| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,168.25 |
2,161.50 |
-6.75 |
-0.3% |
2,174.50 |
| High |
2,168.75 |
2,169.50 |
0.75 |
0.0% |
2,184.25 |
| Low |
2,152.50 |
2,148.00 |
-4.50 |
-0.2% |
2,150.75 |
| Close |
2,162.25 |
2,160.25 |
-2.00 |
-0.1% |
2,161.25 |
| Range |
16.25 |
21.50 |
5.25 |
32.3% |
33.50 |
| ATR |
15.51 |
15.94 |
0.43 |
2.8% |
0.00 |
| Volume |
27,043 |
28,348 |
1,305 |
4.8% |
48,420 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.75 |
2,213.50 |
2,172.00 |
|
| R3 |
2,202.25 |
2,192.00 |
2,166.25 |
|
| R2 |
2,180.75 |
2,180.75 |
2,164.25 |
|
| R1 |
2,170.50 |
2,170.50 |
2,162.25 |
2,165.00 |
| PP |
2,159.25 |
2,159.25 |
2,159.25 |
2,156.50 |
| S1 |
2,149.00 |
2,149.00 |
2,158.25 |
2,143.50 |
| S2 |
2,137.75 |
2,137.75 |
2,156.25 |
|
| S3 |
2,116.25 |
2,127.50 |
2,154.25 |
|
| S4 |
2,094.75 |
2,106.00 |
2,148.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.00 |
2,247.00 |
2,179.75 |
|
| R3 |
2,232.50 |
2,213.50 |
2,170.50 |
|
| R2 |
2,199.00 |
2,199.00 |
2,167.50 |
|
| R1 |
2,180.00 |
2,180.00 |
2,164.25 |
2,172.75 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,161.75 |
| S1 |
2,146.50 |
2,146.50 |
2,158.25 |
2,139.25 |
| S2 |
2,132.00 |
2,132.00 |
2,155.00 |
|
| S3 |
2,098.50 |
2,113.00 |
2,152.00 |
|
| S4 |
2,065.00 |
2,079.50 |
2,142.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.50 |
2,148.00 |
31.50 |
1.5% |
19.25 |
0.9% |
39% |
False |
True |
22,642 |
| 10 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
15.75 |
0.7% |
34% |
False |
True |
14,779 |
| 20 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
14.00 |
0.6% |
34% |
False |
True |
9,542 |
| 40 |
2,184.25 |
2,079.00 |
105.25 |
4.9% |
15.50 |
0.7% |
77% |
False |
False |
6,692 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
89% |
False |
False |
5,334 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
89% |
False |
False |
4,098 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
89% |
False |
False |
3,391 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
89% |
False |
False |
2,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,261.00 |
|
2.618 |
2,225.75 |
|
1.618 |
2,204.25 |
|
1.000 |
2,191.00 |
|
0.618 |
2,182.75 |
|
HIGH |
2,169.50 |
|
0.618 |
2,161.25 |
|
0.500 |
2,158.75 |
|
0.382 |
2,156.25 |
|
LOW |
2,148.00 |
|
0.618 |
2,134.75 |
|
1.000 |
2,126.50 |
|
1.618 |
2,113.25 |
|
2.618 |
2,091.75 |
|
4.250 |
2,056.50 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.75 |
2,161.00 |
| PP |
2,159.25 |
2,160.75 |
| S1 |
2,158.75 |
2,160.50 |
|