| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
10,743.5 |
10,648.5 |
-95.0 |
-0.9% |
10,684.5 |
| High |
10,770.0 |
10,657.5 |
-112.5 |
-1.0% |
10,770.0 |
| Low |
10,558.5 |
10,465.0 |
-93.5 |
-0.9% |
10,465.0 |
| Close |
10,663.0 |
10,557.5 |
-105.5 |
-1.0% |
10,557.5 |
| Range |
211.5 |
192.5 |
-19.0 |
-9.0% |
305.0 |
| ATR |
146.4 |
150.0 |
3.7 |
2.5% |
0.0 |
| Volume |
8,388 |
40,605 |
32,217 |
384.1% |
57,529 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,137.5 |
11,040.0 |
10,663.4 |
|
| R3 |
10,945.0 |
10,847.5 |
10,610.4 |
|
| R2 |
10,752.5 |
10,752.5 |
10,592.8 |
|
| R1 |
10,655.0 |
10,655.0 |
10,575.1 |
10,607.5 |
| PP |
10,560.0 |
10,560.0 |
10,560.0 |
10,536.3 |
| S1 |
10,462.5 |
10,462.5 |
10,539.9 |
10,415.0 |
| S2 |
10,367.5 |
10,367.5 |
10,522.2 |
|
| S3 |
10,175.0 |
10,270.0 |
10,504.6 |
|
| S4 |
9,982.5 |
10,077.5 |
10,451.6 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,512.5 |
11,340.0 |
10,725.3 |
|
| R3 |
11,207.5 |
11,035.0 |
10,641.4 |
|
| R2 |
10,902.5 |
10,902.5 |
10,613.4 |
|
| R1 |
10,730.0 |
10,730.0 |
10,585.5 |
10,663.8 |
| PP |
10,597.5 |
10,597.5 |
10,597.5 |
10,564.4 |
| S1 |
10,425.0 |
10,425.0 |
10,529.5 |
10,358.8 |
| S2 |
10,292.5 |
10,292.5 |
10,501.6 |
|
| S3 |
9,987.5 |
10,120.0 |
10,473.6 |
|
| S4 |
9,682.5 |
9,815.0 |
10,389.8 |
|
|
| 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 |
10,465.0 |
305.0 |
2.9% |
161.5 |
1.5% |
30% |
False |
True |
11,616 |
| 10 |
10,770.0 |
10,438.0 |
332.0 |
3.1% |
146.1 |
1.4% |
36% |
False |
False |
5,974 |
| 20 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
134.7 |
1.3% |
44% |
False |
False |
3,082 |
| 40 |
10,783.5 |
9,903.0 |
880.5 |
8.3% |
125.0 |
1.2% |
74% |
False |
False |
1,615 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
145.3 |
1.4% |
86% |
False |
False |
1,136 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
131.0 |
1.2% |
86% |
False |
False |
862 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
114.8 |
1.1% |
86% |
False |
False |
691 |
| 120 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
99.6 |
0.9% |
86% |
False |
False |
589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,475.6 |
|
2.618 |
11,161.5 |
|
1.618 |
10,969.0 |
|
1.000 |
10,850.0 |
|
0.618 |
10,776.5 |
|
HIGH |
10,657.5 |
|
0.618 |
10,584.0 |
|
0.500 |
10,561.3 |
|
0.382 |
10,538.5 |
|
LOW |
10,465.0 |
|
0.618 |
10,346.0 |
|
1.000 |
10,272.5 |
|
1.618 |
10,153.5 |
|
2.618 |
9,961.0 |
|
4.250 |
9,646.9 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,561.3 |
10,617.5 |
| PP |
10,560.0 |
10,597.5 |
| S1 |
10,558.8 |
10,577.5 |
|