| 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 |
3,010.0 |
3,072.0 |
62.0 |
2.1% |
2,979.0 |
| High |
3,071.0 |
3,079.0 |
8.0 |
0.3% |
3,071.0 |
| Low |
3,004.0 |
3,052.0 |
48.0 |
1.6% |
2,960.0 |
| Close |
3,067.0 |
3,055.0 |
-12.0 |
-0.4% |
3,067.0 |
| Range |
67.0 |
27.0 |
-40.0 |
-59.7% |
111.0 |
| ATR |
42.8 |
41.7 |
-1.1 |
-2.6% |
0.0 |
| Volume |
34,324 |
269,426 |
235,102 |
684.9% |
260,448 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.0 |
3,126.0 |
3,069.9 |
|
| R3 |
3,116.0 |
3,099.0 |
3,062.4 |
|
| R2 |
3,089.0 |
3,089.0 |
3,060.0 |
|
| R1 |
3,072.0 |
3,072.0 |
3,057.5 |
3,067.0 |
| PP |
3,062.0 |
3,062.0 |
3,062.0 |
3,059.5 |
| S1 |
3,045.0 |
3,045.0 |
3,052.5 |
3,040.0 |
| S2 |
3,035.0 |
3,035.0 |
3,050.1 |
|
| S3 |
3,008.0 |
3,018.0 |
3,047.6 |
|
| S4 |
2,981.0 |
2,991.0 |
3,040.2 |
|
|
| 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 |
3,079.0 |
2,989.0 |
90.0 |
2.9% |
42.0 |
1.4% |
73% |
True |
False |
100,481 |
| 10 |
3,079.0 |
2,951.0 |
128.0 |
4.2% |
38.9 |
1.3% |
81% |
True |
False |
57,199 |
| 20 |
3,079.0 |
2,934.0 |
145.0 |
4.7% |
35.6 |
1.2% |
83% |
True |
False |
30,776 |
| 40 |
3,079.0 |
2,855.0 |
224.0 |
7.3% |
36.5 |
1.2% |
89% |
True |
False |
17,604 |
| 60 |
3,079.0 |
2,649.0 |
430.0 |
14.1% |
43.8 |
1.4% |
94% |
True |
False |
15,794 |
| 80 |
3,079.0 |
2,649.0 |
430.0 |
14.1% |
38.1 |
1.2% |
94% |
True |
False |
12,886 |
| 100 |
3,079.0 |
2,649.0 |
430.0 |
14.1% |
32.3 |
1.1% |
94% |
True |
False |
11,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,193.8 |
|
2.618 |
3,149.7 |
|
1.618 |
3,122.7 |
|
1.000 |
3,106.0 |
|
0.618 |
3,095.7 |
|
HIGH |
3,079.0 |
|
0.618 |
3,068.7 |
|
0.500 |
3,065.5 |
|
0.382 |
3,062.3 |
|
LOW |
3,052.0 |
|
0.618 |
3,035.3 |
|
1.000 |
3,025.0 |
|
1.618 |
3,008.3 |
|
2.618 |
2,981.3 |
|
4.250 |
2,937.3 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,065.5 |
3,048.0 |
| PP |
3,062.0 |
3,041.0 |
| S1 |
3,058.5 |
3,034.0 |
|