| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,606.0 |
10,552.5 |
-53.5 |
-0.5% |
10,513.5 |
| High |
10,659.0 |
10,715.5 |
56.5 |
0.5% |
10,715.5 |
| Low |
10,480.0 |
10,506.5 |
26.5 |
0.3% |
10,438.0 |
| Close |
10,513.0 |
10,678.5 |
165.5 |
1.6% |
10,678.5 |
| Range |
179.0 |
209.0 |
30.0 |
16.8% |
277.5 |
| ATR |
143.6 |
148.3 |
4.7 |
3.3% |
0.0 |
| Volume |
480 |
554 |
74 |
15.4% |
2,028 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,260.5 |
11,178.5 |
10,793.5 |
|
| R3 |
11,051.5 |
10,969.5 |
10,736.0 |
|
| R2 |
10,842.5 |
10,842.5 |
10,716.8 |
|
| R1 |
10,760.5 |
10,760.5 |
10,697.7 |
10,801.5 |
| PP |
10,633.5 |
10,633.5 |
10,633.5 |
10,654.0 |
| S1 |
10,551.5 |
10,551.5 |
10,659.3 |
10,592.5 |
| S2 |
10,424.5 |
10,424.5 |
10,640.2 |
|
| S3 |
10,215.5 |
10,342.5 |
10,621.0 |
|
| S4 |
10,006.5 |
10,133.5 |
10,563.6 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,443.2 |
11,338.3 |
10,831.1 |
|
| R3 |
11,165.7 |
11,060.8 |
10,754.8 |
|
| R2 |
10,888.2 |
10,888.2 |
10,729.4 |
|
| R1 |
10,783.3 |
10,783.3 |
10,703.9 |
10,835.8 |
| PP |
10,610.7 |
10,610.7 |
10,610.7 |
10,636.9 |
| S1 |
10,505.8 |
10,505.8 |
10,653.1 |
10,558.3 |
| S2 |
10,333.2 |
10,333.2 |
10,627.6 |
|
| S3 |
10,055.7 |
10,228.3 |
10,602.2 |
|
| S4 |
9,778.2 |
9,950.8 |
10,525.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,715.5 |
10,438.0 |
277.5 |
2.6% |
142.7 |
1.3% |
87% |
True |
False |
405 |
| 10 |
10,715.5 |
10,380.0 |
335.5 |
3.1% |
150.6 |
1.4% |
89% |
True |
False |
311 |
| 20 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
128.6 |
1.2% |
74% |
False |
False |
243 |
| 40 |
10,783.5 |
9,677.0 |
1,106.5 |
10.4% |
123.4 |
1.2% |
91% |
False |
False |
183 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
142.8 |
1.3% |
94% |
False |
False |
187 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
127.4 |
1.2% |
94% |
False |
False |
143 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
109.9 |
1.0% |
94% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,603.8 |
|
2.618 |
11,262.7 |
|
1.618 |
11,053.7 |
|
1.000 |
10,924.5 |
|
0.618 |
10,844.7 |
|
HIGH |
10,715.5 |
|
0.618 |
10,635.7 |
|
0.500 |
10,611.0 |
|
0.382 |
10,586.3 |
|
LOW |
10,506.5 |
|
0.618 |
10,377.3 |
|
1.000 |
10,297.5 |
|
1.618 |
10,168.3 |
|
2.618 |
9,959.3 |
|
4.250 |
9,618.3 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,656.0 |
10,651.6 |
| PP |
10,633.5 |
10,624.7 |
| S1 |
10,611.0 |
10,597.8 |
|