| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,328.1 |
1,353.5 |
25.4 |
1.9% |
1,323.8 |
| High |
1,357.2 |
1,357.6 |
0.4 |
0.0% |
1,334.0 |
| Low |
1,325.5 |
1,346.9 |
21.4 |
1.6% |
1,305.5 |
| Close |
1,354.0 |
1,349.2 |
-4.8 |
-0.4% |
1,326.7 |
| Range |
31.7 |
10.7 |
-21.0 |
-66.2% |
28.5 |
| ATR |
17.8 |
17.3 |
-0.5 |
-2.9% |
0.0 |
| Volume |
281,256 |
151,823 |
-129,433 |
-46.0% |
895,356 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.3 |
1,377.0 |
1,355.1 |
|
| R3 |
1,372.6 |
1,366.3 |
1,352.1 |
|
| R2 |
1,361.9 |
1,361.9 |
1,351.2 |
|
| R1 |
1,355.6 |
1,355.6 |
1,350.2 |
1,353.4 |
| PP |
1,351.2 |
1,351.2 |
1,351.2 |
1,350.2 |
| S1 |
1,344.9 |
1,344.9 |
1,348.2 |
1,342.7 |
| S2 |
1,340.5 |
1,340.5 |
1,347.2 |
|
| S3 |
1,329.8 |
1,334.2 |
1,346.3 |
|
| S4 |
1,319.1 |
1,323.5 |
1,343.3 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.6 |
1,395.6 |
1,342.4 |
|
| R3 |
1,379.1 |
1,367.1 |
1,334.5 |
|
| R2 |
1,350.6 |
1,350.6 |
1,331.9 |
|
| R1 |
1,338.6 |
1,338.6 |
1,329.3 |
1,344.6 |
| PP |
1,322.1 |
1,322.1 |
1,322.1 |
1,325.1 |
| S1 |
1,310.1 |
1,310.1 |
1,324.1 |
1,316.1 |
| S2 |
1,293.6 |
1,293.6 |
1,321.5 |
|
| S3 |
1,265.1 |
1,281.6 |
1,318.9 |
|
| S4 |
1,236.6 |
1,253.1 |
1,311.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
18.9 |
1.4% |
84% |
True |
False |
205,375 |
| 10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
17.4 |
1.3% |
84% |
True |
False |
202,162 |
| 20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
16.2 |
1.2% |
74% |
False |
False |
188,159 |
| 40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
16.8 |
1.2% |
64% |
False |
False |
148,339 |
| 60 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
19.8 |
1.5% |
72% |
False |
False |
104,283 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.9 |
1.4% |
80% |
False |
False |
79,804 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.8 |
1.4% |
80% |
False |
False |
64,518 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.4 |
1.4% |
80% |
False |
False |
54,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.1 |
|
2.618 |
1,385.6 |
|
1.618 |
1,374.9 |
|
1.000 |
1,368.3 |
|
0.618 |
1,364.2 |
|
HIGH |
1,357.6 |
|
0.618 |
1,353.5 |
|
0.500 |
1,352.3 |
|
0.382 |
1,351.0 |
|
LOW |
1,346.9 |
|
0.618 |
1,340.3 |
|
1.000 |
1,336.2 |
|
1.618 |
1,329.6 |
|
2.618 |
1,318.9 |
|
4.250 |
1,301.4 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,352.3 |
1,343.6 |
| PP |
1,351.2 |
1,338.1 |
| S1 |
1,350.2 |
1,332.5 |
|