| 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 |
5,388.0 |
5,340.0 |
-48.0 |
-0.9% |
5,374.0 |
| High |
5,392.0 |
5,350.0 |
-42.0 |
-0.8% |
5,435.0 |
| Low |
5,352.0 |
5,321.0 |
-31.0 |
-0.6% |
5,321.0 |
| Close |
5,365.0 |
5,325.0 |
-40.0 |
-0.7% |
5,325.0 |
| Range |
40.0 |
29.0 |
-11.0 |
-27.5% |
114.0 |
| ATR |
48.4 |
48.1 |
-0.3 |
-0.6% |
0.0 |
| Volume |
29,524 |
36,075 |
6,551 |
22.2% |
128,723 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,419.0 |
5,401.0 |
5,341.0 |
|
| R3 |
5,390.0 |
5,372.0 |
5,333.0 |
|
| R2 |
5,361.0 |
5,361.0 |
5,330.3 |
|
| R1 |
5,343.0 |
5,343.0 |
5,327.7 |
5,337.5 |
| PP |
5,332.0 |
5,332.0 |
5,332.0 |
5,329.3 |
| S1 |
5,314.0 |
5,314.0 |
5,322.3 |
5,308.5 |
| S2 |
5,303.0 |
5,303.0 |
5,319.7 |
|
| S3 |
5,274.0 |
5,285.0 |
5,317.0 |
|
| S4 |
5,245.0 |
5,256.0 |
5,309.1 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,702.3 |
5,627.7 |
5,387.7 |
|
| R3 |
5,588.3 |
5,513.7 |
5,356.4 |
|
| R2 |
5,474.3 |
5,474.3 |
5,345.9 |
|
| R1 |
5,399.7 |
5,399.7 |
5,335.5 |
5,380.0 |
| PP |
5,360.3 |
5,360.3 |
5,360.3 |
5,350.5 |
| S1 |
5,285.7 |
5,285.7 |
5,314.6 |
5,266.0 |
| S2 |
5,246.3 |
5,246.3 |
5,304.1 |
|
| S3 |
5,132.3 |
5,171.7 |
5,293.7 |
|
| S4 |
5,018.3 |
5,057.7 |
5,262.3 |
|
|
| 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 |
5,321.0 |
114.0 |
2.1% |
35.2 |
0.7% |
4% |
False |
True |
25,744 |
| 10 |
5,502.0 |
5,321.0 |
181.0 |
3.4% |
45.2 |
0.8% |
2% |
False |
True |
27,186 |
| 20 |
5,552.0 |
5,321.0 |
231.0 |
4.3% |
41.3 |
0.8% |
2% |
False |
True |
25,157 |
| 40 |
5,569.0 |
5,321.0 |
248.0 |
4.7% |
40.0 |
0.8% |
2% |
False |
True |
24,209 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
47.6 |
0.9% |
58% |
False |
False |
25,753 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
45.2 |
0.8% |
58% |
False |
False |
23,652 |
| 100 |
5,569.0 |
4,993.0 |
576.0 |
10.8% |
40.6 |
0.8% |
58% |
False |
False |
18,940 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
13.8% |
37.1 |
0.7% |
67% |
False |
False |
15,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,473.3 |
|
2.618 |
5,425.9 |
|
1.618 |
5,396.9 |
|
1.000 |
5,379.0 |
|
0.618 |
5,367.9 |
|
HIGH |
5,350.0 |
|
0.618 |
5,338.9 |
|
0.500 |
5,335.5 |
|
0.382 |
5,332.1 |
|
LOW |
5,321.0 |
|
0.618 |
5,303.1 |
|
1.000 |
5,292.0 |
|
1.618 |
5,274.1 |
|
2.618 |
5,245.1 |
|
4.250 |
5,197.8 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,335.5 |
5,378.0 |
| PP |
5,332.0 |
5,360.3 |
| S1 |
5,328.5 |
5,342.7 |
|