| 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 |
1,331.3 |
1,356.9 |
25.6 |
1.9% |
1,326.5 |
| High |
1,360.1 |
1,360.7 |
0.6 |
0.0% |
1,337.1 |
| Low |
1,328.8 |
1,350.5 |
21.7 |
1.6% |
1,308.9 |
| Close |
1,357.3 |
1,352.6 |
-4.7 |
-0.3% |
1,329.9 |
| Range |
31.3 |
10.2 |
-21.1 |
-67.4% |
28.2 |
| ATR |
17.2 |
16.7 |
-0.5 |
-2.9% |
0.0 |
| Volume |
8,204 |
4,274 |
-3,930 |
-47.9% |
15,155 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.2 |
1,379.1 |
1,358.2 |
|
| R3 |
1,375.0 |
1,368.9 |
1,355.4 |
|
| R2 |
1,364.8 |
1,364.8 |
1,354.5 |
|
| R1 |
1,358.7 |
1,358.7 |
1,353.5 |
1,356.7 |
| PP |
1,354.6 |
1,354.6 |
1,354.6 |
1,353.6 |
| S1 |
1,348.5 |
1,348.5 |
1,351.7 |
1,346.5 |
| S2 |
1,344.4 |
1,344.4 |
1,350.7 |
|
| S3 |
1,334.2 |
1,338.3 |
1,349.8 |
|
| S4 |
1,324.0 |
1,328.1 |
1,347.0 |
|
|
| 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 |
1,360.7 |
1,308.9 |
51.8 |
3.8% |
18.5 |
1.4% |
84% |
True |
False |
4,715 |
| 10 |
1,360.7 |
1,308.9 |
51.8 |
3.8% |
17.0 |
1.3% |
84% |
True |
False |
5,659 |
| 20 |
1,368.0 |
1,308.9 |
59.1 |
4.4% |
15.7 |
1.2% |
74% |
False |
False |
4,618 |
| 40 |
1,378.1 |
1,308.9 |
69.2 |
5.1% |
15.9 |
1.2% |
63% |
False |
False |
3,708 |
| 60 |
1,387.1 |
1,267.8 |
119.3 |
8.8% |
17.6 |
1.3% |
71% |
False |
False |
2,999 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.1% |
16.1 |
1.2% |
81% |
False |
False |
2,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.1 |
|
2.618 |
1,387.4 |
|
1.618 |
1,377.2 |
|
1.000 |
1,370.9 |
|
0.618 |
1,367.0 |
|
HIGH |
1,360.7 |
|
0.618 |
1,356.8 |
|
0.500 |
1,355.6 |
|
0.382 |
1,354.4 |
|
LOW |
1,350.5 |
|
0.618 |
1,344.2 |
|
1.000 |
1,340.3 |
|
1.618 |
1,334.0 |
|
2.618 |
1,323.8 |
|
4.250 |
1,307.2 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,355.6 |
1,347.0 |
| PP |
1,354.6 |
1,341.3 |
| S1 |
1,353.6 |
1,335.7 |
|