| 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 |
1,318.1 |
1,319.6 |
1.5 |
0.1% |
1,335.1 |
| High |
1,325.2 |
1,324.3 |
-0.9 |
-0.1% |
1,339.3 |
| Low |
1,316.4 |
1,318.7 |
2.3 |
0.2% |
1,312.8 |
| Close |
1,321.4 |
1,321.7 |
0.3 |
0.0% |
1,313.7 |
| Range |
8.8 |
5.6 |
-3.2 |
-36.4% |
26.5 |
| ATR |
15.4 |
14.7 |
-0.7 |
-4.5% |
0.0 |
| Volume |
5,172 |
3,049 |
-2,123 |
-41.0% |
21,289 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.4 |
1,335.6 |
1,324.8 |
|
| R3 |
1,332.8 |
1,330.0 |
1,323.2 |
|
| R2 |
1,327.2 |
1,327.2 |
1,322.7 |
|
| R1 |
1,324.4 |
1,324.4 |
1,322.2 |
1,325.8 |
| PP |
1,321.6 |
1,321.6 |
1,321.6 |
1,322.3 |
| S1 |
1,318.8 |
1,318.8 |
1,321.2 |
1,320.2 |
| S2 |
1,316.0 |
1,316.0 |
1,320.7 |
|
| S3 |
1,310.4 |
1,313.2 |
1,320.2 |
|
| S4 |
1,304.8 |
1,307.6 |
1,318.6 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.4 |
1,384.1 |
1,328.3 |
|
| R3 |
1,374.9 |
1,357.6 |
1,321.0 |
|
| R2 |
1,348.4 |
1,348.4 |
1,318.6 |
|
| R1 |
1,331.1 |
1,331.1 |
1,316.1 |
1,326.5 |
| PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,319.7 |
| S1 |
1,304.6 |
1,304.6 |
1,311.3 |
1,300.0 |
| S2 |
1,295.4 |
1,295.4 |
1,308.8 |
|
| S3 |
1,268.9 |
1,278.1 |
1,306.4 |
|
| S4 |
1,242.4 |
1,251.6 |
1,299.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,336.0 |
1,312.8 |
23.2 |
1.8% |
11.9 |
0.9% |
38% |
False |
False |
4,492 |
| 10 |
1,360.7 |
1,312.8 |
47.9 |
3.6% |
12.3 |
0.9% |
19% |
False |
False |
4,011 |
| 20 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
14.6 |
1.1% |
25% |
False |
False |
4,770 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.2 |
1.2% |
18% |
False |
False |
4,248 |
| 60 |
1,387.1 |
1,308.9 |
78.2 |
5.9% |
15.6 |
1.2% |
16% |
False |
False |
3,304 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
16.1 |
1.2% |
63% |
False |
False |
2,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.1 |
|
2.618 |
1,339.0 |
|
1.618 |
1,333.4 |
|
1.000 |
1,329.9 |
|
0.618 |
1,327.8 |
|
HIGH |
1,324.3 |
|
0.618 |
1,322.2 |
|
0.500 |
1,321.5 |
|
0.382 |
1,320.8 |
|
LOW |
1,318.7 |
|
0.618 |
1,315.2 |
|
1.000 |
1,313.1 |
|
1.618 |
1,309.6 |
|
2.618 |
1,304.0 |
|
4.250 |
1,294.9 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.6 |
1,320.8 |
| PP |
1,321.6 |
1,319.9 |
| S1 |
1,321.5 |
1,319.0 |
|