| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,692.0 |
10,717.5 |
25.5 |
0.2% |
10,519.0 |
| High |
10,741.5 |
10,777.5 |
36.0 |
0.3% |
10,727.0 |
| Low |
10,653.5 |
10,657.0 |
3.5 |
0.0% |
10,436.0 |
| Close |
10,684.5 |
10,748.5 |
64.0 |
0.6% |
10,689.0 |
| Range |
88.0 |
120.5 |
32.5 |
36.9% |
291.0 |
| ATR |
153.6 |
151.3 |
-2.4 |
-1.5% |
0.0 |
| Volume |
85,419 |
117,412 |
31,993 |
37.5% |
403,664 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,089.2 |
11,039.3 |
10,814.8 |
|
| R3 |
10,968.7 |
10,918.8 |
10,781.6 |
|
| R2 |
10,848.2 |
10,848.2 |
10,770.6 |
|
| R1 |
10,798.3 |
10,798.3 |
10,759.5 |
10,823.3 |
| PP |
10,727.7 |
10,727.7 |
10,727.7 |
10,740.1 |
| S1 |
10,677.8 |
10,677.8 |
10,737.5 |
10,702.8 |
| S2 |
10,607.2 |
10,607.2 |
10,726.4 |
|
| S3 |
10,486.7 |
10,557.3 |
10,715.4 |
|
| S4 |
10,366.2 |
10,436.8 |
10,682.2 |
|
|
| 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 |
10,777.5 |
10,488.5 |
289.0 |
2.7% |
145.4 |
1.4% |
90% |
True |
False |
90,108 |
| 10 |
10,777.5 |
10,436.0 |
341.5 |
3.2% |
144.2 |
1.3% |
92% |
True |
False |
84,464 |
| 20 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
134.9 |
1.3% |
87% |
False |
False |
79,535 |
| 40 |
10,804.0 |
9,887.5 |
916.5 |
8.5% |
138.0 |
1.3% |
94% |
False |
False |
78,844 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
163.0 |
1.5% |
97% |
False |
False |
85,748 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
157.0 |
1.5% |
97% |
False |
False |
65,627 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
157.4 |
1.5% |
97% |
False |
False |
52,536 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
156.0 |
1.5% |
97% |
False |
False |
43,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,289.6 |
|
2.618 |
11,093.0 |
|
1.618 |
10,972.5 |
|
1.000 |
10,898.0 |
|
0.618 |
10,852.0 |
|
HIGH |
10,777.5 |
|
0.618 |
10,731.5 |
|
0.500 |
10,717.3 |
|
0.382 |
10,703.0 |
|
LOW |
10,657.0 |
|
0.618 |
10,582.5 |
|
1.000 |
10,536.5 |
|
1.618 |
10,462.0 |
|
2.618 |
10,341.5 |
|
4.250 |
10,144.9 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,738.1 |
10,714.0 |
| PP |
10,727.7 |
10,679.5 |
| S1 |
10,717.3 |
10,645.0 |
|