| 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 |
16,530 |
16,805 |
275 |
1.7% |
16,335 |
| High |
16,880 |
16,870 |
-10 |
-0.1% |
16,880 |
| Low |
16,510 |
16,590 |
80 |
0.5% |
16,275 |
| Close |
16,815 |
16,630 |
-185 |
-1.1% |
16,630 |
| Range |
370 |
280 |
-90 |
-24.3% |
605 |
| ATR |
253 |
255 |
2 |
0.8% |
0 |
| Volume |
8,388 |
8,618 |
230 |
2.7% |
51,005 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,537 |
17,363 |
16,784 |
|
| R3 |
17,257 |
17,083 |
16,707 |
|
| R2 |
16,977 |
16,977 |
16,681 |
|
| R1 |
16,803 |
16,803 |
16,656 |
16,750 |
| PP |
16,697 |
16,697 |
16,697 |
16,670 |
| S1 |
16,523 |
16,523 |
16,604 |
16,470 |
| S2 |
16,417 |
16,417 |
16,579 |
|
| S3 |
16,137 |
16,243 |
16,553 |
|
| S4 |
15,857 |
15,963 |
16,476 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,410 |
18,125 |
16,963 |
|
| R3 |
17,805 |
17,520 |
16,797 |
|
| R2 |
17,200 |
17,200 |
16,741 |
|
| R1 |
16,915 |
16,915 |
16,686 |
17,058 |
| PP |
16,595 |
16,595 |
16,595 |
16,666 |
| S1 |
16,310 |
16,310 |
16,575 |
16,453 |
| S2 |
15,990 |
15,990 |
16,519 |
|
| S3 |
15,385 |
15,705 |
16,464 |
|
| S4 |
14,780 |
15,100 |
16,297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,880 |
16,275 |
605 |
3.6% |
307 |
1.8% |
59% |
False |
False |
10,201 |
| 10 |
16,880 |
16,275 |
605 |
3.6% |
280 |
1.7% |
59% |
False |
False |
10,970 |
| 20 |
17,135 |
16,275 |
860 |
5.2% |
247 |
1.5% |
41% |
False |
False |
9,023 |
| 40 |
17,135 |
15,900 |
1,235 |
7.4% |
236 |
1.4% |
59% |
False |
False |
4,531 |
| 60 |
17,135 |
15,200 |
1,935 |
11.6% |
244 |
1.5% |
74% |
False |
False |
3,027 |
| 80 |
17,135 |
15,060 |
2,075 |
12.5% |
228 |
1.4% |
76% |
False |
False |
2,274 |
| 100 |
17,135 |
15,060 |
2,075 |
12.5% |
182 |
1.1% |
76% |
False |
False |
1,819 |
| 120 |
17,740 |
15,060 |
2,680 |
16.1% |
152 |
0.9% |
59% |
False |
False |
1,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,060 |
|
2.618 |
17,603 |
|
1.618 |
17,323 |
|
1.000 |
17,150 |
|
0.618 |
17,043 |
|
HIGH |
16,870 |
|
0.618 |
16,763 |
|
0.500 |
16,730 |
|
0.382 |
16,697 |
|
LOW |
16,590 |
|
0.618 |
16,417 |
|
1.000 |
16,310 |
|
1.618 |
16,137 |
|
2.618 |
15,857 |
|
4.250 |
15,400 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,730 |
16,618 |
| PP |
16,697 |
16,607 |
| S1 |
16,663 |
16,595 |
|