| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,552.5 |
10,684.5 |
132.0 |
1.3% |
10,513.5 |
| High |
10,715.5 |
10,729.0 |
13.5 |
0.1% |
10,715.5 |
| Low |
10,506.5 |
10,647.0 |
140.5 |
1.3% |
10,438.0 |
| Close |
10,678.5 |
10,674.5 |
-4.0 |
0.0% |
10,678.5 |
| Range |
209.0 |
82.0 |
-127.0 |
-60.8% |
277.5 |
| ATR |
148.3 |
143.6 |
-4.7 |
-3.2% |
0.0 |
| Volume |
554 |
1,536 |
982 |
177.3% |
2,028 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,929.5 |
10,884.0 |
10,719.6 |
|
| R3 |
10,847.5 |
10,802.0 |
10,697.1 |
|
| R2 |
10,765.5 |
10,765.5 |
10,689.5 |
|
| R1 |
10,720.0 |
10,720.0 |
10,682.0 |
10,701.8 |
| PP |
10,683.5 |
10,683.5 |
10,683.5 |
10,674.4 |
| S1 |
10,638.0 |
10,638.0 |
10,667.0 |
10,619.8 |
| S2 |
10,601.5 |
10,601.5 |
10,659.5 |
|
| S3 |
10,519.5 |
10,556.0 |
10,652.0 |
|
| S4 |
10,437.5 |
10,474.0 |
10,629.4 |
|
|
| 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 |
10,729.0 |
10,480.0 |
249.0 |
2.3% |
136.2 |
1.3% |
78% |
True |
False |
673 |
| 10 |
10,729.0 |
10,438.0 |
291.0 |
2.7% |
132.4 |
1.2% |
81% |
True |
False |
435 |
| 20 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
129.4 |
1.2% |
73% |
False |
False |
308 |
| 40 |
10,783.5 |
9,777.5 |
1,006.0 |
9.4% |
122.2 |
1.1% |
89% |
False |
False |
219 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
142.6 |
1.3% |
93% |
False |
False |
206 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
128.4 |
1.2% |
93% |
False |
False |
162 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
109.8 |
1.0% |
93% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,077.5 |
|
2.618 |
10,943.7 |
|
1.618 |
10,861.7 |
|
1.000 |
10,811.0 |
|
0.618 |
10,779.7 |
|
HIGH |
10,729.0 |
|
0.618 |
10,697.7 |
|
0.500 |
10,688.0 |
|
0.382 |
10,678.3 |
|
LOW |
10,647.0 |
|
0.618 |
10,596.3 |
|
1.000 |
10,565.0 |
|
1.618 |
10,514.3 |
|
2.618 |
10,432.3 |
|
4.250 |
10,298.5 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,688.0 |
10,651.2 |
| PP |
10,683.5 |
10,627.8 |
| S1 |
10,679.0 |
10,604.5 |
|