| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,561.5 |
10,692.0 |
130.5 |
1.2% |
10,519.0 |
| High |
10,727.0 |
10,741.5 |
14.5 |
0.1% |
10,727.0 |
| Low |
10,512.5 |
10,653.5 |
141.0 |
1.3% |
10,436.0 |
| Close |
10,689.0 |
10,684.5 |
-4.5 |
0.0% |
10,689.0 |
| Range |
214.5 |
88.0 |
-126.5 |
-59.0% |
291.0 |
| ATR |
158.7 |
153.6 |
-5.0 |
-3.2% |
0.0 |
| Volume |
49,522 |
85,419 |
35,897 |
72.5% |
403,664 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,957.2 |
10,908.8 |
10,732.9 |
|
| R3 |
10,869.2 |
10,820.8 |
10,708.7 |
|
| R2 |
10,781.2 |
10,781.2 |
10,700.6 |
|
| R1 |
10,732.8 |
10,732.8 |
10,692.6 |
10,713.0 |
| PP |
10,693.2 |
10,693.2 |
10,693.2 |
10,683.3 |
| S1 |
10,644.8 |
10,644.8 |
10,676.4 |
10,625.0 |
| S2 |
10,605.2 |
10,605.2 |
10,668.4 |
|
| S3 |
10,517.2 |
10,556.8 |
10,660.3 |
|
| S4 |
10,429.2 |
10,468.8 |
10,636.1 |
|
|
| 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 |
10,741.5 |
10,488.5 |
253.0 |
2.4% |
145.6 |
1.4% |
77% |
True |
False |
82,640 |
| 10 |
10,741.5 |
10,436.0 |
305.5 |
2.9% |
143.7 |
1.3% |
81% |
True |
False |
80,387 |
| 20 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
143.6 |
1.3% |
71% |
False |
False |
77,273 |
| 40 |
10,804.0 |
9,786.0 |
1,018.0 |
9.5% |
140.4 |
1.3% |
88% |
False |
False |
77,570 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
163.6 |
1.5% |
93% |
False |
False |
84,796 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
158.1 |
1.5% |
93% |
False |
False |
64,161 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
156.9 |
1.5% |
93% |
False |
False |
51,364 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
155.5 |
1.5% |
93% |
False |
False |
42,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.5 |
|
2.618 |
10,971.9 |
|
1.618 |
10,883.9 |
|
1.000 |
10,829.5 |
|
0.618 |
10,795.9 |
|
HIGH |
10,741.5 |
|
0.618 |
10,707.9 |
|
0.500 |
10,697.5 |
|
0.382 |
10,687.1 |
|
LOW |
10,653.5 |
|
0.618 |
10,599.1 |
|
1.000 |
10,565.5 |
|
1.618 |
10,511.1 |
|
2.618 |
10,423.1 |
|
4.250 |
10,279.5 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,697.5 |
10,661.3 |
| PP |
10,693.2 |
10,638.2 |
| S1 |
10,688.8 |
10,615.0 |
|