| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,751.0 |
10,664.5 |
-86.5 |
-0.8% |
10,692.0 |
| High |
10,780.5 |
10,671.5 |
-109.0 |
-1.0% |
10,780.5 |
| Low |
10,566.0 |
10,466.0 |
-100.0 |
-0.9% |
10,466.0 |
| Close |
10,673.0 |
10,567.5 |
-105.5 |
-1.0% |
10,567.5 |
| Range |
214.5 |
205.5 |
-9.0 |
-4.2% |
314.5 |
| ATR |
155.8 |
159.4 |
3.7 |
2.3% |
0.0 |
| Volume |
113,135 |
173,291 |
60,156 |
53.2% |
489,257 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,184.8 |
11,081.7 |
10,680.5 |
|
| R3 |
10,979.3 |
10,876.2 |
10,624.0 |
|
| R2 |
10,773.8 |
10,773.8 |
10,605.2 |
|
| R1 |
10,670.7 |
10,670.7 |
10,586.3 |
10,619.5 |
| PP |
10,568.3 |
10,568.3 |
10,568.3 |
10,542.8 |
| S1 |
10,465.2 |
10,465.2 |
10,548.7 |
10,414.0 |
| S2 |
10,362.8 |
10,362.8 |
10,529.8 |
|
| S3 |
10,157.3 |
10,259.7 |
10,511.0 |
|
| S4 |
9,951.8 |
10,054.2 |
10,454.5 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,548.2 |
11,372.3 |
10,740.5 |
|
| R3 |
11,233.7 |
11,057.8 |
10,654.0 |
|
| R2 |
10,919.2 |
10,919.2 |
10,625.2 |
|
| R1 |
10,743.3 |
10,743.3 |
10,596.3 |
10,674.0 |
| PP |
10,604.7 |
10,604.7 |
10,604.7 |
10,570.0 |
| S1 |
10,428.8 |
10,428.8 |
10,538.7 |
10,359.5 |
| S2 |
10,290.2 |
10,290.2 |
10,509.8 |
|
| S3 |
9,975.7 |
10,114.3 |
10,481.0 |
|
| S4 |
9,661.2 |
9,799.8 |
10,394.5 |
|
|
| 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 |
10,466.0 |
314.5 |
3.0% |
168.6 |
1.6% |
32% |
False |
True |
107,755 |
| 10 |
10,780.5 |
10,436.0 |
344.5 |
3.3% |
156.9 |
1.5% |
38% |
False |
False |
95,733 |
| 20 |
10,804.0 |
10,386.0 |
418.0 |
4.0% |
146.0 |
1.4% |
43% |
False |
False |
86,612 |
| 40 |
10,804.0 |
9,910.5 |
893.5 |
8.5% |
141.8 |
1.3% |
74% |
False |
False |
81,995 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
166.0 |
1.6% |
86% |
False |
False |
88,305 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
159.2 |
1.5% |
86% |
False |
False |
69,206 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
157.3 |
1.5% |
86% |
False |
False |
55,397 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
156.5 |
1.5% |
86% |
False |
False |
46,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,544.9 |
|
2.618 |
11,209.5 |
|
1.618 |
11,004.0 |
|
1.000 |
10,877.0 |
|
0.618 |
10,798.5 |
|
HIGH |
10,671.5 |
|
0.618 |
10,593.0 |
|
0.500 |
10,568.8 |
|
0.382 |
10,544.5 |
|
LOW |
10,466.0 |
|
0.618 |
10,339.0 |
|
1.000 |
10,260.5 |
|
1.618 |
10,133.5 |
|
2.618 |
9,928.0 |
|
4.250 |
9,592.6 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,568.8 |
10,623.3 |
| PP |
10,568.3 |
10,604.7 |
| S1 |
10,567.9 |
10,586.1 |
|