| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,717.5 |
10,751.0 |
33.5 |
0.3% |
10,519.0 |
| High |
10,777.5 |
10,780.5 |
3.0 |
0.0% |
10,727.0 |
| Low |
10,657.0 |
10,566.0 |
-91.0 |
-0.9% |
10,436.0 |
| Close |
10,748.5 |
10,673.0 |
-75.5 |
-0.7% |
10,689.0 |
| Range |
120.5 |
214.5 |
94.0 |
78.0% |
291.0 |
| ATR |
151.3 |
155.8 |
4.5 |
3.0% |
0.0 |
| Volume |
117,412 |
113,135 |
-4,277 |
-3.6% |
403,664 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,316.7 |
11,209.3 |
10,791.0 |
|
| R3 |
11,102.2 |
10,994.8 |
10,732.0 |
|
| R2 |
10,887.7 |
10,887.7 |
10,712.3 |
|
| R1 |
10,780.3 |
10,780.3 |
10,692.7 |
10,726.8 |
| PP |
10,673.2 |
10,673.2 |
10,673.2 |
10,646.4 |
| S1 |
10,565.8 |
10,565.8 |
10,653.3 |
10,512.3 |
| S2 |
10,458.7 |
10,458.7 |
10,633.7 |
|
| S3 |
10,244.2 |
10,351.3 |
10,614.0 |
|
| S4 |
10,029.7 |
10,136.8 |
10,555.0 |
|
|
| 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 |
10,780.5 |
10,488.5 |
292.0 |
2.7% |
165.4 |
1.5% |
63% |
True |
False |
92,877 |
| 10 |
10,780.5 |
10,436.0 |
344.5 |
3.2% |
151.6 |
1.4% |
69% |
True |
False |
87,289 |
| 20 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
141.5 |
1.3% |
69% |
False |
False |
80,897 |
| 40 |
10,804.0 |
9,910.5 |
893.5 |
8.4% |
140.7 |
1.3% |
85% |
False |
False |
79,418 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
164.5 |
1.5% |
92% |
False |
False |
86,724 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
159.7 |
1.5% |
92% |
False |
False |
67,042 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
157.3 |
1.5% |
92% |
False |
False |
53,666 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
155.6 |
1.5% |
92% |
False |
False |
44,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,692.1 |
|
2.618 |
11,342.1 |
|
1.618 |
11,127.6 |
|
1.000 |
10,995.0 |
|
0.618 |
10,913.1 |
|
HIGH |
10,780.5 |
|
0.618 |
10,698.6 |
|
0.500 |
10,673.3 |
|
0.382 |
10,647.9 |
|
LOW |
10,566.0 |
|
0.618 |
10,433.4 |
|
1.000 |
10,351.5 |
|
1.618 |
10,218.9 |
|
2.618 |
10,004.4 |
|
4.250 |
9,654.4 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,673.3 |
10,673.3 |
| PP |
10,673.2 |
10,673.2 |
| S1 |
10,673.1 |
10,673.1 |
|