| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,317.9 |
1,315.1 |
-2.8 |
-0.2% |
1,346.1 |
| High |
1,322.2 |
1,321.7 |
-0.5 |
0.0% |
1,352.7 |
| Low |
1,310.3 |
1,308.9 |
-1.4 |
-0.1% |
1,324.5 |
| Close |
1,314.6 |
1,320.4 |
5.8 |
0.4% |
1,329.0 |
| Range |
11.9 |
12.8 |
0.9 |
7.6% |
28.2 |
| ATR |
15.6 |
15.4 |
-0.2 |
-1.3% |
0.0 |
| Volume |
3,860 |
2,972 |
-888 |
-23.0% |
33,506 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.4 |
1,350.7 |
1,327.4 |
|
| R3 |
1,342.6 |
1,337.9 |
1,323.9 |
|
| R2 |
1,329.8 |
1,329.8 |
1,322.7 |
|
| R1 |
1,325.1 |
1,325.1 |
1,321.6 |
1,327.5 |
| PP |
1,317.0 |
1,317.0 |
1,317.0 |
1,318.2 |
| S1 |
1,312.3 |
1,312.3 |
1,319.2 |
1,314.7 |
| S2 |
1,304.2 |
1,304.2 |
1,318.1 |
|
| S3 |
1,291.4 |
1,299.5 |
1,316.9 |
|
| S4 |
1,278.6 |
1,286.7 |
1,313.4 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.0 |
1,402.7 |
1,344.5 |
|
| R3 |
1,391.8 |
1,374.5 |
1,336.8 |
|
| R2 |
1,363.6 |
1,363.6 |
1,334.2 |
|
| R1 |
1,346.3 |
1,346.3 |
1,331.6 |
1,340.9 |
| PP |
1,335.4 |
1,335.4 |
1,335.4 |
1,332.7 |
| S1 |
1,318.1 |
1,318.1 |
1,326.4 |
1,312.7 |
| S2 |
1,307.2 |
1,307.2 |
1,323.8 |
|
| S3 |
1,279.0 |
1,289.9 |
1,321.2 |
|
| S4 |
1,250.8 |
1,261.7 |
1,313.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.0 |
1,308.9 |
40.1 |
3.0% |
15.2 |
1.2% |
29% |
False |
True |
4,474 |
| 10 |
1,361.5 |
1,308.9 |
52.6 |
4.0% |
13.6 |
1.0% |
22% |
False |
True |
4,601 |
| 20 |
1,375.2 |
1,308.9 |
66.3 |
5.0% |
14.9 |
1.1% |
17% |
False |
True |
4,548 |
| 40 |
1,383.6 |
1,308.9 |
74.7 |
5.7% |
16.2 |
1.2% |
15% |
False |
True |
3,354 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.1 |
1.3% |
44% |
False |
False |
2,834 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
15.6 |
1.2% |
62% |
False |
False |
2,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,376.1 |
|
2.618 |
1,355.2 |
|
1.618 |
1,342.4 |
|
1.000 |
1,334.5 |
|
0.618 |
1,329.6 |
|
HIGH |
1,321.7 |
|
0.618 |
1,316.8 |
|
0.500 |
1,315.3 |
|
0.382 |
1,313.8 |
|
LOW |
1,308.9 |
|
0.618 |
1,301.0 |
|
1.000 |
1,296.1 |
|
1.618 |
1,288.2 |
|
2.618 |
1,275.4 |
|
4.250 |
1,254.5 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,318.7 |
1,320.4 |
| PP |
1,317.0 |
1,320.3 |
| S1 |
1,315.3 |
1,320.3 |
|