| 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 |
3,014.0 |
3,010.0 |
-4.0 |
-0.1% |
2,979.0 |
| High |
3,039.0 |
3,071.0 |
32.0 |
1.1% |
3,071.0 |
| Low |
2,989.0 |
3,004.0 |
15.0 |
0.5% |
2,960.0 |
| Close |
2,999.0 |
3,067.0 |
68.0 |
2.3% |
3,067.0 |
| Range |
50.0 |
67.0 |
17.0 |
34.0% |
111.0 |
| ATR |
40.6 |
42.8 |
2.2 |
5.5% |
0.0 |
| Volume |
36,127 |
34,324 |
-1,803 |
-5.0% |
260,448 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.3 |
3,224.7 |
3,103.9 |
|
| R3 |
3,181.3 |
3,157.7 |
3,085.4 |
|
| R2 |
3,114.3 |
3,114.3 |
3,079.3 |
|
| R1 |
3,090.7 |
3,090.7 |
3,073.1 |
3,102.5 |
| PP |
3,047.3 |
3,047.3 |
3,047.3 |
3,053.3 |
| S1 |
3,023.7 |
3,023.7 |
3,060.9 |
3,035.5 |
| S2 |
2,980.3 |
2,980.3 |
3,054.7 |
|
| S3 |
2,913.3 |
2,956.7 |
3,048.6 |
|
| S4 |
2,846.3 |
2,889.7 |
3,030.2 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.7 |
3,327.3 |
3,128.1 |
|
| R3 |
3,254.7 |
3,216.3 |
3,097.5 |
|
| R2 |
3,143.7 |
3,143.7 |
3,087.4 |
|
| R1 |
3,105.3 |
3,105.3 |
3,077.2 |
3,124.5 |
| PP |
3,032.7 |
3,032.7 |
3,032.7 |
3,042.3 |
| S1 |
2,994.3 |
2,994.3 |
3,056.8 |
3,013.5 |
| S2 |
2,921.7 |
2,921.7 |
3,046.7 |
|
| S3 |
2,810.7 |
2,883.3 |
3,036.5 |
|
| S4 |
2,699.7 |
2,772.3 |
3,006.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,071.0 |
2,960.0 |
111.0 |
3.6% |
43.0 |
1.4% |
96% |
True |
False |
52,089 |
| 10 |
3,071.0 |
2,934.0 |
137.0 |
4.5% |
40.8 |
1.3% |
97% |
True |
False |
30,278 |
| 20 |
3,071.0 |
2,934.0 |
137.0 |
4.5% |
35.2 |
1.1% |
97% |
True |
False |
17,308 |
| 40 |
3,071.0 |
2,822.0 |
249.0 |
8.1% |
36.9 |
1.2% |
98% |
True |
False |
10,888 |
| 60 |
3,071.0 |
2,649.0 |
422.0 |
13.8% |
44.2 |
1.4% |
99% |
True |
False |
11,401 |
| 80 |
3,071.0 |
2,649.0 |
422.0 |
13.8% |
38.0 |
1.2% |
99% |
True |
False |
9,837 |
| 100 |
3,071.0 |
2,649.0 |
422.0 |
13.8% |
32.0 |
1.0% |
99% |
True |
False |
8,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.8 |
|
2.618 |
3,246.4 |
|
1.618 |
3,179.4 |
|
1.000 |
3,138.0 |
|
0.618 |
3,112.4 |
|
HIGH |
3,071.0 |
|
0.618 |
3,045.4 |
|
0.500 |
3,037.5 |
|
0.382 |
3,029.6 |
|
LOW |
3,004.0 |
|
0.618 |
2,962.6 |
|
1.000 |
2,937.0 |
|
1.618 |
2,895.6 |
|
2.618 |
2,828.6 |
|
4.250 |
2,719.3 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.2 |
3,054.7 |
| PP |
3,047.3 |
3,042.3 |
| S1 |
3,037.5 |
3,030.0 |
|