| 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 |
1,356.9 |
1,352.8 |
-4.1 |
-0.3% |
1,326.5 |
| High |
1,360.7 |
1,357.0 |
-3.7 |
-0.3% |
1,337.1 |
| Low |
1,350.5 |
1,342.6 |
-7.9 |
-0.6% |
1,308.9 |
| Close |
1,352.6 |
1,345.0 |
-7.6 |
-0.6% |
1,329.9 |
| Range |
10.2 |
14.4 |
4.2 |
41.2% |
28.2 |
| ATR |
16.7 |
16.6 |
-0.2 |
-1.0% |
0.0 |
| Volume |
4,274 |
1,843 |
-2,431 |
-56.9% |
15,155 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.4 |
1,382.6 |
1,352.9 |
|
| R3 |
1,377.0 |
1,368.2 |
1,349.0 |
|
| R2 |
1,362.6 |
1,362.6 |
1,347.6 |
|
| R1 |
1,353.8 |
1,353.8 |
1,346.3 |
1,351.0 |
| PP |
1,348.2 |
1,348.2 |
1,348.2 |
1,346.8 |
| S1 |
1,339.4 |
1,339.4 |
1,343.7 |
1,336.6 |
| S2 |
1,333.8 |
1,333.8 |
1,342.4 |
|
| S3 |
1,319.4 |
1,325.0 |
1,341.0 |
|
| S4 |
1,305.0 |
1,310.6 |
1,337.1 |
|
|
| 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 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
19.0 |
1.4% |
70% |
False |
False |
4,312 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
16.8 |
1.2% |
70% |
False |
False |
4,976 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
15.6 |
1.2% |
61% |
False |
False |
4,494 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
15.9 |
1.2% |
52% |
False |
False |
3,724 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
8.9% |
17.7 |
1.3% |
65% |
False |
False |
2,996 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.2% |
16.1 |
1.2% |
76% |
False |
False |
2,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,418.2 |
|
2.618 |
1,394.7 |
|
1.618 |
1,380.3 |
|
1.000 |
1,371.4 |
|
0.618 |
1,365.9 |
|
HIGH |
1,357.0 |
|
0.618 |
1,351.5 |
|
0.500 |
1,349.8 |
|
0.382 |
1,348.1 |
|
LOW |
1,342.6 |
|
0.618 |
1,333.7 |
|
1.000 |
1,328.2 |
|
1.618 |
1,319.3 |
|
2.618 |
1,304.9 |
|
4.250 |
1,281.4 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,349.8 |
1,344.9 |
| PP |
1,348.2 |
1,344.8 |
| S1 |
1,346.6 |
1,344.8 |
|