| 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 |
18,527.71 |
18,486.69 |
-41.02 |
-0.2% |
18,421.29 |
| High |
18,536.89 |
18,506.24 |
-30.65 |
-0.2% |
18,544.76 |
| Low |
18,474.77 |
18,446.69 |
-28.08 |
-0.2% |
18,295.48 |
| Close |
18,526.14 |
18,479.91 |
-46.23 |
-0.2% |
18,491.96 |
| Range |
62.12 |
59.55 |
-2.57 |
-4.1% |
249.28 |
| ATR |
113.44 |
111.01 |
-2.43 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,656.26 |
18,627.64 |
18,512.66 |
|
| R3 |
18,596.71 |
18,568.09 |
18,496.29 |
|
| R2 |
18,537.16 |
18,537.16 |
18,490.83 |
|
| R1 |
18,508.54 |
18,508.54 |
18,485.37 |
18,493.08 |
| PP |
18,477.61 |
18,477.61 |
18,477.61 |
18,469.88 |
| S1 |
18,448.99 |
18,448.99 |
18,474.45 |
18,433.53 |
| S2 |
18,418.06 |
18,418.06 |
18,468.99 |
|
| S3 |
18,358.51 |
18,389.44 |
18,463.53 |
|
| S4 |
18,298.96 |
18,329.89 |
18,447.16 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,191.91 |
19,091.21 |
18,629.06 |
|
| R3 |
18,942.63 |
18,841.93 |
18,560.51 |
|
| R2 |
18,693.35 |
18,693.35 |
18,537.66 |
|
| R1 |
18,592.65 |
18,592.65 |
18,514.81 |
18,643.00 |
| PP |
18,444.07 |
18,444.07 |
18,444.07 |
18,469.24 |
| S1 |
18,343.37 |
18,343.37 |
18,469.11 |
18,393.72 |
| S2 |
18,194.79 |
18,194.79 |
18,446.26 |
|
| S3 |
17,945.51 |
18,094.09 |
18,423.41 |
|
| S4 |
17,696.23 |
17,844.81 |
18,354.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,551.54 |
18,295.48 |
256.06 |
1.4% |
92.62 |
0.5% |
72% |
False |
False |
|
| 10 |
18,572.09 |
18,295.48 |
276.61 |
1.5% |
108.12 |
0.6% |
67% |
False |
False |
|
| 20 |
18,668.44 |
18,295.48 |
372.96 |
2.0% |
98.54 |
0.5% |
49% |
False |
False |
|
| 40 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
98.26 |
0.5% |
55% |
False |
False |
|
| 60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
129.05 |
0.7% |
88% |
False |
False |
|
| 80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.00 |
0.7% |
88% |
False |
False |
|
| 100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.09 |
0.7% |
88% |
False |
False |
|
| 120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.79 |
0.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,759.33 |
|
2.618 |
18,662.14 |
|
1.618 |
18,602.59 |
|
1.000 |
18,565.79 |
|
0.618 |
18,543.04 |
|
HIGH |
18,506.24 |
|
0.618 |
18,483.49 |
|
0.500 |
18,476.47 |
|
0.382 |
18,469.44 |
|
LOW |
18,446.69 |
|
0.618 |
18,409.89 |
|
1.000 |
18,387.14 |
|
1.618 |
18,350.34 |
|
2.618 |
18,290.79 |
|
4.250 |
18,193.60 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,478.76 |
18,499.12 |
| PP |
18,477.61 |
18,492.71 |
| S1 |
18,476.47 |
18,486.31 |
|