| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,086.0 |
3,083.0 |
-3.0 |
-0.1% |
2,991.0 |
| High |
3,095.0 |
3,097.0 |
2.0 |
0.1% |
3,087.0 |
| Low |
3,066.0 |
3,063.0 |
-3.0 |
-0.1% |
2,973.0 |
| Close |
3,070.0 |
3,091.0 |
21.0 |
0.7% |
3,082.0 |
| Range |
29.0 |
34.0 |
5.0 |
17.2% |
114.0 |
| ATR |
45.2 |
44.4 |
-0.8 |
-1.8% |
0.0 |
| Volume |
1,226,392 |
1,619,211 |
392,819 |
32.0% |
5,173,729 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,185.7 |
3,172.3 |
3,109.7 |
|
| R3 |
3,151.7 |
3,138.3 |
3,100.4 |
|
| R2 |
3,117.7 |
3,117.7 |
3,097.2 |
|
| R1 |
3,104.3 |
3,104.3 |
3,094.1 |
3,111.0 |
| PP |
3,083.7 |
3,083.7 |
3,083.7 |
3,087.0 |
| S1 |
3,070.3 |
3,070.3 |
3,087.9 |
3,077.0 |
| S2 |
3,049.7 |
3,049.7 |
3,084.8 |
|
| S3 |
3,015.7 |
3,036.3 |
3,081.7 |
|
| S4 |
2,981.7 |
3,002.3 |
3,072.3 |
|
|
| 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 |
3,097.0 |
3,004.0 |
93.0 |
3.0% |
44.8 |
1.4% |
94% |
True |
False |
1,193,527 |
| 10 |
3,097.0 |
2,967.0 |
130.0 |
4.2% |
42.6 |
1.4% |
95% |
True |
False |
1,034,866 |
| 20 |
3,097.0 |
2,948.0 |
149.0 |
4.8% |
38.5 |
1.2% |
96% |
True |
False |
914,663 |
| 40 |
3,097.0 |
2,888.0 |
209.0 |
6.8% |
40.2 |
1.3% |
97% |
True |
False |
923,666 |
| 60 |
3,097.0 |
2,645.0 |
452.0 |
14.6% |
49.9 |
1.6% |
99% |
True |
False |
1,153,234 |
| 80 |
3,097.0 |
2,645.0 |
452.0 |
14.6% |
49.0 |
1.6% |
99% |
True |
False |
924,529 |
| 100 |
3,097.0 |
2,645.0 |
452.0 |
14.6% |
48.4 |
1.6% |
99% |
True |
False |
741,166 |
| 120 |
3,097.0 |
2,645.0 |
452.0 |
14.6% |
48.4 |
1.6% |
99% |
True |
False |
619,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.5 |
|
2.618 |
3,186.0 |
|
1.618 |
3,152.0 |
|
1.000 |
3,131.0 |
|
0.618 |
3,118.0 |
|
HIGH |
3,097.0 |
|
0.618 |
3,084.0 |
|
0.500 |
3,080.0 |
|
0.382 |
3,076.0 |
|
LOW |
3,063.0 |
|
0.618 |
3,042.0 |
|
1.000 |
3,029.0 |
|
1.618 |
3,008.0 |
|
2.618 |
2,974.0 |
|
4.250 |
2,918.5 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.3 |
3,079.7 |
| PP |
3,083.7 |
3,068.3 |
| S1 |
3,080.0 |
3,057.0 |
|