| 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 |
3,010.0 |
3,014.0 |
4.0 |
0.1% |
2,948.0 |
| High |
3,033.0 |
3,039.0 |
6.0 |
0.2% |
3,001.0 |
| Low |
2,998.0 |
2,989.0 |
-9.0 |
-0.3% |
2,934.0 |
| Close |
3,015.0 |
2,999.0 |
-16.0 |
-0.5% |
2,998.0 |
| Range |
35.0 |
50.0 |
15.0 |
42.9% |
67.0 |
| ATR |
39.8 |
40.6 |
0.7 |
1.8% |
0.0 |
| Volume |
49,868 |
36,127 |
-13,741 |
-27.6% |
42,335 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.0 |
3,129.0 |
3,026.5 |
|
| R3 |
3,109.0 |
3,079.0 |
3,012.8 |
|
| R2 |
3,059.0 |
3,059.0 |
3,008.2 |
|
| R1 |
3,029.0 |
3,029.0 |
3,003.6 |
3,019.0 |
| PP |
3,009.0 |
3,009.0 |
3,009.0 |
3,004.0 |
| S1 |
2,979.0 |
2,979.0 |
2,994.4 |
2,969.0 |
| S2 |
2,959.0 |
2,959.0 |
2,989.8 |
|
| S3 |
2,909.0 |
2,929.0 |
2,985.3 |
|
| S4 |
2,859.0 |
2,879.0 |
2,971.5 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.7 |
3,155.3 |
3,034.9 |
|
| R3 |
3,111.7 |
3,088.3 |
3,016.4 |
|
| R2 |
3,044.7 |
3,044.7 |
3,010.3 |
|
| R1 |
3,021.3 |
3,021.3 |
3,004.1 |
3,033.0 |
| PP |
2,977.7 |
2,977.7 |
2,977.7 |
2,983.5 |
| S1 |
2,954.3 |
2,954.3 |
2,991.9 |
2,966.0 |
| S2 |
2,910.7 |
2,910.7 |
2,985.7 |
|
| S3 |
2,843.7 |
2,887.3 |
2,979.6 |
|
| S4 |
2,776.7 |
2,820.3 |
2,961.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,039.0 |
2,957.0 |
82.0 |
2.7% |
37.8 |
1.3% |
51% |
True |
False |
47,017 |
| 10 |
3,039.0 |
2,934.0 |
105.0 |
3.5% |
38.6 |
1.3% |
62% |
True |
False |
26,887 |
| 20 |
3,049.0 |
2,915.0 |
134.0 |
4.5% |
34.1 |
1.1% |
63% |
False |
False |
15,794 |
| 40 |
3,049.0 |
2,751.0 |
298.0 |
9.9% |
37.0 |
1.2% |
83% |
False |
False |
10,595 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.3% |
44.0 |
1.5% |
88% |
False |
False |
10,867 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.6% |
37.2 |
1.2% |
86% |
False |
False |
9,408 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
31.4 |
1.0% |
84% |
False |
False |
7,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,251.5 |
|
2.618 |
3,169.9 |
|
1.618 |
3,119.9 |
|
1.000 |
3,089.0 |
|
0.618 |
3,069.9 |
|
HIGH |
3,039.0 |
|
0.618 |
3,019.9 |
|
0.500 |
3,014.0 |
|
0.382 |
3,008.1 |
|
LOW |
2,989.0 |
|
0.618 |
2,958.1 |
|
1.000 |
2,939.0 |
|
1.618 |
2,908.1 |
|
2.618 |
2,858.1 |
|
4.250 |
2,776.5 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.0 |
3,014.0 |
| PP |
3,009.0 |
3,009.0 |
| S1 |
3,004.0 |
3,004.0 |
|