| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,158.25 |
2,172.25 |
14.00 |
0.6% |
2,159.75 |
| High |
2,176.50 |
2,179.25 |
2.75 |
0.1% |
2,176.50 |
| Low |
2,157.25 |
2,166.00 |
8.75 |
0.4% |
2,148.00 |
| Close |
2,171.00 |
2,177.50 |
6.50 |
0.3% |
2,171.00 |
| Range |
19.25 |
13.25 |
-6.00 |
-31.2% |
28.50 |
| ATR |
16.18 |
15.97 |
-0.21 |
-1.3% |
0.00 |
| Volume |
32,960 |
126,499 |
93,539 |
283.8% |
127,851 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.00 |
2,209.00 |
2,184.75 |
|
| R3 |
2,200.75 |
2,195.75 |
2,181.25 |
|
| R2 |
2,187.50 |
2,187.50 |
2,180.00 |
|
| R1 |
2,182.50 |
2,182.50 |
2,178.75 |
2,185.00 |
| PP |
2,174.25 |
2,174.25 |
2,174.25 |
2,175.50 |
| S1 |
2,169.25 |
2,169.25 |
2,176.25 |
2,171.75 |
| S2 |
2,161.00 |
2,161.00 |
2,175.00 |
|
| S3 |
2,147.75 |
2,156.00 |
2,173.75 |
|
| S4 |
2,134.50 |
2,142.75 |
2,170.25 |
|
|
| 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 |
2,179.25 |
2,148.00 |
31.25 |
1.4% |
16.50 |
0.8% |
94% |
True |
False |
46,811 |
| 10 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
17.00 |
0.8% |
81% |
False |
False |
29,693 |
| 20 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
14.00 |
0.6% |
81% |
False |
False |
17,183 |
| 40 |
2,184.25 |
2,120.50 |
63.75 |
2.9% |
15.00 |
0.7% |
89% |
False |
False |
10,512 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.50 |
0.9% |
97% |
False |
False |
7,978 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.25 |
0.9% |
97% |
False |
False |
6,077 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.25 |
0.9% |
97% |
False |
False |
4,984 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.50 |
0.9% |
97% |
False |
False |
4,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.50 |
|
2.618 |
2,214.00 |
|
1.618 |
2,200.75 |
|
1.000 |
2,192.50 |
|
0.618 |
2,187.50 |
|
HIGH |
2,179.25 |
|
0.618 |
2,174.25 |
|
0.500 |
2,172.50 |
|
0.382 |
2,171.00 |
|
LOW |
2,166.00 |
|
0.618 |
2,157.75 |
|
1.000 |
2,152.75 |
|
1.618 |
2,144.50 |
|
2.618 |
2,131.25 |
|
4.250 |
2,109.75 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.00 |
2,173.00 |
| PP |
2,174.25 |
2,168.25 |
| S1 |
2,172.50 |
2,163.50 |
|