| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,184.50 |
2,177.25 |
-7.25 |
-0.3% |
2,179.25 |
| High |
2,189.25 |
2,178.25 |
-11.00 |
-0.5% |
2,189.25 |
| Low |
2,175.75 |
2,119.75 |
-56.00 |
-2.6% |
2,119.75 |
| Close |
2,177.50 |
2,122.75 |
-54.75 |
-2.5% |
2,122.75 |
| Range |
13.50 |
58.50 |
45.00 |
333.3% |
69.50 |
| ATR |
15.65 |
18.71 |
3.06 |
19.6% |
0.00 |
| Volume |
2,105,651 |
2,073,225 |
-32,426 |
-1.5% |
7,266,062 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.75 |
2,277.75 |
2,155.00 |
|
| R3 |
2,257.25 |
2,219.25 |
2,138.75 |
|
| R2 |
2,198.75 |
2,198.75 |
2,133.50 |
|
| R1 |
2,160.75 |
2,160.75 |
2,128.00 |
2,150.50 |
| PP |
2,140.25 |
2,140.25 |
2,140.25 |
2,135.00 |
| S1 |
2,102.25 |
2,102.25 |
2,117.50 |
2,092.00 |
| S2 |
2,081.75 |
2,081.75 |
2,112.00 |
|
| S3 |
2,023.25 |
2,043.75 |
2,106.75 |
|
| S4 |
1,964.75 |
1,985.25 |
2,090.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.50 |
2,307.00 |
2,161.00 |
|
| R3 |
2,283.00 |
2,237.50 |
2,141.75 |
|
| R2 |
2,213.50 |
2,213.50 |
2,135.50 |
|
| R1 |
2,168.00 |
2,168.00 |
2,129.00 |
2,156.00 |
| PP |
2,144.00 |
2,144.00 |
2,144.00 |
2,138.00 |
| S1 |
2,098.50 |
2,098.50 |
2,116.50 |
2,086.50 |
| S2 |
2,074.50 |
2,074.50 |
2,110.00 |
|
| S3 |
2,005.00 |
2,029.00 |
2,103.75 |
|
| S4 |
1,935.50 |
1,959.50 |
2,084.50 |
|
|
| 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 |
2,119.75 |
69.50 |
3.3% |
22.75 |
1.1% |
4% |
False |
True |
1,793,241 |
| 10 |
2,189.25 |
2,119.75 |
69.50 |
3.3% |
21.25 |
1.0% |
4% |
False |
True |
1,792,750 |
| 20 |
2,191.50 |
2,119.75 |
71.75 |
3.4% |
16.50 |
0.8% |
4% |
False |
True |
1,584,676 |
| 40 |
2,191.50 |
2,119.75 |
71.75 |
3.4% |
15.75 |
0.7% |
4% |
False |
True |
1,486,337 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.25 |
1.0% |
67% |
False |
False |
1,651,903 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
20.50 |
1.0% |
67% |
False |
False |
1,367,960 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.00 |
1.0% |
67% |
False |
False |
1,095,496 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.9% |
21.00 |
1.0% |
67% |
False |
False |
913,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.00 |
|
2.618 |
2,331.50 |
|
1.618 |
2,273.00 |
|
1.000 |
2,236.75 |
|
0.618 |
2,214.50 |
|
HIGH |
2,178.25 |
|
0.618 |
2,156.00 |
|
0.500 |
2,149.00 |
|
0.382 |
2,142.00 |
|
LOW |
2,119.75 |
|
0.618 |
2,083.50 |
|
1.000 |
2,061.25 |
|
1.618 |
2,025.00 |
|
2.618 |
1,966.50 |
|
4.250 |
1,871.00 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.00 |
2,154.50 |
| PP |
2,140.25 |
2,144.00 |
| S1 |
2,131.50 |
2,133.25 |
|