| 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 |
2,177.75 |
2,178.00 |
0.25 |
0.0% |
2,159.75 |
| High |
2,180.00 |
2,182.75 |
2.75 |
0.1% |
2,176.50 |
| Low |
2,170.50 |
2,169.25 |
-1.25 |
-0.1% |
2,148.00 |
| Close |
2,178.00 |
2,171.00 |
-7.00 |
-0.3% |
2,171.00 |
| Range |
9.50 |
13.50 |
4.00 |
42.1% |
28.50 |
| ATR |
15.50 |
15.36 |
-0.14 |
-0.9% |
0.00 |
| Volume |
180,162 |
866,144 |
685,982 |
380.8% |
127,851 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.75 |
2,206.50 |
2,178.50 |
|
| R3 |
2,201.25 |
2,193.00 |
2,174.75 |
|
| R2 |
2,187.75 |
2,187.75 |
2,173.50 |
|
| R1 |
2,179.50 |
2,179.50 |
2,172.25 |
2,177.00 |
| PP |
2,174.25 |
2,174.25 |
2,174.25 |
2,173.00 |
| S1 |
2,166.00 |
2,166.00 |
2,169.75 |
2,163.50 |
| S2 |
2,160.75 |
2,160.75 |
2,168.50 |
|
| S3 |
2,147.25 |
2,152.50 |
2,167.25 |
|
| S4 |
2,133.75 |
2,139.00 |
2,163.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.75 |
2,239.25 |
2,186.75 |
|
| R3 |
2,222.25 |
2,210.75 |
2,178.75 |
|
| R2 |
2,193.75 |
2,193.75 |
2,176.25 |
|
| R1 |
2,182.25 |
2,182.25 |
2,173.50 |
2,188.00 |
| PP |
2,165.25 |
2,165.25 |
2,165.25 |
2,168.00 |
| S1 |
2,153.75 |
2,153.75 |
2,168.50 |
2,159.50 |
| S2 |
2,136.75 |
2,136.75 |
2,165.75 |
|
| S3 |
2,108.25 |
2,125.25 |
2,163.25 |
|
| S4 |
2,079.75 |
2,096.75 |
2,155.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,182.75 |
2,148.00 |
34.75 |
1.6% |
15.50 |
0.7% |
66% |
True |
False |
246,822 |
| 10 |
2,182.75 |
2,148.00 |
34.75 |
1.6% |
16.25 |
0.7% |
66% |
True |
False |
132,909 |
| 20 |
2,184.25 |
2,148.00 |
36.25 |
1.7% |
14.00 |
0.6% |
63% |
False |
False |
69,143 |
| 40 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
14.75 |
0.7% |
74% |
False |
False |
36,519 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
94% |
False |
False |
25,400 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
19.75 |
0.9% |
94% |
False |
False |
19,152 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
94% |
False |
False |
15,443 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
94% |
False |
False |
12,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.00 |
|
2.618 |
2,218.00 |
|
1.618 |
2,204.50 |
|
1.000 |
2,196.25 |
|
0.618 |
2,191.00 |
|
HIGH |
2,182.75 |
|
0.618 |
2,177.50 |
|
0.500 |
2,176.00 |
|
0.382 |
2,174.50 |
|
LOW |
2,169.25 |
|
0.618 |
2,161.00 |
|
1.000 |
2,155.75 |
|
1.618 |
2,147.50 |
|
2.618 |
2,134.00 |
|
4.250 |
2,112.00 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.00 |
2,174.50 |
| PP |
2,174.25 |
2,173.25 |
| S1 |
2,172.75 |
2,172.00 |
|