| 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 |
2,175.75 |
2,169.00 |
-6.75 |
-0.3% |
2,181.75 |
| High |
2,176.25 |
2,177.25 |
1.00 |
0.0% |
2,191.50 |
| Low |
2,159.50 |
2,154.75 |
-4.75 |
-0.2% |
2,157.50 |
| Close |
2,169.50 |
2,167.25 |
-2.25 |
-0.1% |
2,168.50 |
| Range |
16.75 |
22.50 |
5.75 |
34.3% |
34.00 |
| ATR |
15.85 |
16.33 |
0.47 |
3.0% |
0.00 |
| Volume |
1,864,629 |
1,943,431 |
78,802 |
4.2% |
8,213,810 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,223.00 |
2,179.50 |
|
| R3 |
2,211.50 |
2,200.50 |
2,173.50 |
|
| R2 |
2,189.00 |
2,189.00 |
2,171.50 |
|
| R1 |
2,178.00 |
2,178.00 |
2,169.25 |
2,172.25 |
| PP |
2,166.50 |
2,166.50 |
2,166.50 |
2,163.50 |
| S1 |
2,155.50 |
2,155.50 |
2,165.25 |
2,149.75 |
| S2 |
2,144.00 |
2,144.00 |
2,163.00 |
|
| S3 |
2,121.50 |
2,133.00 |
2,161.00 |
|
| S4 |
2,099.00 |
2,110.50 |
2,155.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.50 |
2,255.50 |
2,187.25 |
|
| R3 |
2,240.50 |
2,221.50 |
2,177.75 |
|
| R2 |
2,206.50 |
2,206.50 |
2,174.75 |
|
| R1 |
2,187.50 |
2,187.50 |
2,171.50 |
2,180.00 |
| PP |
2,172.50 |
2,172.50 |
2,172.50 |
2,168.75 |
| S1 |
2,153.50 |
2,153.50 |
2,165.50 |
2,146.00 |
| S2 |
2,138.50 |
2,138.50 |
2,162.25 |
|
| S3 |
2,104.50 |
2,119.50 |
2,159.25 |
|
| S4 |
2,070.50 |
2,085.50 |
2,149.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.75 |
2,154.75 |
32.00 |
1.5% |
19.75 |
0.9% |
39% |
False |
True |
1,792,260 |
| 10 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
16.25 |
0.8% |
34% |
False |
True |
1,607,129 |
| 20 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
14.25 |
0.7% |
34% |
False |
True |
1,447,906 |
| 40 |
2,191.50 |
2,087.50 |
104.00 |
4.8% |
15.75 |
0.7% |
77% |
False |
False |
1,475,926 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
88% |
False |
False |
1,665,606 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
88% |
False |
False |
1,256,317 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
88% |
False |
False |
1,005,962 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
88% |
False |
False |
838,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.00 |
|
2.618 |
2,236.25 |
|
1.618 |
2,213.75 |
|
1.000 |
2,199.75 |
|
0.618 |
2,191.25 |
|
HIGH |
2,177.25 |
|
0.618 |
2,168.75 |
|
0.500 |
2,166.00 |
|
0.382 |
2,163.25 |
|
LOW |
2,154.75 |
|
0.618 |
2,140.75 |
|
1.000 |
2,132.25 |
|
1.618 |
2,118.25 |
|
2.618 |
2,095.75 |
|
4.250 |
2,059.00 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.75 |
2,168.00 |
| PP |
2,166.50 |
2,167.75 |
| S1 |
2,166.00 |
2,167.50 |
|