| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3,075.0 |
3,066.0 |
-9.0 |
-0.3% |
3,072.0 |
| High |
3,086.0 |
3,071.0 |
-15.0 |
-0.5% |
3,086.0 |
| Low |
3,027.0 |
3,008.0 |
-19.0 |
-0.6% |
3,008.0 |
| Close |
3,068.0 |
3,036.0 |
-32.0 |
-1.0% |
3,036.0 |
| Range |
59.0 |
63.0 |
4.0 |
6.8% |
78.0 |
| ATR |
42.3 |
43.8 |
1.5 |
3.5% |
0.0 |
| Volume |
555,332 |
1,033,862 |
478,530 |
86.2% |
2,160,077 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.3 |
3,194.7 |
3,070.7 |
|
| R3 |
3,164.3 |
3,131.7 |
3,053.3 |
|
| R2 |
3,101.3 |
3,101.3 |
3,047.6 |
|
| R1 |
3,068.7 |
3,068.7 |
3,041.8 |
3,053.5 |
| PP |
3,038.3 |
3,038.3 |
3,038.3 |
3,030.8 |
| S1 |
3,005.7 |
3,005.7 |
3,030.2 |
2,990.5 |
| S2 |
2,975.3 |
2,975.3 |
3,024.5 |
|
| S3 |
2,912.3 |
2,942.7 |
3,018.7 |
|
| S4 |
2,849.3 |
2,879.7 |
3,001.4 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.3 |
3,234.7 |
3,078.9 |
|
| R3 |
3,199.3 |
3,156.7 |
3,057.5 |
|
| R2 |
3,121.3 |
3,121.3 |
3,050.3 |
|
| R1 |
3,078.7 |
3,078.7 |
3,043.2 |
3,061.0 |
| PP |
3,043.3 |
3,043.3 |
3,043.3 |
3,034.5 |
| S1 |
3,000.7 |
3,000.7 |
3,028.9 |
2,983.0 |
| S2 |
2,965.3 |
2,965.3 |
3,021.7 |
|
| S3 |
2,887.3 |
2,922.7 |
3,014.6 |
|
| S4 |
2,809.3 |
2,844.7 |
2,993.1 |
|
|
| 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 |
3,004.0 |
82.0 |
2.7% |
49.6 |
1.6% |
39% |
False |
False |
438,880 |
| 10 |
3,086.0 |
2,957.0 |
129.0 |
4.2% |
43.7 |
1.4% |
61% |
False |
False |
242,948 |
| 20 |
3,086.0 |
2,934.0 |
152.0 |
5.0% |
38.3 |
1.3% |
67% |
False |
False |
124,753 |
| 40 |
3,086.0 |
2,874.0 |
212.0 |
7.0% |
37.2 |
1.2% |
76% |
False |
False |
63,552 |
| 60 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
44.1 |
1.5% |
89% |
False |
False |
46,850 |
| 80 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
38.7 |
1.3% |
89% |
False |
False |
36,013 |
| 100 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
33.6 |
1.1% |
89% |
False |
False |
29,844 |
| 120 |
3,086.0 |
2,649.0 |
437.0 |
14.4% |
28.9 |
1.0% |
89% |
False |
False |
24,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,338.8 |
|
2.618 |
3,235.9 |
|
1.618 |
3,172.9 |
|
1.000 |
3,134.0 |
|
0.618 |
3,109.9 |
|
HIGH |
3,071.0 |
|
0.618 |
3,046.9 |
|
0.500 |
3,039.5 |
|
0.382 |
3,032.1 |
|
LOW |
3,008.0 |
|
0.618 |
2,969.1 |
|
1.000 |
2,945.0 |
|
1.618 |
2,906.1 |
|
2.618 |
2,843.1 |
|
4.250 |
2,740.3 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,039.5 |
3,047.0 |
| PP |
3,038.3 |
3,043.3 |
| S1 |
3,037.2 |
3,039.7 |
|