| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,635.0 |
10,606.0 |
-29.0 |
-0.3% |
10,523.5 |
| High |
10,651.0 |
10,659.0 |
8.0 |
0.1% |
10,644.0 |
| Low |
10,545.0 |
10,480.0 |
-65.0 |
-0.6% |
10,380.0 |
| Close |
10,599.5 |
10,513.0 |
-86.5 |
-0.8% |
10,578.0 |
| Range |
106.0 |
179.0 |
73.0 |
68.9% |
264.0 |
| ATR |
140.9 |
143.6 |
2.7 |
1.9% |
0.0 |
| Volume |
663 |
480 |
-183 |
-27.6% |
1,085 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,087.7 |
10,979.3 |
10,611.5 |
|
| R3 |
10,908.7 |
10,800.3 |
10,562.2 |
|
| R2 |
10,729.7 |
10,729.7 |
10,545.8 |
|
| R1 |
10,621.3 |
10,621.3 |
10,529.4 |
10,586.0 |
| PP |
10,550.7 |
10,550.7 |
10,550.7 |
10,533.0 |
| S1 |
10,442.3 |
10,442.3 |
10,496.6 |
10,407.0 |
| S2 |
10,371.7 |
10,371.7 |
10,480.2 |
|
| S3 |
10,192.7 |
10,263.3 |
10,463.8 |
|
| S4 |
10,013.7 |
10,084.3 |
10,414.6 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,326.0 |
11,216.0 |
10,723.2 |
|
| R3 |
11,062.0 |
10,952.0 |
10,650.6 |
|
| R2 |
10,798.0 |
10,798.0 |
10,626.4 |
|
| R1 |
10,688.0 |
10,688.0 |
10,602.2 |
10,743.0 |
| PP |
10,534.0 |
10,534.0 |
10,534.0 |
10,561.5 |
| S1 |
10,424.0 |
10,424.0 |
10,553.8 |
10,479.0 |
| S2 |
10,270.0 |
10,270.0 |
10,529.6 |
|
| S3 |
10,006.0 |
10,160.0 |
10,505.4 |
|
| S4 |
9,742.0 |
9,896.0 |
10,432.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,677.0 |
10,438.0 |
239.0 |
2.3% |
130.6 |
1.2% |
31% |
False |
False |
331 |
| 10 |
10,677.0 |
10,380.0 |
297.0 |
2.8% |
145.5 |
1.4% |
45% |
False |
False |
271 |
| 20 |
10,783.5 |
10,198.0 |
585.5 |
5.6% |
126.0 |
1.2% |
54% |
False |
False |
223 |
| 40 |
10,783.5 |
9,352.5 |
1,431.0 |
13.6% |
124.8 |
1.2% |
81% |
False |
False |
171 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
141.0 |
1.3% |
83% |
False |
False |
179 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
127.1 |
1.2% |
83% |
False |
False |
136 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
107.8 |
1.0% |
83% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,419.8 |
|
2.618 |
11,127.6 |
|
1.618 |
10,948.6 |
|
1.000 |
10,838.0 |
|
0.618 |
10,769.6 |
|
HIGH |
10,659.0 |
|
0.618 |
10,590.6 |
|
0.500 |
10,569.5 |
|
0.382 |
10,548.4 |
|
LOW |
10,480.0 |
|
0.618 |
10,369.4 |
|
1.000 |
10,301.0 |
|
1.618 |
10,190.4 |
|
2.618 |
10,011.4 |
|
4.250 |
9,719.3 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,569.5 |
10,578.5 |
| PP |
10,550.7 |
10,556.7 |
| S1 |
10,531.8 |
10,534.8 |
|