| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,645.0 |
10,612.5 |
-32.5 |
-0.3% |
10,528.0 |
| High |
10,665.5 |
10,678.0 |
12.5 |
0.1% |
10,657.0 |
| Low |
10,551.0 |
10,488.5 |
-62.5 |
-0.6% |
10,386.0 |
| Close |
10,610.5 |
10,523.5 |
-87.0 |
-0.8% |
10,589.5 |
| Range |
114.5 |
189.5 |
75.0 |
65.5% |
271.0 |
| ATR |
151.7 |
154.4 |
2.7 |
1.8% |
0.0 |
| Volume |
99,287 |
98,901 |
-386 |
-0.4% |
382,642 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,131.8 |
11,017.2 |
10,627.7 |
|
| R3 |
10,942.3 |
10,827.7 |
10,575.6 |
|
| R2 |
10,752.8 |
10,752.8 |
10,558.2 |
|
| R1 |
10,638.2 |
10,638.2 |
10,540.9 |
10,600.8 |
| PP |
10,563.3 |
10,563.3 |
10,563.3 |
10,544.6 |
| S1 |
10,448.7 |
10,448.7 |
10,506.1 |
10,411.3 |
| S2 |
10,373.8 |
10,373.8 |
10,488.8 |
|
| S3 |
10,184.3 |
10,259.2 |
10,471.4 |
|
| S4 |
9,994.8 |
10,069.7 |
10,419.3 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,357.2 |
11,244.3 |
10,738.6 |
|
| R3 |
11,086.2 |
10,973.3 |
10,664.0 |
|
| R2 |
10,815.2 |
10,815.2 |
10,639.2 |
|
| R1 |
10,702.3 |
10,702.3 |
10,614.3 |
10,758.8 |
| PP |
10,544.2 |
10,544.2 |
10,544.2 |
10,572.4 |
| S1 |
10,431.3 |
10,431.3 |
10,564.7 |
10,487.8 |
| S2 |
10,273.2 |
10,273.2 |
10,539.8 |
|
| S3 |
10,002.2 |
10,160.3 |
10,515.0 |
|
| S4 |
9,731.2 |
9,889.3 |
10,440.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,690.0 |
10,436.0 |
254.0 |
2.4% |
145.1 |
1.4% |
34% |
False |
False |
83,711 |
| 10 |
10,690.0 |
10,386.0 |
304.0 |
2.9% |
155.0 |
1.5% |
45% |
False |
False |
82,944 |
| 20 |
10,804.0 |
10,209.0 |
595.0 |
5.7% |
140.9 |
1.3% |
53% |
False |
False |
78,456 |
| 40 |
10,804.0 |
9,356.5 |
1,447.5 |
13.8% |
144.0 |
1.4% |
81% |
False |
False |
78,707 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
166.3 |
1.6% |
83% |
False |
False |
83,086 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
159.0 |
1.5% |
83% |
False |
False |
62,482 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
156.2 |
1.5% |
83% |
False |
False |
50,022 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
154.5 |
1.5% |
83% |
False |
False |
41,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,483.4 |
|
2.618 |
11,174.1 |
|
1.618 |
10,984.6 |
|
1.000 |
10,867.5 |
|
0.618 |
10,795.1 |
|
HIGH |
10,678.0 |
|
0.618 |
10,605.6 |
|
0.500 |
10,583.3 |
|
0.382 |
10,560.9 |
|
LOW |
10,488.5 |
|
0.618 |
10,371.4 |
|
1.000 |
10,299.0 |
|
1.618 |
10,181.9 |
|
2.618 |
9,992.4 |
|
4.250 |
9,683.1 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,583.3 |
10,589.3 |
| PP |
10,563.3 |
10,567.3 |
| S1 |
10,543.4 |
10,545.4 |
|