| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
18,099.21 |
18,240.22 |
141.01 |
0.8% |
18,154.82 |
| High |
18,238.10 |
18,349.86 |
111.76 |
0.6% |
18,449.88 |
| Low |
18,052.16 |
18,179.34 |
127.18 |
0.7% |
18,093.05 |
| Close |
18,228.30 |
18,339.24 |
110.94 |
0.6% |
18,261.45 |
| Range |
185.94 |
170.52 |
-15.42 |
-8.3% |
356.83 |
| ATR |
162.41 |
162.99 |
0.58 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,801.04 |
18,740.66 |
18,433.03 |
|
| R3 |
18,630.52 |
18,570.14 |
18,386.13 |
|
| R2 |
18,460.00 |
18,460.00 |
18,370.50 |
|
| R1 |
18,399.62 |
18,399.62 |
18,354.87 |
18,429.81 |
| PP |
18,289.48 |
18,289.48 |
18,289.48 |
18,304.58 |
| S1 |
18,229.10 |
18,229.10 |
18,323.61 |
18,259.29 |
| S2 |
18,118.96 |
18,118.96 |
18,307.98 |
|
| S3 |
17,948.44 |
18,058.58 |
18,292.35 |
|
| S4 |
17,777.92 |
17,888.06 |
18,245.45 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,338.62 |
19,156.86 |
18,457.71 |
|
| R3 |
18,981.79 |
18,800.03 |
18,359.58 |
|
| R2 |
18,624.96 |
18,624.96 |
18,326.87 |
|
| R1 |
18,443.20 |
18,443.20 |
18,294.16 |
18,534.08 |
| PP |
18,268.13 |
18,268.13 |
18,268.13 |
18,313.57 |
| S1 |
18,086.37 |
18,086.37 |
18,228.74 |
18,177.25 |
| S2 |
17,911.30 |
17,911.30 |
18,196.03 |
|
| S3 |
17,554.47 |
17,729.54 |
18,163.32 |
|
| S4 |
17,197.64 |
17,372.71 |
18,065.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,449.88 |
18,052.16 |
397.72 |
2.2% |
145.19 |
0.8% |
72% |
False |
False |
|
| 10 |
18,449.88 |
18,015.49 |
434.39 |
2.4% |
155.37 |
0.8% |
75% |
False |
False |
|
| 20 |
18,551.54 |
17,992.21 |
559.33 |
3.0% |
160.58 |
0.9% |
62% |
False |
False |
|
| 40 |
18,668.44 |
17,992.21 |
676.23 |
3.7% |
128.41 |
0.7% |
51% |
False |
False |
|
| 60 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
124.33 |
0.7% |
66% |
False |
False |
|
| 80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.16 |
0.8% |
79% |
False |
False |
|
| 100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.73 |
0.8% |
79% |
False |
False |
|
| 120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.36 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,074.57 |
|
2.618 |
18,796.28 |
|
1.618 |
18,625.76 |
|
1.000 |
18,520.38 |
|
0.618 |
18,455.24 |
|
HIGH |
18,349.86 |
|
0.618 |
18,284.72 |
|
0.500 |
18,264.60 |
|
0.382 |
18,244.48 |
|
LOW |
18,179.34 |
|
0.618 |
18,073.96 |
|
1.000 |
18,008.82 |
|
1.618 |
17,903.44 |
|
2.618 |
17,732.92 |
|
4.250 |
17,454.63 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,314.36 |
18,293.16 |
| PP |
18,289.48 |
18,247.09 |
| S1 |
18,264.60 |
18,201.01 |
|