| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,965.50 |
1,913.50 |
-52.00 |
-2.6% |
1,964.50 |
| High |
1,966.25 |
1,949.00 |
-17.25 |
-0.9% |
1,992.75 |
| Low |
1,898.75 |
1,907.25 |
8.50 |
0.4% |
1,831.00 |
| Close |
1,916.00 |
1,947.00 |
31.00 |
1.6% |
1,989.75 |
| Range |
67.50 |
41.75 |
-25.75 |
-38.1% |
161.75 |
| ATR |
44.30 |
44.11 |
-0.18 |
-0.4% |
0.00 |
| Volume |
2,822,050 |
2,178,629 |
-643,421 |
-22.8% |
17,353,648 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.75 |
2,045.00 |
1,970.00 |
|
| R3 |
2,018.00 |
2,003.25 |
1,958.50 |
|
| R2 |
1,976.25 |
1,976.25 |
1,954.75 |
|
| R1 |
1,961.50 |
1,961.50 |
1,950.75 |
1,969.00 |
| PP |
1,934.50 |
1,934.50 |
1,934.50 |
1,938.00 |
| S1 |
1,919.75 |
1,919.75 |
1,943.25 |
1,927.00 |
| S2 |
1,892.75 |
1,892.75 |
1,939.25 |
|
| S3 |
1,851.00 |
1,878.00 |
1,935.50 |
|
| S4 |
1,809.25 |
1,836.25 |
1,924.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.00 |
2,368.25 |
2,078.75 |
|
| R3 |
2,261.25 |
2,206.50 |
2,034.25 |
|
| R2 |
2,099.50 |
2,099.50 |
2,019.50 |
|
| R1 |
2,044.75 |
2,044.75 |
2,004.50 |
2,072.00 |
| PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,951.50 |
| S1 |
1,883.00 |
1,883.00 |
1,975.00 |
1,910.50 |
| S2 |
1,776.00 |
1,776.00 |
1,960.00 |
|
| S3 |
1,614.25 |
1,721.25 |
1,945.25 |
|
| S4 |
1,452.50 |
1,559.50 |
1,900.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,992.75 |
1,898.75 |
94.00 |
4.8% |
43.75 |
2.2% |
51% |
False |
False |
2,357,145 |
| 10 |
2,077.75 |
1,831.00 |
246.75 |
12.7% |
65.00 |
3.3% |
47% |
False |
False |
3,098,207 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
14.0% |
45.25 |
2.3% |
43% |
False |
False |
2,340,825 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
33.00 |
1.7% |
39% |
False |
False |
1,857,910 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
30.00 |
1.5% |
39% |
False |
False |
1,757,270 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
26.75 |
1.4% |
39% |
False |
False |
1,322,767 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
26.00 |
1.3% |
39% |
False |
False |
1,058,756 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
25.50 |
1.3% |
39% |
False |
False |
882,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.50 |
|
2.618 |
2,058.25 |
|
1.618 |
2,016.50 |
|
1.000 |
1,990.75 |
|
0.618 |
1,974.75 |
|
HIGH |
1,949.00 |
|
0.618 |
1,933.00 |
|
0.500 |
1,928.00 |
|
0.382 |
1,923.25 |
|
LOW |
1,907.25 |
|
0.618 |
1,881.50 |
|
1.000 |
1,865.50 |
|
1.618 |
1,839.75 |
|
2.618 |
1,798.00 |
|
4.250 |
1,729.75 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.75 |
1,945.75 |
| PP |
1,934.50 |
1,944.50 |
| S1 |
1,928.00 |
1,943.25 |
|