| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1,315.1 |
1,320.9 |
5.8 |
0.4% |
1,326.5 |
| High |
1,321.7 |
1,337.1 |
15.4 |
1.2% |
1,337.1 |
| Low |
1,308.9 |
1,310.6 |
1.7 |
0.1% |
1,308.9 |
| Close |
1,320.4 |
1,329.9 |
9.5 |
0.7% |
1,329.9 |
| Range |
12.8 |
26.5 |
13.7 |
107.0% |
28.2 |
| ATR |
15.4 |
16.2 |
0.8 |
5.2% |
0.0 |
| Volume |
2,972 |
4,268 |
1,296 |
43.6% |
15,155 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.4 |
1,394.1 |
1,344.5 |
|
| R3 |
1,378.9 |
1,367.6 |
1,337.2 |
|
| R2 |
1,352.4 |
1,352.4 |
1,334.8 |
|
| R1 |
1,341.1 |
1,341.1 |
1,332.3 |
1,346.8 |
| PP |
1,325.9 |
1,325.9 |
1,325.9 |
1,328.7 |
| S1 |
1,314.6 |
1,314.6 |
1,327.5 |
1,320.3 |
| S2 |
1,299.4 |
1,299.4 |
1,325.0 |
|
| S3 |
1,272.9 |
1,288.1 |
1,322.6 |
|
| S4 |
1,246.4 |
1,261.6 |
1,315.3 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.9 |
1,398.1 |
1,345.4 |
|
| R3 |
1,381.7 |
1,369.9 |
1,337.7 |
|
| R2 |
1,353.5 |
1,353.5 |
1,335.1 |
|
| R1 |
1,341.7 |
1,341.7 |
1,332.5 |
1,347.6 |
| PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,328.3 |
| S1 |
1,313.5 |
1,313.5 |
1,327.3 |
1,319.4 |
| S2 |
1,297.1 |
1,297.1 |
1,324.7 |
|
| S3 |
1,268.9 |
1,285.3 |
1,322.1 |
|
| S4 |
1,240.7 |
1,257.1 |
1,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,337.1 |
1,308.9 |
28.2 |
2.1% |
15.7 |
1.2% |
74% |
True |
False |
3,031 |
| 10 |
1,352.7 |
1,308.9 |
43.8 |
3.3% |
14.7 |
1.1% |
48% |
False |
False |
4,866 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
14.7 |
1.1% |
36% |
False |
False |
4,515 |
| 40 |
1,383.6 |
1,308.9 |
74.7 |
5.6% |
16.0 |
1.2% |
28% |
False |
False |
3,440 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
9.0% |
17.4 |
1.3% |
52% |
False |
False |
2,825 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.9 |
1.2% |
68% |
False |
False |
2,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.7 |
|
2.618 |
1,406.5 |
|
1.618 |
1,380.0 |
|
1.000 |
1,363.6 |
|
0.618 |
1,353.5 |
|
HIGH |
1,337.1 |
|
0.618 |
1,327.0 |
|
0.500 |
1,323.9 |
|
0.382 |
1,320.7 |
|
LOW |
1,310.6 |
|
0.618 |
1,294.2 |
|
1.000 |
1,284.1 |
|
1.618 |
1,267.7 |
|
2.618 |
1,241.2 |
|
4.250 |
1,198.0 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.9 |
1,327.6 |
| PP |
1,325.9 |
1,325.3 |
| S1 |
1,323.9 |
1,323.0 |
|