| 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 |
10,612.5 |
10,561.5 |
-51.0 |
-0.5% |
10,519.0 |
| High |
10,678.0 |
10,727.0 |
49.0 |
0.5% |
10,727.0 |
| Low |
10,488.5 |
10,512.5 |
24.0 |
0.2% |
10,436.0 |
| Close |
10,523.5 |
10,689.0 |
165.5 |
1.6% |
10,689.0 |
| Range |
189.5 |
214.5 |
25.0 |
13.2% |
291.0 |
| ATR |
154.4 |
158.7 |
4.3 |
2.8% |
0.0 |
| Volume |
98,901 |
49,522 |
-49,379 |
-49.9% |
403,664 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,286.3 |
11,202.2 |
10,807.0 |
|
| R3 |
11,071.8 |
10,987.7 |
10,748.0 |
|
| R2 |
10,857.3 |
10,857.3 |
10,728.3 |
|
| R1 |
10,773.2 |
10,773.2 |
10,708.7 |
10,815.3 |
| PP |
10,642.8 |
10,642.8 |
10,642.8 |
10,663.9 |
| S1 |
10,558.7 |
10,558.7 |
10,669.3 |
10,600.8 |
| S2 |
10,428.3 |
10,428.3 |
10,649.7 |
|
| S3 |
10,213.8 |
10,344.2 |
10,630.0 |
|
| S4 |
9,999.3 |
10,129.7 |
10,571.0 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,490.3 |
11,380.7 |
10,849.1 |
|
| R3 |
11,199.3 |
11,089.7 |
10,769.0 |
|
| R2 |
10,908.3 |
10,908.3 |
10,742.4 |
|
| R1 |
10,798.7 |
10,798.7 |
10,715.7 |
10,853.5 |
| PP |
10,617.3 |
10,617.3 |
10,617.3 |
10,644.8 |
| S1 |
10,507.7 |
10,507.7 |
10,662.3 |
10,562.5 |
| S2 |
10,326.3 |
10,326.3 |
10,635.7 |
|
| S3 |
10,035.3 |
10,216.7 |
10,609.0 |
|
| S4 |
9,744.3 |
9,925.7 |
10,529.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,727.0 |
10,436.0 |
291.0 |
2.7% |
155.3 |
1.5% |
87% |
True |
False |
80,732 |
| 10 |
10,727.0 |
10,386.0 |
341.0 |
3.2% |
162.0 |
1.5% |
89% |
True |
False |
78,630 |
| 20 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
143.4 |
1.3% |
72% |
False |
False |
77,837 |
| 40 |
10,804.0 |
9,675.5 |
1,128.5 |
10.6% |
142.2 |
1.3% |
90% |
False |
False |
77,602 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
167.2 |
1.6% |
93% |
False |
False |
83,774 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
160.0 |
1.5% |
93% |
False |
False |
63,098 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
156.8 |
1.5% |
93% |
False |
False |
50,514 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
155.1 |
1.5% |
93% |
False |
False |
42,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,638.6 |
|
2.618 |
11,288.6 |
|
1.618 |
11,074.1 |
|
1.000 |
10,941.5 |
|
0.618 |
10,859.6 |
|
HIGH |
10,727.0 |
|
0.618 |
10,645.1 |
|
0.500 |
10,619.8 |
|
0.382 |
10,594.4 |
|
LOW |
10,512.5 |
|
0.618 |
10,379.9 |
|
1.000 |
10,298.0 |
|
1.618 |
10,165.4 |
|
2.618 |
9,950.9 |
|
4.250 |
9,600.9 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,665.9 |
10,661.9 |
| PP |
10,642.8 |
10,634.8 |
| S1 |
10,619.8 |
10,607.8 |
|