False |
9,378 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
16.4 |
0.3% |
78% |
False |
False |
7,039 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
13.3 |
0.2% |
78% |
False |
False |
5,637 |
| 120 |
5,532.0 |
4,840.0 |
692.0 |
12.8% |
11.1 |
0.2% |
84% |
False |
False |
4,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,670.5 |
|
2.618 |
5,575.8 |
|
1.618 |
5,517.8 |
|
1.000 |
5,482.0 |
|
0.618 |
5,459.8 |
|
HIGH |
5,424.0 |
|
0.618 |
5,401.8 |
|
0.500 |
5,395.0 |
|
0.382 |
5,388.2 |
|
LOW |
5,366.0 |
|
0.618 |
5,330.2 |
|
1.000 |
5,308.0 |
|
1.618 |
5,272.2 |
|
2.618 |
5,214.2 |
|
4.250 |
5,119.5 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,411.7 |
5,398.2 |
| PP |
5,403.3 |
5,376.3 |
| S1 |
5,395.0 |
5,354.5 |
|