| 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 |
2,166.25 |
2,179.25 |
13.00 |
0.6% |
2,167.75 |
| High |
2,183.75 |
2,186.25 |
2.50 |
0.1% |
2,183.75 |
| Low |
2,164.25 |
2,173.00 |
8.75 |
0.4% |
2,154.75 |
| Close |
2,178.00 |
2,184.50 |
6.50 |
0.3% |
2,178.00 |
| Range |
19.50 |
13.25 |
-6.25 |
-32.1% |
29.00 |
| ATR |
16.56 |
16.32 |
-0.24 |
-1.4% |
0.00 |
| Volume |
1,700,143 |
1,627,643 |
-72,500 |
-4.3% |
8,125,763 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.00 |
2,216.00 |
2,191.75 |
|
| R3 |
2,207.75 |
2,202.75 |
2,188.25 |
|
| R2 |
2,194.50 |
2,194.50 |
2,187.00 |
|
| R1 |
2,189.50 |
2,189.50 |
2,185.75 |
2,192.00 |
| PP |
2,181.25 |
2,181.25 |
2,181.25 |
2,182.50 |
| S1 |
2,176.25 |
2,176.25 |
2,183.25 |
2,178.75 |
| S2 |
2,168.00 |
2,168.00 |
2,182.00 |
|
| S3 |
2,154.75 |
2,163.00 |
2,180.75 |
|
| S4 |
2,141.50 |
2,149.75 |
2,177.25 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.25 |
2,247.50 |
2,194.00 |
|
| R3 |
2,230.25 |
2,218.50 |
2,186.00 |
|
| R2 |
2,201.25 |
2,201.25 |
2,183.25 |
|
| R1 |
2,189.50 |
2,189.50 |
2,180.75 |
2,195.50 |
| PP |
2,172.25 |
2,172.25 |
2,172.25 |
2,175.00 |
| S1 |
2,160.50 |
2,160.50 |
2,175.25 |
2,166.50 |
| S2 |
2,143.25 |
2,143.25 |
2,172.75 |
|
| S3 |
2,114.25 |
2,131.50 |
2,170.00 |
|
| S4 |
2,085.25 |
2,102.50 |
2,162.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.25 |
2,154.75 |
31.50 |
1.4% |
17.00 |
0.8% |
94% |
True |
False |
1,701,638 |
| 10 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
17.25 |
0.8% |
81% |
False |
False |
1,642,396 |
| 20 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
14.50 |
0.7% |
81% |
False |
False |
1,497,244 |
| 40 |
2,191.50 |
2,128.50 |
63.00 |
2.9% |
15.25 |
0.7% |
89% |
False |
False |
1,473,379 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.00 |
1.0% |
97% |
False |
False |
1,677,982 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
97% |
False |
False |
1,297,690 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
97% |
False |
False |
1,039,205 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
1.0% |
97% |
False |
False |
866,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.50 |
|
2.618 |
2,221.00 |
|
1.618 |
2,207.75 |
|
1.000 |
2,199.50 |
|
0.618 |
2,194.50 |
|
HIGH |
2,186.25 |
|
0.618 |
2,181.25 |
|
0.500 |
2,179.50 |
|
0.382 |
2,178.00 |
|
LOW |
2,173.00 |
|
0.618 |
2,164.75 |
|
1.000 |
2,159.75 |
|
1.618 |
2,151.50 |
|
2.618 |
2,138.25 |
|
4.250 |
2,116.75 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.00 |
2,179.75 |
| PP |
2,181.25 |
2,175.25 |
| S1 |
2,179.50 |
2,170.50 |
|