| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
3,026.0 |
-4.0 |
-0.1% |
2,991.0 |
| High |
3,055.0 |
3,087.0 |
32.0 |
1.0% |
3,087.0 |
| Low |
3,004.0 |
3,017.0 |
13.0 |
0.4% |
2,973.0 |
| Close |
3,014.0 |
3,082.0 |
68.0 |
2.3% |
3,082.0 |
| Range |
51.0 |
70.0 |
19.0 |
37.3% |
114.0 |
| ATR |
44.4 |
46.4 |
2.0 |
4.6% |
0.0 |
| Volume |
1,338,428 |
638,785 |
-699,643 |
-52.3% |
5,173,729 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,272.0 |
3,247.0 |
3,120.5 |
|
| R3 |
3,202.0 |
3,177.0 |
3,101.3 |
|
| R2 |
3,132.0 |
3,132.0 |
3,094.8 |
|
| R1 |
3,107.0 |
3,107.0 |
3,088.4 |
3,119.5 |
| PP |
3,062.0 |
3,062.0 |
3,062.0 |
3,068.3 |
| S1 |
3,037.0 |
3,037.0 |
3,075.6 |
3,049.5 |
| S2 |
2,992.0 |
2,992.0 |
3,069.2 |
|
| S3 |
2,922.0 |
2,967.0 |
3,062.8 |
|
| S4 |
2,852.0 |
2,897.0 |
3,043.5 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.3 |
3,349.7 |
3,144.7 |
|
| R3 |
3,275.3 |
3,235.7 |
3,113.4 |
|
| R2 |
3,161.3 |
3,161.3 |
3,102.9 |
|
| R1 |
3,121.7 |
3,121.7 |
3,092.5 |
3,141.5 |
| PP |
3,047.3 |
3,047.3 |
3,047.3 |
3,057.3 |
| S1 |
3,007.7 |
3,007.7 |
3,071.6 |
3,027.5 |
| S2 |
2,933.3 |
2,933.3 |
3,061.1 |
|
| S3 |
2,819.3 |
2,893.7 |
3,050.7 |
|
| S4 |
2,705.3 |
2,779.7 |
3,019.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,087.0 |
2,973.0 |
114.0 |
3.7% |
46.4 |
1.5% |
96% |
True |
False |
1,034,745 |
| 10 |
3,087.0 |
2,948.0 |
139.0 |
4.5% |
45.1 |
1.5% |
96% |
True |
False |
915,461 |
| 20 |
3,087.0 |
2,948.0 |
139.0 |
4.5% |
39.2 |
1.3% |
96% |
True |
False |
852,141 |
| 40 |
3,087.0 |
2,836.0 |
251.0 |
8.1% |
41.5 |
1.3% |
98% |
True |
False |
912,108 |
| 60 |
3,087.0 |
2,645.0 |
442.0 |
14.3% |
51.4 |
1.7% |
99% |
True |
False |
1,159,248 |
| 80 |
3,087.0 |
2,645.0 |
442.0 |
14.3% |
49.7 |
1.6% |
99% |
True |
False |
888,983 |
| 100 |
3,087.0 |
2,645.0 |
442.0 |
14.3% |
48.3 |
1.6% |
99% |
True |
False |
712,717 |
| 120 |
3,087.0 |
2,645.0 |
442.0 |
14.3% |
48.1 |
1.6% |
99% |
True |
False |
595,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,384.5 |
|
2.618 |
3,270.3 |
|
1.618 |
3,200.3 |
|
1.000 |
3,157.0 |
|
0.618 |
3,130.3 |
|
HIGH |
3,087.0 |
|
0.618 |
3,060.3 |
|
0.500 |
3,052.0 |
|
0.382 |
3,043.7 |
|
LOW |
3,017.0 |
|
0.618 |
2,973.7 |
|
1.000 |
2,947.0 |
|
1.618 |
2,903.7 |
|
2.618 |
2,833.7 |
|
4.250 |
2,719.5 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.0 |
3,069.8 |
| PP |
3,062.0 |
3,057.7 |
| S1 |
3,052.0 |
3,045.5 |
|