| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,913.50 |
1,947.50 |
34.00 |
1.8% |
1,964.50 |
| High |
1,949.00 |
1,973.50 |
24.50 |
1.3% |
1,992.75 |
| Low |
1,907.25 |
1,942.00 |
34.75 |
1.8% |
1,831.00 |
| Close |
1,947.00 |
1,946.00 |
-1.00 |
-0.1% |
1,989.75 |
| Range |
41.75 |
31.50 |
-10.25 |
-24.6% |
161.75 |
| ATR |
44.11 |
43.21 |
-0.90 |
-2.0% |
0.00 |
| Volume |
2,178,629 |
2,054,305 |
-124,324 |
-5.7% |
17,353,648 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.25 |
2,028.75 |
1,963.25 |
|
| R3 |
2,016.75 |
1,997.25 |
1,954.75 |
|
| R2 |
1,985.25 |
1,985.25 |
1,951.75 |
|
| R1 |
1,965.75 |
1,965.75 |
1,949.00 |
1,959.75 |
| PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,951.00 |
| S1 |
1,934.25 |
1,934.25 |
1,943.00 |
1,928.25 |
| S2 |
1,922.25 |
1,922.25 |
1,940.25 |
|
| S3 |
1,890.75 |
1,902.75 |
1,937.25 |
|
| S4 |
1,859.25 |
1,871.25 |
1,928.75 |
|
|
| 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% |
39.00 |
2.0% |
50% |
False |
False |
2,179,955 |
| 10 |
2,029.00 |
1,831.00 |
198.00 |
10.2% |
62.75 |
3.2% |
58% |
False |
False |
3,045,324 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
14.0% |
45.50 |
2.3% |
42% |
False |
False |
2,363,097 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
33.00 |
1.7% |
39% |
False |
False |
1,859,718 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
30.00 |
1.5% |
39% |
False |
False |
1,786,922 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
27.00 |
1.4% |
39% |
False |
False |
1,348,418 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
26.00 |
1.3% |
39% |
False |
False |
1,079,292 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
25.50 |
1.3% |
39% |
False |
False |
899,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.50 |
|
2.618 |
2,056.00 |
|
1.618 |
2,024.50 |
|
1.000 |
2,005.00 |
|
0.618 |
1,993.00 |
|
HIGH |
1,973.50 |
|
0.618 |
1,961.50 |
|
0.500 |
1,957.75 |
|
0.382 |
1,954.00 |
|
LOW |
1,942.00 |
|
0.618 |
1,922.50 |
|
1.000 |
1,910.50 |
|
1.618 |
1,891.00 |
|
2.618 |
1,859.50 |
|
4.250 |
1,808.00 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,957.75 |
1,942.75 |
| PP |
1,953.75 |
1,939.50 |
| S1 |
1,950.00 |
1,936.00 |
|