| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,083.0 |
3,090.0 |
7.0 |
0.2% |
2,991.0 |
| High |
3,097.0 |
3,102.0 |
5.0 |
0.2% |
3,087.0 |
| Low |
3,063.0 |
3,041.0 |
-22.0 |
-0.7% |
2,973.0 |
| Close |
3,091.0 |
3,084.0 |
-7.0 |
-0.2% |
3,082.0 |
| Range |
34.0 |
61.0 |
27.0 |
79.4% |
114.0 |
| ATR |
44.4 |
45.6 |
1.2 |
2.7% |
0.0 |
| Volume |
1,619,211 |
1,619,211 |
0 |
0.0% |
5,173,729 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,258.7 |
3,232.3 |
3,117.6 |
|
| R3 |
3,197.7 |
3,171.3 |
3,100.8 |
|
| R2 |
3,136.7 |
3,136.7 |
3,095.2 |
|
| R1 |
3,110.3 |
3,110.3 |
3,089.6 |
3,093.0 |
| PP |
3,075.7 |
3,075.7 |
3,075.7 |
3,067.0 |
| S1 |
3,049.3 |
3,049.3 |
3,078.4 |
3,032.0 |
| S2 |
3,014.7 |
3,014.7 |
3,072.8 |
|
| S3 |
2,953.7 |
2,988.3 |
3,067.2 |
|
| S4 |
2,892.7 |
2,927.3 |
3,050.5 |
|
|
| 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 |
3,102.0 |
3,004.0 |
98.0 |
3.2% |
49.0 |
1.6% |
82% |
True |
False |
1,288,405 |
| 10 |
3,102.0 |
2,970.0 |
132.0 |
4.3% |
43.6 |
1.4% |
86% |
True |
False |
1,109,163 |
| 20 |
3,102.0 |
2,948.0 |
154.0 |
5.0% |
40.6 |
1.3% |
88% |
True |
False |
954,537 |
| 40 |
3,102.0 |
2,888.0 |
214.0 |
6.9% |
41.0 |
1.3% |
92% |
True |
False |
929,427 |
| 60 |
3,102.0 |
2,645.0 |
457.0 |
14.8% |
50.1 |
1.6% |
96% |
True |
False |
1,152,039 |
| 80 |
3,102.0 |
2,645.0 |
457.0 |
14.8% |
49.2 |
1.6% |
96% |
True |
False |
944,383 |
| 100 |
3,102.0 |
2,645.0 |
457.0 |
14.8% |
48.4 |
1.6% |
96% |
True |
False |
757,357 |
| 120 |
3,102.0 |
2,645.0 |
457.0 |
14.8% |
48.5 |
1.6% |
96% |
True |
False |
632,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,361.3 |
|
2.618 |
3,261.7 |
|
1.618 |
3,200.7 |
|
1.000 |
3,163.0 |
|
0.618 |
3,139.7 |
|
HIGH |
3,102.0 |
|
0.618 |
3,078.7 |
|
0.500 |
3,071.5 |
|
0.382 |
3,064.3 |
|
LOW |
3,041.0 |
|
0.618 |
3,003.3 |
|
1.000 |
2,980.0 |
|
1.618 |
2,942.3 |
|
2.618 |
2,881.3 |
|
4.250 |
2,781.8 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.8 |
3,079.8 |
| PP |
3,075.7 |
3,075.7 |
| S1 |
3,071.5 |
3,071.5 |
|