| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,704.0 |
10,743.5 |
39.5 |
0.4% |
10,513.5 |
| High |
10,760.5 |
10,770.0 |
9.5 |
0.1% |
10,715.5 |
| Low |
10,648.0 |
10,558.5 |
-89.5 |
-0.8% |
10,438.0 |
| Close |
10,738.5 |
10,663.0 |
-75.5 |
-0.7% |
10,678.5 |
| Range |
112.5 |
211.5 |
99.0 |
88.0% |
277.5 |
| ATR |
141.3 |
146.4 |
5.0 |
3.5% |
0.0 |
| Volume |
7,000 |
8,388 |
1,388 |
19.8% |
2,028 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,298.3 |
11,192.2 |
10,779.3 |
|
| R3 |
11,086.8 |
10,980.7 |
10,721.2 |
|
| R2 |
10,875.3 |
10,875.3 |
10,701.8 |
|
| R1 |
10,769.2 |
10,769.2 |
10,682.4 |
10,716.5 |
| PP |
10,663.8 |
10,663.8 |
10,663.8 |
10,637.5 |
| S1 |
10,557.7 |
10,557.7 |
10,643.6 |
10,505.0 |
| S2 |
10,452.3 |
10,452.3 |
10,624.2 |
|
| S3 |
10,240.8 |
10,346.2 |
10,604.8 |
|
| S4 |
10,029.3 |
10,134.7 |
10,546.7 |
|
|
| 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 |
10,770.0 |
10,480.0 |
290.0 |
2.7% |
158.8 |
1.5% |
63% |
True |
False |
3,591 |
| 10 |
10,770.0 |
10,438.0 |
332.0 |
3.1% |
141.2 |
1.3% |
68% |
True |
False |
1,929 |
| 20 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
130.5 |
1.2% |
70% |
False |
False |
1,064 |
| 40 |
10,783.5 |
9,903.0 |
880.5 |
8.3% |
123.3 |
1.2% |
86% |
False |
False |
601 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
145.1 |
1.4% |
93% |
False |
False |
460 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
129.5 |
1.2% |
93% |
False |
False |
354 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
112.9 |
1.1% |
93% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,668.9 |
|
2.618 |
11,323.7 |
|
1.618 |
11,112.2 |
|
1.000 |
10,981.5 |
|
0.618 |
10,900.7 |
|
HIGH |
10,770.0 |
|
0.618 |
10,689.2 |
|
0.500 |
10,664.3 |
|
0.382 |
10,639.3 |
|
LOW |
10,558.5 |
|
0.618 |
10,427.8 |
|
1.000 |
10,347.0 |
|
1.618 |
10,216.3 |
|
2.618 |
10,004.8 |
|
4.250 |
9,659.6 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,664.3 |
10,664.3 |
| PP |
10,663.8 |
10,663.8 |
| S1 |
10,663.4 |
10,663.4 |
|