| 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 |
2,178.00 |
2,170.25 |
-7.75 |
-0.4% |
2,172.25 |
| High |
2,182.75 |
2,171.75 |
-11.00 |
-0.5% |
2,182.75 |
| Low |
2,169.25 |
2,113.25 |
-56.00 |
-2.6% |
2,113.25 |
| Close |
2,171.00 |
2,116.00 |
-55.00 |
-2.5% |
2,116.00 |
| Range |
13.50 |
58.50 |
45.00 |
333.3% |
69.50 |
| ATR |
15.36 |
18.44 |
3.08 |
20.1% |
0.00 |
| Volume |
866,144 |
2,818,480 |
1,952,336 |
225.4% |
3,991,285 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.25 |
2,271.00 |
2,148.25 |
|
| R3 |
2,250.75 |
2,212.50 |
2,132.00 |
|
| R2 |
2,192.25 |
2,192.25 |
2,126.75 |
|
| R1 |
2,154.00 |
2,154.00 |
2,121.25 |
2,144.00 |
| PP |
2,133.75 |
2,133.75 |
2,133.75 |
2,128.50 |
| S1 |
2,095.50 |
2,095.50 |
2,110.75 |
2,085.50 |
| S2 |
2,075.25 |
2,075.25 |
2,105.25 |
|
| S3 |
2,016.75 |
2,037.00 |
2,100.00 |
|
| S4 |
1,958.25 |
1,978.50 |
2,083.75 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.75 |
2,300.50 |
2,154.25 |
|
| R3 |
2,276.25 |
2,231.00 |
2,135.00 |
|
| R2 |
2,206.75 |
2,206.75 |
2,128.75 |
|
| R1 |
2,161.50 |
2,161.50 |
2,122.25 |
2,149.50 |
| PP |
2,137.25 |
2,137.25 |
2,137.25 |
2,131.25 |
| S1 |
2,092.00 |
2,092.00 |
2,109.75 |
2,080.00 |
| S2 |
2,067.75 |
2,067.75 |
2,103.25 |
|
| S3 |
1,998.25 |
2,022.50 |
2,097.00 |
|
| S4 |
1,928.75 |
1,953.00 |
2,077.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,182.75 |
2,113.25 |
69.50 |
3.3% |
22.75 |
1.1% |
4% |
False |
True |
804,849 |
| 10 |
2,182.75 |
2,113.25 |
69.50 |
3.3% |
21.00 |
1.0% |
4% |
False |
True |
413,745 |
| 20 |
2,184.25 |
2,113.25 |
71.00 |
3.4% |
16.25 |
0.8% |
4% |
False |
True |
209,851 |
| 40 |
2,184.25 |
2,113.25 |
71.00 |
3.4% |
15.50 |
0.7% |
4% |
False |
True |
106,934 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
68% |
False |
False |
72,360 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.25 |
1.0% |
68% |
False |
False |
54,380 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.75 |
1.0% |
68% |
False |
False |
43,621 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.75 |
1.0% |
68% |
False |
False |
36,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.50 |
|
2.618 |
2,325.00 |
|
1.618 |
2,266.50 |
|
1.000 |
2,230.25 |
|
0.618 |
2,208.00 |
|
HIGH |
2,171.75 |
|
0.618 |
2,149.50 |
|
0.500 |
2,142.50 |
|
0.382 |
2,135.50 |
|
LOW |
2,113.25 |
|
0.618 |
2,077.00 |
|
1.000 |
2,054.75 |
|
1.618 |
2,018.50 |
|
2.618 |
1,960.00 |
|
4.250 |
1,864.50 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,142.50 |
2,148.00 |
| PP |
2,133.75 |
2,137.25 |
| S1 |
2,124.75 |
2,126.75 |
|