| 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 |
1,335.1 |
1,335.3 |
0.2 |
0.0% |
1,331.3 |
| High |
1,337.0 |
1,339.3 |
2.3 |
0.2% |
1,360.7 |
| Low |
1,327.1 |
1,322.7 |
-4.4 |
-0.3% |
1,328.8 |
| Close |
1,329.1 |
1,327.3 |
-1.8 |
-0.1% |
1,337.9 |
| Range |
9.9 |
16.6 |
6.7 |
67.7% |
31.9 |
| ATR |
15.9 |
15.9 |
0.1 |
0.3% |
0.0 |
| Volume |
2,238 |
4,809 |
2,571 |
114.9% |
18,807 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.6 |
1,370.0 |
1,336.4 |
|
| R3 |
1,363.0 |
1,353.4 |
1,331.9 |
|
| R2 |
1,346.4 |
1,346.4 |
1,330.3 |
|
| R1 |
1,336.8 |
1,336.8 |
1,328.8 |
1,333.3 |
| PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,328.0 |
| S1 |
1,320.2 |
1,320.2 |
1,325.8 |
1,316.7 |
| S2 |
1,313.2 |
1,313.2 |
1,324.3 |
|
| S3 |
1,296.6 |
1,303.6 |
1,322.7 |
|
| S4 |
1,280.0 |
1,287.0 |
1,318.2 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.2 |
1,419.9 |
1,355.4 |
|
| R3 |
1,406.3 |
1,388.0 |
1,346.7 |
|
| R2 |
1,374.4 |
1,374.4 |
1,343.7 |
|
| R1 |
1,356.1 |
1,356.1 |
1,340.8 |
1,365.3 |
| PP |
1,342.5 |
1,342.5 |
1,342.5 |
1,347.0 |
| S1 |
1,324.2 |
1,324.2 |
1,335.0 |
1,333.4 |
| S2 |
1,310.6 |
1,310.6 |
1,332.1 |
|
| S3 |
1,278.7 |
1,292.3 |
1,329.1 |
|
| S4 |
1,246.8 |
1,260.4 |
1,320.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,360.7 |
1,322.7 |
38.0 |
2.9% |
12.6 |
1.0% |
12% |
False |
True |
3,530 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
16.2 |
1.2% |
36% |
False |
False |
4,002 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.5% |
15.1 |
1.1% |
31% |
False |
False |
4,179 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.6 |
1.2% |
27% |
False |
False |
3,951 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.2 |
1.3% |
50% |
False |
False |
3,095 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
16.2 |
1.2% |
66% |
False |
False |
2,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.9 |
|
2.618 |
1,382.8 |
|
1.618 |
1,366.2 |
|
1.000 |
1,355.9 |
|
0.618 |
1,349.6 |
|
HIGH |
1,339.3 |
|
0.618 |
1,333.0 |
|
0.500 |
1,331.0 |
|
0.382 |
1,329.0 |
|
LOW |
1,322.7 |
|
0.618 |
1,312.4 |
|
1.000 |
1,306.1 |
|
1.618 |
1,295.8 |
|
2.618 |
1,279.2 |
|
4.250 |
1,252.2 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.0 |
1,334.7 |
| PP |
1,329.8 |
1,332.2 |
| S1 |
1,328.5 |
1,329.8 |
|