| 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 |
18,535 |
18,515 |
-20 |
-0.1% |
18,380 |
| High |
18,540 |
18,548 |
8 |
0.0% |
18,539 |
| Low |
18,469 |
18,438 |
-31 |
-0.2% |
18,286 |
| Close |
18,514 |
18,459 |
-55 |
-0.3% |
18,480 |
| Range |
71 |
110 |
39 |
54.9% |
253 |
| ATR |
130 |
128 |
-1 |
-1.1% |
0 |
| Volume |
104,364 |
149,567 |
45,203 |
43.3% |
680,888 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,812 |
18,745 |
18,520 |
|
| R3 |
18,702 |
18,635 |
18,489 |
|
| R2 |
18,592 |
18,592 |
18,479 |
|
| R1 |
18,525 |
18,525 |
18,469 |
18,504 |
| PP |
18,482 |
18,482 |
18,482 |
18,471 |
| S1 |
18,415 |
18,415 |
18,449 |
18,394 |
| S2 |
18,372 |
18,372 |
18,439 |
|
| S3 |
18,262 |
18,305 |
18,429 |
|
| S4 |
18,152 |
18,195 |
18,399 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,194 |
19,090 |
18,619 |
|
| R3 |
18,941 |
18,837 |
18,550 |
|
| R2 |
18,688 |
18,688 |
18,527 |
|
| R1 |
18,584 |
18,584 |
18,503 |
18,636 |
| PP |
18,435 |
18,435 |
18,435 |
18,461 |
| S1 |
18,331 |
18,331 |
18,457 |
18,383 |
| S2 |
18,182 |
18,182 |
18,434 |
|
| S3 |
17,929 |
18,078 |
18,411 |
|
| S4 |
17,676 |
17,825 |
18,341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,548 |
18,286 |
262 |
1.4% |
125 |
0.7% |
66% |
True |
False |
141,413 |
| 10 |
18,554 |
18,286 |
268 |
1.5% |
134 |
0.7% |
65% |
False |
False |
137,061 |
| 20 |
18,623 |
18,286 |
337 |
1.8% |
121 |
0.7% |
51% |
False |
False |
122,682 |
| 40 |
18,623 |
18,170 |
453 |
2.5% |
124 |
0.7% |
64% |
False |
False |
120,148 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
90% |
False |
False |
138,910 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
164 |
0.9% |
90% |
False |
False |
112,123 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
164 |
0.9% |
90% |
False |
False |
89,719 |
| 120 |
18,623 |
16,961 |
1,662 |
9.0% |
159 |
0.9% |
90% |
False |
False |
74,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,016 |
|
2.618 |
18,836 |
|
1.618 |
18,726 |
|
1.000 |
18,658 |
|
0.618 |
18,616 |
|
HIGH |
18,548 |
|
0.618 |
18,506 |
|
0.500 |
18,493 |
|
0.382 |
18,480 |
|
LOW |
18,438 |
|
0.618 |
18,370 |
|
1.000 |
18,328 |
|
1.618 |
18,260 |
|
2.618 |
18,150 |
|
4.250 |
17,971 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,493 |
18,493 |
| PP |
18,482 |
18,481 |
| S1 |
18,470 |
18,470 |
|