| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
18,058 |
18,037 |
-21 |
-0.1% |
17,946 |
| High |
18,145 |
18,225 |
80 |
0.4% |
18,278 |
| Low |
18,031 |
18,011 |
-20 |
-0.1% |
17,822 |
| Close |
18,047 |
18,218 |
171 |
0.9% |
18,053 |
| Range |
114 |
214 |
100 |
87.7% |
456 |
| ATR |
174 |
177 |
3 |
1.6% |
0 |
| Volume |
111,843 |
189,572 |
77,729 |
69.5% |
1,174,857 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,793 |
18,720 |
18,336 |
|
| R3 |
18,579 |
18,506 |
18,277 |
|
| R2 |
18,365 |
18,365 |
18,257 |
|
| R1 |
18,292 |
18,292 |
18,238 |
18,329 |
| PP |
18,151 |
18,151 |
18,151 |
18,170 |
| S1 |
18,078 |
18,078 |
18,199 |
18,115 |
| S2 |
17,937 |
17,937 |
18,179 |
|
| S3 |
17,723 |
17,864 |
18,159 |
|
| S4 |
17,509 |
17,650 |
18,100 |
|
|
| 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 |
18,225 |
17,882 |
343 |
1.9% |
182 |
1.0% |
98% |
True |
False |
158,729 |
| 10 |
18,468 |
17,822 |
646 |
3.5% |
238 |
1.3% |
61% |
False |
False |
185,597 |
| 20 |
18,468 |
17,822 |
646 |
3.5% |
184 |
1.0% |
61% |
False |
False |
93,309 |
| 40 |
18,535 |
17,822 |
713 |
3.9% |
146 |
0.8% |
56% |
False |
False |
46,713 |
| 60 |
18,535 |
16,930 |
1,605 |
8.8% |
152 |
0.8% |
80% |
False |
False |
31,169 |
| 80 |
18,535 |
16,876 |
1,659 |
9.1% |
152 |
0.8% |
81% |
False |
False |
23,387 |
| 100 |
18,535 |
16,876 |
1,659 |
9.1% |
133 |
0.7% |
81% |
False |
False |
18,712 |
| 120 |
18,535 |
16,876 |
1,659 |
9.1% |
120 |
0.7% |
81% |
False |
False |
15,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,135 |
|
2.618 |
18,785 |
|
1.618 |
18,571 |
|
1.000 |
18,439 |
|
0.618 |
18,357 |
|
HIGH |
18,225 |
|
0.618 |
18,143 |
|
0.500 |
18,118 |
|
0.382 |
18,093 |
|
LOW |
18,011 |
|
0.618 |
17,879 |
|
1.000 |
17,797 |
|
1.618 |
17,665 |
|
2.618 |
17,451 |
|
4.250 |
17,102 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,185 |
18,184 |
| PP |
18,151 |
18,149 |
| S1 |
18,118 |
18,115 |
|