| 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 |
2,169.00 |
2,166.25 |
-2.75 |
-0.1% |
2,167.75 |
| High |
2,177.25 |
2,183.75 |
6.50 |
0.3% |
2,183.75 |
| Low |
2,154.75 |
2,164.25 |
9.50 |
0.4% |
2,154.75 |
| Close |
2,167.25 |
2,178.00 |
10.75 |
0.5% |
2,178.00 |
| Range |
22.50 |
19.50 |
-3.00 |
-13.3% |
29.00 |
| ATR |
16.33 |
16.56 |
0.23 |
1.4% |
0.00 |
| Volume |
1,943,431 |
1,700,143 |
-243,288 |
-12.5% |
8,125,763 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.75 |
2,225.50 |
2,188.75 |
|
| R3 |
2,214.25 |
2,206.00 |
2,183.25 |
|
| R2 |
2,194.75 |
2,194.75 |
2,181.50 |
|
| R1 |
2,186.50 |
2,186.50 |
2,179.75 |
2,190.50 |
| PP |
2,175.25 |
2,175.25 |
2,175.25 |
2,177.50 |
| S1 |
2,167.00 |
2,167.00 |
2,176.25 |
2,171.00 |
| S2 |
2,155.75 |
2,155.75 |
2,174.50 |
|
| S3 |
2,136.25 |
2,147.50 |
2,172.75 |
|
| S4 |
2,116.75 |
2,128.00 |
2,167.25 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.25 |
2,247.50 |
2,194.00 |
|
| R3 |
2,230.25 |
2,218.50 |
2,186.00 |
|
| R2 |
2,201.25 |
2,201.25 |
2,183.25 |
|
| R1 |
2,189.50 |
2,189.50 |
2,180.75 |
2,195.50 |
| PP |
2,172.25 |
2,172.25 |
2,172.25 |
2,175.00 |
| S1 |
2,160.50 |
2,160.50 |
2,175.25 |
2,166.50 |
| S2 |
2,143.25 |
2,143.25 |
2,172.75 |
|
| S3 |
2,114.25 |
2,131.50 |
2,170.00 |
|
| S4 |
2,085.25 |
2,102.50 |
2,162.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,183.75 |
2,154.75 |
29.00 |
1.3% |
18.00 |
0.8% |
80% |
True |
False |
1,625,152 |
| 10 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
17.00 |
0.8% |
63% |
False |
False |
1,633,957 |
| 20 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
14.25 |
0.7% |
63% |
False |
False |
1,464,389 |
| 40 |
2,191.50 |
2,120.00 |
71.50 |
3.3% |
15.25 |
0.7% |
81% |
False |
False |
1,469,371 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.00 |
1.0% |
94% |
False |
False |
1,680,842 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
1.0% |
94% |
False |
False |
1,277,492 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
1.0% |
94% |
False |
False |
1,022,939 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.00 |
1.0% |
94% |
False |
False |
852,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,266.50 |
|
2.618 |
2,234.75 |
|
1.618 |
2,215.25 |
|
1.000 |
2,203.25 |
|
0.618 |
2,195.75 |
|
HIGH |
2,183.75 |
|
0.618 |
2,176.25 |
|
0.500 |
2,174.00 |
|
0.382 |
2,171.75 |
|
LOW |
2,164.25 |
|
0.618 |
2,152.25 |
|
1.000 |
2,144.75 |
|
1.618 |
2,132.75 |
|
2.618 |
2,113.25 |
|
4.250 |
2,081.50 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.75 |
2,175.00 |
| PP |
2,175.25 |
2,172.25 |
| S1 |
2,174.00 |
2,169.25 |
|