| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,026.0 |
3,086.0 |
60.0 |
2.0% |
2,991.0 |
| High |
3,087.0 |
3,095.0 |
8.0 |
0.3% |
3,087.0 |
| Low |
3,017.0 |
3,066.0 |
49.0 |
1.6% |
2,973.0 |
| Close |
3,082.0 |
3,070.0 |
-12.0 |
-0.4% |
3,082.0 |
| Range |
70.0 |
29.0 |
-41.0 |
-58.6% |
114.0 |
| ATR |
46.4 |
45.2 |
-1.2 |
-2.7% |
0.0 |
| Volume |
638,785 |
1,226,392 |
587,607 |
92.0% |
5,173,729 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.0 |
3,146.0 |
3,086.0 |
|
| R3 |
3,135.0 |
3,117.0 |
3,078.0 |
|
| R2 |
3,106.0 |
3,106.0 |
3,075.3 |
|
| R1 |
3,088.0 |
3,088.0 |
3,072.7 |
3,082.5 |
| PP |
3,077.0 |
3,077.0 |
3,077.0 |
3,074.3 |
| S1 |
3,059.0 |
3,059.0 |
3,067.3 |
3,053.5 |
| S2 |
3,048.0 |
3,048.0 |
3,064.7 |
|
| S3 |
3,019.0 |
3,030.0 |
3,062.0 |
|
| S4 |
2,990.0 |
3,001.0 |
3,054.1 |
|
|
| 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 |
3,095.0 |
3,004.0 |
91.0 |
3.0% |
45.0 |
1.5% |
73% |
True |
False |
1,105,661 |
| 10 |
3,095.0 |
2,964.0 |
131.0 |
4.3% |
43.0 |
1.4% |
81% |
True |
False |
964,319 |
| 20 |
3,095.0 |
2,948.0 |
147.0 |
4.8% |
39.5 |
1.3% |
83% |
True |
False |
869,091 |
| 40 |
3,095.0 |
2,869.0 |
226.0 |
7.4% |
41.0 |
1.3% |
89% |
True |
False |
909,330 |
| 60 |
3,095.0 |
2,645.0 |
450.0 |
14.7% |
50.3 |
1.6% |
94% |
True |
False |
1,160,970 |
| 80 |
3,095.0 |
2,645.0 |
450.0 |
14.7% |
49.3 |
1.6% |
94% |
True |
False |
904,296 |
| 100 |
3,095.0 |
2,645.0 |
450.0 |
14.7% |
48.2 |
1.6% |
94% |
True |
False |
724,975 |
| 120 |
3,095.0 |
2,645.0 |
450.0 |
14.7% |
48.3 |
1.6% |
94% |
True |
False |
605,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.3 |
|
2.618 |
3,170.9 |
|
1.618 |
3,141.9 |
|
1.000 |
3,124.0 |
|
0.618 |
3,112.9 |
|
HIGH |
3,095.0 |
|
0.618 |
3,083.9 |
|
0.500 |
3,080.5 |
|
0.382 |
3,077.1 |
|
LOW |
3,066.0 |
|
0.618 |
3,048.1 |
|
1.000 |
3,037.0 |
|
1.618 |
3,019.1 |
|
2.618 |
2,990.1 |
|
4.250 |
2,942.8 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.5 |
3,063.2 |
| PP |
3,077.0 |
3,056.3 |
| S1 |
3,073.5 |
3,049.5 |
|