| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,939.0 |
2,944.0 |
5.0 |
0.2% |
2,984.0 |
| High |
2,958.0 |
2,972.0 |
14.0 |
0.5% |
3,032.0 |
| Low |
2,936.0 |
2,943.0 |
7.0 |
0.2% |
2,908.0 |
| Close |
2,954.0 |
2,954.0 |
0.0 |
0.0% |
2,917.0 |
| Range |
22.0 |
29.0 |
7.0 |
31.8% |
124.0 |
| ATR |
46.5 |
45.3 |
-1.3 |
-2.7% |
0.0 |
| Volume |
951,637 |
1,037,708 |
86,071 |
9.0% |
6,645,253 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,027.7 |
2,970.0 |
|
| R3 |
3,014.3 |
2,998.7 |
2,962.0 |
|
| R2 |
2,985.3 |
2,985.3 |
2,959.3 |
|
| R1 |
2,969.7 |
2,969.7 |
2,956.7 |
2,977.5 |
| PP |
2,956.3 |
2,956.3 |
2,956.3 |
2,960.3 |
| S1 |
2,940.7 |
2,940.7 |
2,951.3 |
2,948.5 |
| S2 |
2,927.3 |
2,927.3 |
2,948.7 |
|
| S3 |
2,898.3 |
2,911.7 |
2,946.0 |
|
| S4 |
2,869.3 |
2,882.7 |
2,938.1 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.3 |
3,244.7 |
2,985.2 |
|
| R3 |
3,200.3 |
3,120.7 |
2,951.1 |
|
| R2 |
3,076.3 |
3,076.3 |
2,939.7 |
|
| R1 |
2,996.7 |
2,996.7 |
2,928.4 |
2,974.5 |
| PP |
2,952.3 |
2,952.3 |
2,952.3 |
2,941.3 |
| S1 |
2,872.7 |
2,872.7 |
2,905.6 |
2,850.5 |
| S2 |
2,828.3 |
2,828.3 |
2,894.3 |
|
| S3 |
2,704.3 |
2,748.7 |
2,882.9 |
|
| S4 |
2,580.3 |
2,624.7 |
2,848.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,979.0 |
2,908.0 |
71.0 |
2.4% |
36.4 |
1.2% |
65% |
False |
False |
1,114,941 |
| 10 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
47.5 |
1.6% |
26% |
False |
False |
1,052,524 |
| 20 |
3,086.0 |
2,908.0 |
178.0 |
6.0% |
43.2 |
1.5% |
26% |
False |
False |
554,862 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.2% |
39.2 |
1.3% |
38% |
False |
False |
279,161 |
| 60 |
3,086.0 |
2,716.0 |
370.0 |
12.5% |
41.0 |
1.4% |
64% |
False |
False |
188,948 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
41.7 |
1.4% |
70% |
False |
False |
143,751 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
36.1 |
1.2% |
70% |
False |
False |
116,166 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.8% |
31.5 |
1.1% |
70% |
False |
False |
96,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.3 |
|
2.618 |
3,047.9 |
|
1.618 |
3,018.9 |
|
1.000 |
3,001.0 |
|
0.618 |
2,989.9 |
|
HIGH |
2,972.0 |
|
0.618 |
2,960.9 |
|
0.500 |
2,957.5 |
|
0.382 |
2,954.1 |
|
LOW |
2,943.0 |
|
0.618 |
2,925.1 |
|
1.000 |
2,914.0 |
|
1.618 |
2,896.1 |
|
2.618 |
2,867.1 |
|
4.250 |
2,819.8 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,957.5 |
2,949.3 |
| PP |
2,956.3 |
2,944.7 |
| S1 |
2,955.2 |
2,940.0 |
|