| 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 |
5,403.0 |
5,388.0 |
-15.0 |
-0.3% |
5,495.0 |
| High |
5,435.0 |
5,392.0 |
-43.0 |
-0.8% |
5,502.0 |
| Low |
5,396.0 |
5,352.0 |
-44.0 |
-0.8% |
5,347.0 |
| Close |
5,414.0 |
5,365.0 |
-49.0 |
-0.9% |
5,348.0 |
| Range |
39.0 |
40.0 |
1.0 |
2.6% |
155.0 |
| ATR |
47.4 |
48.4 |
1.0 |
2.2% |
0.0 |
| Volume |
24,766 |
29,524 |
4,758 |
19.2% |
143,143 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,489.7 |
5,467.3 |
5,387.0 |
|
| R3 |
5,449.7 |
5,427.3 |
5,376.0 |
|
| R2 |
5,409.7 |
5,409.7 |
5,372.3 |
|
| R1 |
5,387.3 |
5,387.3 |
5,368.7 |
5,378.5 |
| PP |
5,369.7 |
5,369.7 |
5,369.7 |
5,365.3 |
| S1 |
5,347.3 |
5,347.3 |
5,361.3 |
5,338.5 |
| S2 |
5,329.7 |
5,329.7 |
5,357.7 |
|
| S3 |
5,289.7 |
5,307.3 |
5,354.0 |
|
| S4 |
5,249.7 |
5,267.3 |
5,343.0 |
|
|
| 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 |
5,435.0 |
5,347.0 |
88.0 |
1.6% |
40.8 |
0.8% |
20% |
False |
False |
25,367 |
| 10 |
5,518.0 |
5,347.0 |
171.0 |
3.2% |
46.1 |
0.9% |
11% |
False |
False |
25,692 |
| 20 |
5,552.0 |
5,347.0 |
205.0 |
3.8% |
42.4 |
0.8% |
9% |
False |
False |
24,663 |
| 40 |
5,569.0 |
5,347.0 |
222.0 |
4.1% |
40.2 |
0.7% |
8% |
False |
False |
23,835 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.7% |
47.6 |
0.9% |
65% |
False |
False |
25,557 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.7% |
45.2 |
0.8% |
65% |
False |
False |
23,202 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
10.7% |
40.3 |
0.8% |
65% |
False |
False |
18,580 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
13.7% |
36.9 |
0.7% |
72% |
False |
False |
15,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,562.0 |
|
2.618 |
5,496.7 |
|
1.618 |
5,456.7 |
|
1.000 |
5,432.0 |
|
0.618 |
5,416.7 |
|
HIGH |
5,392.0 |
|
0.618 |
5,376.7 |
|
0.500 |
5,372.0 |
|
0.382 |
5,367.3 |
|
LOW |
5,352.0 |
|
0.618 |
5,327.3 |
|
1.000 |
5,312.0 |
|
1.618 |
5,287.3 |
|
2.618 |
5,247.3 |
|
4.250 |
5,182.0 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,372.0 |
5,393.5 |
| PP |
5,369.7 |
5,384.0 |
| S1 |
5,367.3 |
5,374.5 |
|