| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,179.25 |
2,185.25 |
6.00 |
0.3% |
2,167.75 |
| High |
2,186.25 |
2,186.75 |
0.50 |
0.0% |
2,183.75 |
| Low |
2,173.00 |
2,177.50 |
4.50 |
0.2% |
2,154.75 |
| Close |
2,184.50 |
2,184.50 |
0.00 |
0.0% |
2,178.00 |
| Range |
13.25 |
9.25 |
-4.00 |
-30.2% |
29.00 |
| ATR |
16.32 |
15.81 |
-0.50 |
-3.1% |
0.00 |
| Volume |
1,627,643 |
1,459,543 |
-168,100 |
-10.3% |
8,125,763 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.75 |
2,206.75 |
2,189.50 |
|
| R3 |
2,201.50 |
2,197.50 |
2,187.00 |
|
| R2 |
2,192.25 |
2,192.25 |
2,186.25 |
|
| R1 |
2,188.25 |
2,188.25 |
2,185.25 |
2,185.50 |
| PP |
2,183.00 |
2,183.00 |
2,183.00 |
2,181.50 |
| S1 |
2,179.00 |
2,179.00 |
2,183.75 |
2,176.50 |
| S2 |
2,173.75 |
2,173.75 |
2,182.75 |
|
| S3 |
2,164.50 |
2,169.75 |
2,182.00 |
|
| S4 |
2,155.25 |
2,160.50 |
2,179.50 |
|
|
| 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 |
2,186.75 |
2,154.75 |
32.00 |
1.5% |
16.25 |
0.7% |
93% |
True |
False |
1,719,077 |
| 10 |
2,187.75 |
2,154.75 |
33.00 |
1.5% |
17.00 |
0.8% |
90% |
False |
False |
1,675,800 |
| 20 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
14.50 |
0.7% |
81% |
False |
False |
1,510,629 |
| 40 |
2,191.50 |
2,139.50 |
52.00 |
2.4% |
15.00 |
0.7% |
87% |
False |
False |
1,467,266 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
97% |
False |
False |
1,660,386 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.50 |
0.9% |
97% |
False |
False |
1,315,897 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
97% |
False |
False |
1,053,773 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
97% |
False |
False |
878,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.00 |
|
2.618 |
2,211.00 |
|
1.618 |
2,201.75 |
|
1.000 |
2,196.00 |
|
0.618 |
2,192.50 |
|
HIGH |
2,186.75 |
|
0.618 |
2,183.25 |
|
0.500 |
2,182.00 |
|
0.382 |
2,181.00 |
|
LOW |
2,177.50 |
|
0.618 |
2,171.75 |
|
1.000 |
2,168.25 |
|
1.618 |
2,162.50 |
|
2.618 |
2,153.25 |
|
4.250 |
2,138.25 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.75 |
2,181.50 |
| PP |
2,183.00 |
2,178.50 |
| S1 |
2,182.00 |
2,175.50 |
|