| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,072.0 |
3,066.0 |
-6.0 |
-0.2% |
2,979.0 |
| High |
3,079.0 |
3,081.0 |
2.0 |
0.1% |
3,071.0 |
| Low |
3,052.0 |
3,049.0 |
-3.0 |
-0.1% |
2,960.0 |
| Close |
3,055.0 |
3,075.0 |
20.0 |
0.7% |
3,067.0 |
| Range |
27.0 |
32.0 |
5.0 |
18.5% |
111.0 |
| ATR |
41.7 |
41.0 |
-0.7 |
-1.7% |
0.0 |
| Volume |
269,426 |
301,457 |
32,031 |
11.9% |
260,448 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.3 |
3,151.7 |
3,092.6 |
|
| R3 |
3,132.3 |
3,119.7 |
3,083.8 |
|
| R2 |
3,100.3 |
3,100.3 |
3,080.9 |
|
| R1 |
3,087.7 |
3,087.7 |
3,077.9 |
3,094.0 |
| PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,071.5 |
| S1 |
3,055.7 |
3,055.7 |
3,072.1 |
3,062.0 |
| S2 |
3,036.3 |
3,036.3 |
3,069.1 |
|
| S3 |
3,004.3 |
3,023.7 |
3,066.2 |
|
| S4 |
2,972.3 |
2,991.7 |
3,057.4 |
|
|
| 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 |
3,081.0 |
2,989.0 |
92.0 |
3.0% |
42.2 |
1.4% |
93% |
True |
False |
138,240 |
| 10 |
3,081.0 |
2,956.0 |
125.0 |
4.1% |
38.7 |
1.3% |
95% |
True |
False |
86,030 |
| 20 |
3,081.0 |
2,934.0 |
147.0 |
4.8% |
34.6 |
1.1% |
96% |
True |
False |
45,742 |
| 40 |
3,081.0 |
2,874.0 |
207.0 |
6.7% |
35.7 |
1.2% |
97% |
True |
False |
24,286 |
| 60 |
3,081.0 |
2,649.0 |
432.0 |
14.0% |
43.8 |
1.4% |
99% |
True |
False |
20,784 |
| 80 |
3,081.0 |
2,649.0 |
432.0 |
14.0% |
37.8 |
1.2% |
99% |
True |
False |
16,510 |
| 100 |
3,081.0 |
2,649.0 |
432.0 |
14.0% |
32.6 |
1.1% |
99% |
True |
False |
14,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.0 |
|
2.618 |
3,164.8 |
|
1.618 |
3,132.8 |
|
1.000 |
3,113.0 |
|
0.618 |
3,100.8 |
|
HIGH |
3,081.0 |
|
0.618 |
3,068.8 |
|
0.500 |
3,065.0 |
|
0.382 |
3,061.2 |
|
LOW |
3,049.0 |
|
0.618 |
3,029.2 |
|
1.000 |
3,017.0 |
|
1.618 |
2,997.2 |
|
2.618 |
2,965.2 |
|
4.250 |
2,913.0 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.7 |
3,064.2 |
| PP |
3,068.3 |
3,053.3 |
| S1 |
3,065.0 |
3,042.5 |
|