| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,185.25 |
2,184.50 |
-0.75 |
0.0% |
2,167.75 |
| High |
2,186.75 |
2,189.25 |
2.50 |
0.1% |
2,183.75 |
| Low |
2,177.50 |
2,175.75 |
-1.75 |
-0.1% |
2,154.75 |
| Close |
2,184.50 |
2,177.50 |
-7.00 |
-0.3% |
2,178.00 |
| Range |
9.25 |
13.50 |
4.25 |
45.9% |
29.00 |
| ATR |
15.81 |
15.65 |
-0.17 |
-1.0% |
0.00 |
| Volume |
1,459,543 |
2,105,651 |
646,108 |
44.3% |
8,125,763 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.25 |
2,213.00 |
2,185.00 |
|
| R3 |
2,207.75 |
2,199.50 |
2,181.25 |
|
| R2 |
2,194.25 |
2,194.25 |
2,180.00 |
|
| R1 |
2,186.00 |
2,186.00 |
2,178.75 |
2,183.50 |
| PP |
2,180.75 |
2,180.75 |
2,180.75 |
2,179.50 |
| S1 |
2,172.50 |
2,172.50 |
2,176.25 |
2,170.00 |
| S2 |
2,167.25 |
2,167.25 |
2,175.00 |
|
| S3 |
2,153.75 |
2,159.00 |
2,173.75 |
|
| S4 |
2,140.25 |
2,145.50 |
2,170.00 |
|
|
| 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 |
2,189.25 |
2,154.75 |
34.50 |
1.6% |
15.50 |
0.7% |
66% |
True |
False |
1,767,282 |
| 10 |
2,189.25 |
2,154.75 |
34.50 |
1.6% |
16.50 |
0.8% |
66% |
True |
False |
1,735,561 |
| 20 |
2,191.50 |
2,154.75 |
36.75 |
1.7% |
14.50 |
0.7% |
62% |
False |
False |
1,547,315 |
| 40 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
15.00 |
0.7% |
72% |
False |
False |
1,479,070 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.50 |
0.9% |
93% |
False |
False |
1,649,310 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.25 |
0.9% |
93% |
False |
False |
1,342,137 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.50 |
0.9% |
93% |
False |
False |
1,074,805 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
0.9% |
93% |
False |
False |
896,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.50 |
|
2.618 |
2,224.50 |
|
1.618 |
2,211.00 |
|
1.000 |
2,202.75 |
|
0.618 |
2,197.50 |
|
HIGH |
2,189.25 |
|
0.618 |
2,184.00 |
|
0.500 |
2,182.50 |
|
0.382 |
2,181.00 |
|
LOW |
2,175.75 |
|
0.618 |
2,167.50 |
|
1.000 |
2,162.25 |
|
1.618 |
2,154.00 |
|
2.618 |
2,140.50 |
|
4.250 |
2,118.50 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.50 |
2,181.00 |
| PP |
2,180.75 |
2,180.00 |
| S1 |
2,179.25 |
2,178.75 |
|