| 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 |
81.44 |
81.44 |
0.00 |
0.0% |
80.94 |
| High |
81.48 |
81.44 |
-0.04 |
0.0% |
81.45 |
| Low |
81.43 |
81.44 |
0.01 |
0.0% |
80.86 |
| Close |
81.44 |
81.44 |
0.00 |
0.0% |
81.42 |
| Range |
0.05 |
0.00 |
-0.05 |
-100.0% |
0.59 |
| ATR |
0.48 |
0.45 |
-0.03 |
-7.1% |
0.00 |
| Volume |
7,187,400 |
0 |
-7,187,400 |
-100.0% |
29,628,700 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.44 |
81.44 |
81.44 |
|
| R3 |
81.44 |
81.44 |
81.44 |
|
| R2 |
81.44 |
81.44 |
81.44 |
|
| R1 |
81.44 |
81.44 |
81.44 |
81.44 |
| PP |
81.44 |
81.44 |
81.44 |
81.44 |
| S1 |
81.44 |
81.44 |
81.44 |
81.44 |
| S2 |
81.44 |
81.44 |
81.44 |
|
| S3 |
81.44 |
81.44 |
81.44 |
|
| S4 |
81.44 |
81.44 |
81.44 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.01 |
82.81 |
81.74 |
|
| R3 |
82.42 |
82.22 |
81.58 |
|
| R2 |
81.83 |
81.83 |
81.53 |
|
| R1 |
81.63 |
81.63 |
81.47 |
81.73 |
| PP |
81.24 |
81.24 |
81.24 |
81.29 |
| S1 |
81.04 |
81.04 |
81.37 |
81.14 |
| S2 |
80.65 |
80.65 |
81.31 |
|
| S3 |
80.06 |
80.45 |
81.26 |
|
| S4 |
79.47 |
79.86 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.48 |
80.94 |
0.54 |
0.7% |
0.06 |
0.1% |
93% |
False |
False |
5,816,780 |
| 10 |
81.48 |
80.86 |
0.62 |
0.8% |
0.12 |
0.1% |
94% |
False |
False |
5,120,030 |
| 20 |
81.48 |
80.38 |
1.10 |
1.4% |
0.18 |
0.2% |
96% |
False |
False |
4,740,035 |
| 40 |
81.48 |
62.62 |
18.86 |
23.2% |
0.50 |
0.6% |
100% |
False |
False |
5,597,530 |
| 60 |
81.48 |
61.41 |
20.07 |
24.6% |
0.65 |
0.8% |
100% |
False |
False |
4,297,283 |
| 80 |
81.48 |
56.24 |
25.24 |
31.0% |
0.81 |
1.0% |
100% |
False |
False |
3,812,540 |
| 100 |
81.48 |
56.24 |
25.24 |
31.0% |
0.93 |
1.1% |
100% |
False |
False |
3,587,806 |
| 120 |
81.48 |
43.90 |
37.58 |
46.1% |
1.11 |
1.4% |
100% |
False |
False |
3,724,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.44 |
|
2.618 |
81.44 |
|
1.618 |
81.44 |
|
1.000 |
81.44 |
|
0.618 |
81.44 |
|
HIGH |
81.44 |
|
0.618 |
81.44 |
|
0.500 |
81.44 |
|
0.382 |
81.44 |
|
LOW |
81.44 |
|
0.618 |
81.44 |
|
1.000 |
81.44 |
|
1.618 |
81.44 |
|
2.618 |
81.44 |
|
4.250 |
81.44 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
81.44 |
81.45 |
| PP |
81.44 |
81.45 |
| S1 |
81.44 |
81.44 |
|