| 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 |
1,320.9 |
1,331.3 |
10.4 |
0.8% |
1,326.5 |
| High |
1,337.1 |
1,360.1 |
23.0 |
1.7% |
1,337.1 |
| Low |
1,310.6 |
1,328.8 |
18.2 |
1.4% |
1,308.9 |
| Close |
1,329.9 |
1,357.3 |
27.4 |
2.1% |
1,329.9 |
| Range |
26.5 |
31.3 |
4.8 |
18.1% |
28.2 |
| ATR |
16.2 |
17.2 |
1.1 |
6.7% |
0.0 |
| Volume |
4,268 |
8,204 |
3,936 |
92.2% |
15,155 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.6 |
1,431.3 |
1,374.5 |
|
| R3 |
1,411.3 |
1,400.0 |
1,365.9 |
|
| R2 |
1,380.0 |
1,380.0 |
1,363.0 |
|
| R1 |
1,368.7 |
1,368.7 |
1,360.2 |
1,374.4 |
| PP |
1,348.7 |
1,348.7 |
1,348.7 |
1,351.6 |
| S1 |
1,337.4 |
1,337.4 |
1,354.4 |
1,343.1 |
| S2 |
1,317.4 |
1,317.4 |
1,351.6 |
|
| S3 |
1,286.1 |
1,306.1 |
1,348.7 |
|
| S4 |
1,254.8 |
1,274.8 |
1,340.1 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.9 |
1,398.1 |
1,345.4 |
|
| R3 |
1,381.7 |
1,369.9 |
1,337.7 |
|
| R2 |
1,353.5 |
1,353.5 |
1,335.1 |
|
| R1 |
1,341.7 |
1,341.7 |
1,332.5 |
1,347.6 |
| PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,328.3 |
| S1 |
1,313.5 |
1,313.5 |
1,327.3 |
1,319.4 |
| S2 |
1,297.1 |
1,297.1 |
1,324.7 |
|
| S3 |
1,268.9 |
1,285.3 |
1,322.1 |
|
| S4 |
1,240.7 |
1,257.1 |
1,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,360.1 |
1,308.9 |
51.2 |
3.8% |
19.8 |
1.5% |
95% |
True |
False |
4,475 |
| 10 |
1,360.1 |
1,308.9 |
51.2 |
3.8% |
17.0 |
1.3% |
95% |
True |
False |
5,529 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
15.8 |
1.2% |
82% |
False |
False |
4,697 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
16.3 |
1.2% |
70% |
False |
False |
3,619 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
8.8% |
17.7 |
1.3% |
75% |
False |
False |
2,943 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.0% |
16.1 |
1.2% |
83% |
False |
False |
2,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.1 |
|
2.618 |
1,442.0 |
|
1.618 |
1,410.7 |
|
1.000 |
1,391.4 |
|
0.618 |
1,379.4 |
|
HIGH |
1,360.1 |
|
0.618 |
1,348.1 |
|
0.500 |
1,344.5 |
|
0.382 |
1,340.8 |
|
LOW |
1,328.8 |
|
0.618 |
1,309.5 |
|
1.000 |
1,297.5 |
|
1.618 |
1,278.2 |
|
2.618 |
1,246.9 |
|
4.250 |
1,195.8 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,353.0 |
1,349.7 |
| PP |
1,348.7 |
1,342.1 |
| S1 |
1,344.5 |
1,334.5 |
|