| Trading Metrics calculated at close of trading on 05-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
05-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,404.0 |
5,374.0 |
-30.0 |
-0.6% |
5,495.0 |
| High |
5,404.0 |
5,423.0 |
19.0 |
0.4% |
5,502.0 |
| Low |
5,347.0 |
5,374.0 |
27.0 |
0.5% |
5,347.0 |
| Close |
5,348.0 |
5,418.0 |
70.0 |
1.3% |
5,348.0 |
| Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
155.0 |
| ATR |
48.0 |
49.9 |
1.9 |
4.0% |
0.0 |
| Volume |
34,190 |
21,482 |
-12,708 |
-37.2% |
143,143 |
|
| Daily Pivots for day following 05-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,552.0 |
5,534.0 |
5,445.0 |
|
| R3 |
5,503.0 |
5,485.0 |
5,431.5 |
|
| R2 |
5,454.0 |
5,454.0 |
5,427.0 |
|
| R1 |
5,436.0 |
5,436.0 |
5,422.5 |
5,445.0 |
| PP |
5,405.0 |
5,405.0 |
5,405.0 |
5,409.5 |
| S1 |
5,387.0 |
5,387.0 |
5,413.5 |
5,396.0 |
| S2 |
5,356.0 |
5,356.0 |
5,409.0 |
|
| S3 |
5,307.0 |
5,338.0 |
5,404.5 |
|
| S4 |
5,258.0 |
5,289.0 |
5,391.1 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,864.0 |
5,761.0 |
5,433.3 |
|
| R3 |
5,709.0 |
5,606.0 |
5,390.6 |
|
| R2 |
5,554.0 |
5,554.0 |
5,376.4 |
|
| R1 |
5,451.0 |
5,451.0 |
5,362.2 |
5,425.0 |
| PP |
5,399.0 |
5,399.0 |
5,399.0 |
5,386.0 |
| S1 |
5,296.0 |
5,296.0 |
5,333.8 |
5,270.0 |
| S2 |
5,244.0 |
5,244.0 |
5,319.6 |
|
| S3 |
5,089.0 |
5,141.0 |
5,305.4 |
|
| S4 |
4,934.0 |
4,986.0 |
5,262.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,502.0 |
5,347.0 |
155.0 |
2.9% |
52.0 |
1.0% |
46% |
False |
False |
28,476 |
| 10 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
46.7 |
0.9% |
35% |
False |
False |
25,927 |
| 20 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
43.3 |
0.8% |
35% |
False |
False |
24,782 |
| 40 |
5,569.0 |
5,306.0 |
263.0 |
4.9% |
40.5 |
0.7% |
43% |
False |
False |
23,949 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
49.1 |
0.9% |
74% |
False |
False |
29,347 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.0 |
0.8% |
74% |
False |
False |
22,316 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
39.3 |
0.7% |
74% |
False |
False |
17,877 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
36.2 |
0.7% |
79% |
False |
False |
14,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,631.3 |
|
2.618 |
5,551.3 |
|
1.618 |
5,502.3 |
|
1.000 |
5,472.0 |
|
0.618 |
5,453.3 |
|
HIGH |
5,423.0 |
|
0.618 |
5,404.3 |
|
0.500 |
5,398.5 |
|
0.382 |
5,392.7 |
|
LOW |
5,374.0 |
|
0.618 |
5,343.7 |
|
1.000 |
5,325.0 |
|
1.618 |
5,294.7 |
|
2.618 |
5,245.7 |
|
4.250 |
5,165.8 |
|
|
| Fisher Pivots for day following 05-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,411.5 |
5,407.0 |
| PP |
5,405.0 |
5,396.0 |
| S1 |
5,398.5 |
5,385.0 |
|