| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,395.0 |
5,447.0 |
52.0 |
1.0% |
5,280.0 |
| High |
5,423.0 |
5,463.0 |
40.0 |
0.7% |
5,424.0 |
| Low |
5,381.0 |
5,439.0 |
58.0 |
1.1% |
5,246.0 |
| Close |
5,401.0 |
5,463.0 |
62.0 |
1.1% |
5,420.0 |
| Range |
42.0 |
24.0 |
-18.0 |
-42.9% |
178.0 |
| ATR |
48.5 |
49.5 |
1.0 |
2.0% |
0.0 |
| Volume |
19,738 |
23,577 |
3,839 |
19.4% |
133,972 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,527.0 |
5,519.0 |
5,476.2 |
|
| R3 |
5,503.0 |
5,495.0 |
5,469.6 |
|
| R2 |
5,479.0 |
5,479.0 |
5,467.4 |
|
| R1 |
5,471.0 |
5,471.0 |
5,465.2 |
5,475.0 |
| PP |
5,455.0 |
5,455.0 |
5,455.0 |
5,457.0 |
| S1 |
5,447.0 |
5,447.0 |
5,460.8 |
5,451.0 |
| S2 |
5,431.0 |
5,431.0 |
5,458.6 |
|
| S3 |
5,407.0 |
5,423.0 |
5,456.4 |
|
| S4 |
5,383.0 |
5,399.0 |
5,449.8 |
|
|
| 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 |
5,463.0 |
5,356.0 |
107.0 |
2.0% |
42.4 |
0.8% |
100% |
True |
False |
25,919 |
| 10 |
5,463.0 |
5,245.0 |
218.0 |
4.0% |
41.4 |
0.8% |
100% |
True |
False |
24,933 |
| 20 |
5,463.0 |
5,163.0 |
300.0 |
5.5% |
42.6 |
0.8% |
100% |
True |
False |
32,424 |
| 40 |
5,531.0 |
5,163.0 |
368.0 |
6.7% |
27.5 |
0.5% |
82% |
False |
False |
16,264 |
| 60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
20.3 |
0.4% |
81% |
False |
False |
10,862 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
18.3 |
0.3% |
86% |
False |
False |
8,150 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
14.6 |
0.3% |
86% |
False |
False |
6,528 |
| 120 |
5,532.0 |
4,975.0 |
557.0 |
10.2% |
12.4 |
0.2% |
88% |
False |
False |
5,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,565.0 |
|
2.618 |
5,525.8 |
|
1.618 |
5,501.8 |
|
1.000 |
5,487.0 |
|
0.618 |
5,477.8 |
|
HIGH |
5,463.0 |
|
0.618 |
5,453.8 |
|
0.500 |
5,451.0 |
|
0.382 |
5,448.2 |
|
LOW |
5,439.0 |
|
0.618 |
5,424.2 |
|
1.000 |
5,415.0 |
|
1.618 |
5,400.2 |
|
2.618 |
5,376.2 |
|
4.250 |
5,337.0 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,459.0 |
5,445.2 |
| PP |
5,455.0 |
5,427.3 |
| S1 |
5,451.0 |
5,409.5 |
|