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 |
218.39 |
218.70 |
0.31 |
0.1% |
217.44 |
High |
218.87 |
219.12 |
0.25 |
0.1% |
218.87 |
Low |
217.70 |
217.86 |
0.16 |
0.1% |
216.03 |
Close |
218.37 |
219.03 |
0.66 |
0.3% |
218.37 |
Range |
1.17 |
1.26 |
0.09 |
7.7% |
2.84 |
ATR |
1.46 |
1.45 |
-0.01 |
-1.0% |
0.00 |
Volume |
79,293,800 |
56,702,000 |
-22,591,800 |
-28.5% |
391,023,996 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.45 |
222.00 |
219.72 |
|
R3 |
221.19 |
220.74 |
219.38 |
|
R2 |
219.93 |
219.93 |
219.26 |
|
R1 |
219.48 |
219.48 |
219.15 |
219.71 |
PP |
218.67 |
218.67 |
218.67 |
218.78 |
S1 |
218.22 |
218.22 |
218.91 |
218.45 |
S2 |
217.41 |
217.41 |
218.80 |
|
S3 |
216.15 |
216.96 |
218.68 |
|
S4 |
214.89 |
215.70 |
218.34 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
226.28 |
225.16 |
219.93 |
|
R3 |
223.44 |
222.32 |
219.15 |
|
R2 |
220.60 |
220.60 |
218.89 |
|
R1 |
219.48 |
219.48 |
218.63 |
220.04 |
PP |
217.76 |
217.76 |
217.76 |
218.04 |
S1 |
216.64 |
216.64 |
218.11 |
217.20 |
S2 |
214.92 |
214.92 |
217.85 |
|
S3 |
212.08 |
213.80 |
217.59 |
|
S4 |
209.24 |
210.96 |
216.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
219.12 |
216.03 |
3.09 |
1.4% |
1.33 |
0.6% |
97% |
True |
False |
75,444,780 |
10 |
219.60 |
216.03 |
3.57 |
1.6% |
1.40 |
0.6% |
84% |
False |
False |
76,458,500 |
20 |
219.60 |
216.03 |
3.57 |
1.6% |
1.17 |
0.5% |
84% |
False |
False |
68,777,814 |
40 |
219.60 |
213.43 |
6.17 |
2.8% |
1.26 |
0.6% |
91% |
False |
False |
69,922,852 |
60 |
219.60 |
198.65 |
20.95 |
9.6% |
1.59 |
0.7% |
97% |
False |
False |
90,303,736 |
80 |
219.60 |
198.65 |
20.95 |
9.6% |
1.59 |
0.7% |
97% |
False |
False |
89,077,799 |
100 |
219.60 |
198.65 |
20.95 |
9.6% |
1.60 |
0.7% |
97% |
False |
False |
88,388,274 |
120 |
219.60 |
198.65 |
20.95 |
9.6% |
1.63 |
0.7% |
97% |
False |
False |
89,354,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
224.48 |
2.618 |
222.42 |
1.618 |
221.16 |
1.000 |
220.38 |
0.618 |
219.90 |
HIGH |
219.12 |
0.618 |
218.64 |
0.500 |
218.49 |
0.382 |
218.34 |
LOW |
217.86 |
0.618 |
217.08 |
1.000 |
216.60 |
1.618 |
215.82 |
2.618 |
214.56 |
4.250 |
212.51 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
218.85 |
218.55 |
PP |
218.67 |
218.06 |
S1 |
218.49 |
217.58 |
|