| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,684.5 |
10,704.0 |
19.5 |
0.2% |
10,513.5 |
| High |
10,729.0 |
10,760.5 |
31.5 |
0.3% |
10,715.5 |
| Low |
10,647.0 |
10,648.0 |
1.0 |
0.0% |
10,438.0 |
| Close |
10,674.5 |
10,738.5 |
64.0 |
0.6% |
10,678.5 |
| Range |
82.0 |
112.5 |
30.5 |
37.2% |
277.5 |
| ATR |
143.6 |
141.3 |
-2.2 |
-1.5% |
0.0 |
| Volume |
1,536 |
7,000 |
5,464 |
355.7% |
2,028 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,053.2 |
11,008.3 |
10,800.4 |
|
| R3 |
10,940.7 |
10,895.8 |
10,769.4 |
|
| R2 |
10,828.2 |
10,828.2 |
10,759.1 |
|
| R1 |
10,783.3 |
10,783.3 |
10,748.8 |
10,805.8 |
| PP |
10,715.7 |
10,715.7 |
10,715.7 |
10,726.9 |
| S1 |
10,670.8 |
10,670.8 |
10,728.2 |
10,693.3 |
| S2 |
10,603.2 |
10,603.2 |
10,717.9 |
|
| S3 |
10,490.7 |
10,558.3 |
10,707.6 |
|
| S4 |
10,378.2 |
10,445.8 |
10,676.6 |
|
|
| 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 |
10,760.5 |
10,480.0 |
280.5 |
2.6% |
137.7 |
1.3% |
92% |
True |
False |
2,046 |
| 10 |
10,760.5 |
10,438.0 |
322.5 |
3.0% |
133.0 |
1.2% |
93% |
True |
False |
1,115 |
| 20 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
122.9 |
1.1% |
89% |
False |
False |
652 |
| 40 |
10,783.5 |
9,891.0 |
892.5 |
8.3% |
119.9 |
1.1% |
95% |
False |
False |
392 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
142.8 |
1.3% |
97% |
False |
False |
322 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
127.1 |
1.2% |
97% |
False |
False |
250 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
110.8 |
1.0% |
97% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,238.6 |
|
2.618 |
11,055.0 |
|
1.618 |
10,942.5 |
|
1.000 |
10,873.0 |
|
0.618 |
10,830.0 |
|
HIGH |
10,760.5 |
|
0.618 |
10,717.5 |
|
0.500 |
10,704.3 |
|
0.382 |
10,691.0 |
|
LOW |
10,648.0 |
|
0.618 |
10,578.5 |
|
1.000 |
10,535.5 |
|
1.618 |
10,466.0 |
|
2.618 |
10,353.5 |
|
4.250 |
10,169.9 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,727.1 |
10,703.5 |
| PP |
10,715.7 |
10,668.5 |
| S1 |
10,704.3 |
10,633.5 |
|