| 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 |
1,352.8 |
1,345.3 |
-7.5 |
-0.6% |
1,331.3 |
| High |
1,357.0 |
1,346.7 |
-10.3 |
-0.8% |
1,360.7 |
| Low |
1,342.6 |
1,334.6 |
-8.0 |
-0.6% |
1,328.8 |
| Close |
1,345.0 |
1,337.9 |
-7.1 |
-0.5% |
1,337.9 |
| Range |
14.4 |
12.1 |
-2.3 |
-16.0% |
31.9 |
| ATR |
16.6 |
16.2 |
-0.3 |
-1.9% |
0.0 |
| Volume |
1,843 |
4,486 |
2,643 |
143.4% |
18,807 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.0 |
1,369.1 |
1,344.6 |
|
| R3 |
1,363.9 |
1,357.0 |
1,341.2 |
|
| R2 |
1,351.8 |
1,351.8 |
1,340.1 |
|
| R1 |
1,344.9 |
1,344.9 |
1,339.0 |
1,342.3 |
| PP |
1,339.7 |
1,339.7 |
1,339.7 |
1,338.5 |
| S1 |
1,332.8 |
1,332.8 |
1,336.8 |
1,330.2 |
| S2 |
1,327.6 |
1,327.6 |
1,335.7 |
|
| S3 |
1,315.5 |
1,320.7 |
1,334.6 |
|
| S4 |
1,303.4 |
1,308.6 |
1,331.2 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.2 |
1,419.9 |
1,355.4 |
|
| R3 |
1,406.3 |
1,388.0 |
1,346.7 |
|
| R2 |
1,374.4 |
1,374.4 |
1,343.7 |
|
| R1 |
1,356.1 |
1,356.1 |
1,340.8 |
1,365.3 |
| PP |
1,342.5 |
1,342.5 |
1,342.5 |
1,347.0 |
| S1 |
1,324.2 |
1,324.2 |
1,335.0 |
1,333.4 |
| S2 |
1,310.6 |
1,310.6 |
1,332.1 |
|
| S3 |
1,278.7 |
1,292.3 |
1,329.1 |
|
| S4 |
1,246.8 |
1,260.4 |
1,320.4 |
|
|
| 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 |
1,310.6 |
50.1 |
3.7% |
18.9 |
1.4% |
54% |
False |
False |
4,615 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.9% |
17.1 |
1.3% |
56% |
False |
False |
4,544 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
15.3 |
1.1% |
49% |
False |
False |
4,440 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.2% |
15.5 |
1.2% |
42% |
False |
False |
3,817 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
8.9% |
17.7 |
1.3% |
59% |
False |
False |
3,058 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.2% |
16.2 |
1.2% |
72% |
False |
False |
2,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.1 |
|
2.618 |
1,378.4 |
|
1.618 |
1,366.3 |
|
1.000 |
1,358.8 |
|
0.618 |
1,354.2 |
|
HIGH |
1,346.7 |
|
0.618 |
1,342.1 |
|
0.500 |
1,340.7 |
|
0.382 |
1,339.2 |
|
LOW |
1,334.6 |
|
0.618 |
1,327.1 |
|
1.000 |
1,322.5 |
|
1.618 |
1,315.0 |
|
2.618 |
1,302.9 |
|
4.250 |
1,283.2 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.7 |
1,347.7 |
| PP |
1,339.7 |
1,344.4 |
| S1 |
1,338.8 |
1,341.2 |
|