| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
17,934 |
18,100 |
166 |
0.9% |
17,946 |
| High |
18,168 |
18,111 |
-57 |
-0.3% |
18,278 |
| Low |
17,882 |
17,982 |
100 |
0.6% |
17,822 |
| Close |
18,115 |
18,053 |
-62 |
-0.3% |
18,053 |
| Range |
286 |
129 |
-157 |
-54.9% |
456 |
| ATR |
184 |
180 |
-4 |
-2.0% |
0 |
| Volume |
219,404 |
149,887 |
-69,517 |
-31.7% |
1,174,857 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,436 |
18,373 |
18,124 |
|
| R3 |
18,307 |
18,244 |
18,089 |
|
| R2 |
18,178 |
18,178 |
18,077 |
|
| R1 |
18,115 |
18,115 |
18,065 |
18,082 |
| PP |
18,049 |
18,049 |
18,049 |
18,032 |
| S1 |
17,986 |
17,986 |
18,041 |
17,953 |
| S2 |
17,920 |
17,920 |
18,029 |
|
| S3 |
17,791 |
17,857 |
18,018 |
|
| S4 |
17,662 |
17,728 |
17,982 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,419 |
19,192 |
18,304 |
|
| R3 |
18,963 |
18,736 |
18,179 |
|
| R2 |
18,507 |
18,507 |
18,137 |
|
| R1 |
18,280 |
18,280 |
18,095 |
18,394 |
| PP |
18,051 |
18,051 |
18,051 |
18,108 |
| S1 |
17,824 |
17,824 |
18,011 |
17,938 |
| S2 |
17,595 |
17,595 |
17,970 |
|
| S3 |
17,139 |
17,368 |
17,928 |
|
| S4 |
16,683 |
16,912 |
17,802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,278 |
17,822 |
456 |
2.5% |
268 |
1.5% |
51% |
False |
False |
234,971 |
| 10 |
18,468 |
17,822 |
646 |
3.6% |
221 |
1.2% |
36% |
False |
False |
143,983 |
| 20 |
18,521 |
17,822 |
699 |
3.9% |
174 |
1.0% |
33% |
False |
False |
72,116 |
| 40 |
18,535 |
17,822 |
713 |
3.9% |
142 |
0.8% |
32% |
False |
False |
36,107 |
| 60 |
18,535 |
16,876 |
1,659 |
9.2% |
165 |
0.9% |
71% |
False |
False |
24,105 |
| 80 |
18,535 |
16,876 |
1,659 |
9.2% |
148 |
0.8% |
71% |
False |
False |
18,083 |
| 100 |
18,535 |
16,876 |
1,659 |
9.2% |
130 |
0.7% |
71% |
False |
False |
14,469 |
| 120 |
18,535 |
16,876 |
1,659 |
9.2% |
117 |
0.6% |
71% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,659 |
|
2.618 |
18,449 |
|
1.618 |
18,320 |
|
1.000 |
18,240 |
|
0.618 |
18,191 |
|
HIGH |
18,111 |
|
0.618 |
18,062 |
|
0.500 |
18,047 |
|
0.382 |
18,031 |
|
LOW |
17,982 |
|
0.618 |
17,902 |
|
1.000 |
17,853 |
|
1.618 |
17,773 |
|
2.618 |
17,644 |
|
4.250 |
17,434 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,051 |
18,044 |
| PP |
18,049 |
18,034 |
| S1 |
18,047 |
18,025 |
|