| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,028.0 |
3,030.0 |
2.0 |
0.1% |
2,961.0 |
| High |
3,050.0 |
3,055.0 |
5.0 |
0.2% |
3,018.0 |
| Low |
3,010.0 |
3,004.0 |
-6.0 |
-0.2% |
2,948.0 |
| Close |
3,030.0 |
3,014.0 |
-16.0 |
-0.5% |
3,013.0 |
| Range |
40.0 |
51.0 |
11.0 |
27.5% |
70.0 |
| ATR |
43.9 |
44.4 |
0.5 |
1.2% |
0.0 |
| Volume |
1,144,823 |
1,338,428 |
193,605 |
16.9% |
3,980,890 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,177.3 |
3,146.7 |
3,042.1 |
|
| R3 |
3,126.3 |
3,095.7 |
3,028.0 |
|
| R2 |
3,075.3 |
3,075.3 |
3,023.4 |
|
| R1 |
3,044.7 |
3,044.7 |
3,018.7 |
3,034.5 |
| PP |
3,024.3 |
3,024.3 |
3,024.3 |
3,019.3 |
| S1 |
2,993.7 |
2,993.7 |
3,009.3 |
2,983.5 |
| S2 |
2,973.3 |
2,973.3 |
3,004.7 |
|
| S3 |
2,922.3 |
2,942.7 |
3,000.0 |
|
| S4 |
2,871.3 |
2,891.7 |
2,986.0 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,203.0 |
3,178.0 |
3,051.5 |
|
| R3 |
3,133.0 |
3,108.0 |
3,032.3 |
|
| R2 |
3,063.0 |
3,063.0 |
3,025.8 |
|
| R1 |
3,038.0 |
3,038.0 |
3,019.4 |
3,050.5 |
| PP |
2,993.0 |
2,993.0 |
2,993.0 |
2,999.3 |
| S1 |
2,968.0 |
2,968.0 |
3,006.6 |
2,980.5 |
| S2 |
2,923.0 |
2,923.0 |
3,000.2 |
|
| S3 |
2,853.0 |
2,898.0 |
2,993.8 |
|
| S4 |
2,783.0 |
2,828.0 |
2,974.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,055.0 |
2,972.0 |
83.0 |
2.8% |
41.4 |
1.4% |
51% |
True |
False |
1,024,694 |
| 10 |
3,055.0 |
2,948.0 |
107.0 |
3.6% |
43.2 |
1.4% |
62% |
True |
False |
939,535 |
| 20 |
3,065.0 |
2,930.0 |
135.0 |
4.5% |
38.1 |
1.3% |
62% |
False |
False |
852,568 |
| 40 |
3,065.0 |
2,758.0 |
307.0 |
10.2% |
42.0 |
1.4% |
83% |
False |
False |
924,558 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
13.9% |
50.8 |
1.7% |
88% |
False |
False |
1,155,338 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.3 |
1.6% |
85% |
False |
False |
881,003 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
48.3 |
1.6% |
85% |
False |
False |
706,331 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
47.8 |
1.6% |
85% |
False |
False |
590,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.8 |
|
2.618 |
3,188.5 |
|
1.618 |
3,137.5 |
|
1.000 |
3,106.0 |
|
0.618 |
3,086.5 |
|
HIGH |
3,055.0 |
|
0.618 |
3,035.5 |
|
0.500 |
3,029.5 |
|
0.382 |
3,023.5 |
|
LOW |
3,004.0 |
|
0.618 |
2,972.5 |
|
1.000 |
2,953.0 |
|
1.618 |
2,921.5 |
|
2.618 |
2,870.5 |
|
4.250 |
2,787.3 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,029.5 |
3,029.5 |
| PP |
3,024.3 |
3,024.3 |
| S1 |
3,019.2 |
3,019.2 |
|