| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,066.0 |
3,075.0 |
9.0 |
0.3% |
2,979.0 |
| High |
3,081.0 |
3,086.0 |
5.0 |
0.2% |
3,071.0 |
| Low |
3,049.0 |
3,027.0 |
-22.0 |
-0.7% |
2,960.0 |
| Close |
3,075.0 |
3,068.0 |
-7.0 |
-0.2% |
3,067.0 |
| Range |
32.0 |
59.0 |
27.0 |
84.4% |
111.0 |
| ATR |
41.0 |
42.3 |
1.3 |
3.1% |
0.0 |
| Volume |
301,457 |
555,332 |
253,875 |
84.2% |
260,448 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,237.3 |
3,211.7 |
3,100.5 |
|
| R3 |
3,178.3 |
3,152.7 |
3,084.2 |
|
| R2 |
3,119.3 |
3,119.3 |
3,078.8 |
|
| R1 |
3,093.7 |
3,093.7 |
3,073.4 |
3,077.0 |
| PP |
3,060.3 |
3,060.3 |
3,060.3 |
3,052.0 |
| S1 |
3,034.7 |
3,034.7 |
3,062.6 |
3,018.0 |
| S2 |
3,001.3 |
3,001.3 |
3,057.2 |
|
| S3 |
2,942.3 |
2,975.7 |
3,051.8 |
|
| S4 |
2,883.3 |
2,916.7 |
3,035.6 |
|
|
| 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 |
3,086.0 |
2,989.0 |
97.0 |
3.2% |
47.0 |
1.5% |
81% |
True |
False |
239,333 |
| 10 |
3,086.0 |
2,957.0 |
129.0 |
4.2% |
40.1 |
1.3% |
86% |
True |
False |
139,580 |
| 20 |
3,086.0 |
2,934.0 |
152.0 |
5.0% |
36.8 |
1.2% |
88% |
True |
False |
73,490 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
6.9% |
36.5 |
1.2% |
92% |
True |
False |
37,707 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
44.3 |
1.4% |
96% |
True |
False |
29,879 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
38.1 |
1.2% |
96% |
True |
False |
23,264 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
33.0 |
1.1% |
96% |
True |
False |
19,587 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.2% |
28.6 |
0.9% |
96% |
True |
False |
16,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.8 |
|
2.618 |
3,240.5 |
|
1.618 |
3,181.5 |
|
1.000 |
3,145.0 |
|
0.618 |
3,122.5 |
|
HIGH |
3,086.0 |
|
0.618 |
3,063.5 |
|
0.500 |
3,056.5 |
|
0.382 |
3,049.5 |
|
LOW |
3,027.0 |
|
0.618 |
2,990.5 |
|
1.000 |
2,968.0 |
|
1.618 |
2,931.5 |
|
2.618 |
2,872.5 |
|
4.250 |
2,776.3 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.2 |
3,064.2 |
| PP |
3,060.3 |
3,060.3 |
| S1 |
3,056.5 |
3,056.5 |
|