| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,161.50 |
2,158.25 |
-3.25 |
-0.2% |
2,159.75 |
| High |
2,169.50 |
2,176.50 |
7.00 |
0.3% |
2,176.50 |
| Low |
2,148.00 |
2,157.25 |
9.25 |
0.4% |
2,148.00 |
| Close |
2,160.25 |
2,171.00 |
10.75 |
0.5% |
2,171.00 |
| Range |
21.50 |
19.25 |
-2.25 |
-10.5% |
28.50 |
| ATR |
15.94 |
16.18 |
0.24 |
1.5% |
0.00 |
| Volume |
28,348 |
32,960 |
4,612 |
16.3% |
127,851 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.00 |
2,217.75 |
2,181.50 |
|
| R3 |
2,206.75 |
2,198.50 |
2,176.25 |
|
| R2 |
2,187.50 |
2,187.50 |
2,174.50 |
|
| R1 |
2,179.25 |
2,179.25 |
2,172.75 |
2,183.50 |
| PP |
2,168.25 |
2,168.25 |
2,168.25 |
2,170.25 |
| S1 |
2,160.00 |
2,160.00 |
2,169.25 |
2,164.00 |
| S2 |
2,149.00 |
2,149.00 |
2,167.50 |
|
| S3 |
2,129.75 |
2,140.75 |
2,165.75 |
|
| S4 |
2,110.50 |
2,121.50 |
2,160.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.75 |
2,239.25 |
2,186.75 |
|
| R3 |
2,222.25 |
2,210.75 |
2,178.75 |
|
| R2 |
2,193.75 |
2,193.75 |
2,176.25 |
|
| R1 |
2,182.25 |
2,182.25 |
2,173.50 |
2,188.00 |
| PP |
2,165.25 |
2,165.25 |
2,165.25 |
2,168.00 |
| S1 |
2,153.75 |
2,153.75 |
2,168.50 |
2,159.50 |
| S2 |
2,136.75 |
2,136.75 |
2,165.75 |
|
| S3 |
2,108.25 |
2,125.25 |
2,163.25 |
|
| S4 |
2,079.75 |
2,096.75 |
2,155.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,176.50 |
2,148.00 |
28.50 |
1.3% |
17.25 |
0.8% |
81% |
True |
False |
25,570 |
| 10 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
16.50 |
0.8% |
63% |
False |
False |
17,627 |
| 20 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
14.00 |
0.6% |
63% |
False |
False |
11,075 |
| 40 |
2,184.25 |
2,111.25 |
73.00 |
3.4% |
15.00 |
0.7% |
82% |
False |
False |
7,424 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
94% |
False |
False |
5,876 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
94% |
False |
False |
4,505 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
94% |
False |
False |
3,719 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
94% |
False |
False |
3,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.25 |
|
2.618 |
2,227.00 |
|
1.618 |
2,207.75 |
|
1.000 |
2,195.75 |
|
0.618 |
2,188.50 |
|
HIGH |
2,176.50 |
|
0.618 |
2,169.25 |
|
0.500 |
2,167.00 |
|
0.382 |
2,164.50 |
|
LOW |
2,157.25 |
|
0.618 |
2,145.25 |
|
1.000 |
2,138.00 |
|
1.618 |
2,126.00 |
|
2.618 |
2,106.75 |
|
4.250 |
2,075.50 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,169.50 |
2,168.00 |
| PP |
2,168.25 |
2,165.25 |
| S1 |
2,167.00 |
2,162.25 |
|