| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,115.25 |
2,150.50 |
35.25 |
1.7% |
2,172.25 |
| High |
2,156.00 |
2,150.75 |
-5.25 |
-0.2% |
2,182.75 |
| Low |
2,100.25 |
2,112.25 |
12.00 |
0.6% |
2,113.25 |
| Close |
2,152.00 |
2,122.25 |
-29.75 |
-1.4% |
2,116.00 |
| Range |
55.75 |
38.50 |
-17.25 |
-30.9% |
69.50 |
| ATR |
21.11 |
22.44 |
1.33 |
6.3% |
0.00 |
| Volume |
3,327,280 |
3,724,471 |
397,191 |
11.9% |
3,991,285 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.00 |
2,221.50 |
2,143.50 |
|
| R3 |
2,205.50 |
2,183.00 |
2,132.75 |
|
| R2 |
2,167.00 |
2,167.00 |
2,129.25 |
|
| R1 |
2,144.50 |
2,144.50 |
2,125.75 |
2,136.50 |
| PP |
2,128.50 |
2,128.50 |
2,128.50 |
2,124.50 |
| S1 |
2,106.00 |
2,106.00 |
2,118.75 |
2,098.00 |
| S2 |
2,090.00 |
2,090.00 |
2,115.25 |
|
| S3 |
2,051.50 |
2,067.50 |
2,111.75 |
|
| S4 |
2,013.00 |
2,029.00 |
2,101.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.75 |
2,300.50 |
2,154.25 |
|
| R3 |
2,276.25 |
2,231.00 |
2,135.00 |
|
| R2 |
2,206.75 |
2,206.75 |
2,128.75 |
|
| R1 |
2,161.50 |
2,161.50 |
2,122.25 |
2,149.50 |
| PP |
2,137.25 |
2,137.25 |
2,137.25 |
2,131.25 |
| S1 |
2,092.00 |
2,092.00 |
2,109.75 |
2,080.00 |
| S2 |
2,067.75 |
2,067.75 |
2,103.25 |
|
| S3 |
1,998.25 |
2,022.50 |
2,097.00 |
|
| S4 |
1,928.75 |
1,953.00 |
2,077.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
35.25 |
1.7% |
27% |
False |
False |
2,183,307 |
| 10 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
25.75 |
1.2% |
27% |
False |
False |
1,115,059 |
| 20 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
20.00 |
0.9% |
26% |
False |
False |
562,095 |
| 40 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
17.00 |
0.8% |
26% |
False |
False |
283,139 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.75 |
1.0% |
71% |
False |
False |
189,836 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.75 |
1.0% |
71% |
False |
False |
142,516 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
71% |
False |
False |
114,136 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
71% |
False |
False |
95,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.50 |
|
2.618 |
2,251.50 |
|
1.618 |
2,213.00 |
|
1.000 |
2,189.25 |
|
0.618 |
2,174.50 |
|
HIGH |
2,150.75 |
|
0.618 |
2,136.00 |
|
0.500 |
2,131.50 |
|
0.382 |
2,127.00 |
|
LOW |
2,112.25 |
|
0.618 |
2,088.50 |
|
1.000 |
2,073.75 |
|
1.618 |
2,050.00 |
|
2.618 |
2,011.50 |
|
4.250 |
1,948.50 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,131.50 |
2,136.00 |
| PP |
2,128.50 |
2,131.50 |
| S1 |
2,125.25 |
2,126.75 |
|