| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,947.50 |
1,947.25 |
-0.25 |
0.0% |
1,986.25 |
| High |
1,973.50 |
1,949.25 |
-24.25 |
-1.2% |
1,987.75 |
| Low |
1,942.00 |
1,907.75 |
-34.25 |
-1.8% |
1,898.75 |
| Close |
1,946.00 |
1,921.75 |
-24.25 |
-1.2% |
1,921.75 |
| Range |
31.50 |
41.50 |
10.00 |
31.7% |
89.00 |
| ATR |
43.21 |
43.09 |
-0.12 |
-0.3% |
0.00 |
| Volume |
2,054,305 |
2,138,986 |
84,681 |
4.1% |
11,070,249 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.75 |
2,027.75 |
1,944.50 |
|
| R3 |
2,009.25 |
1,986.25 |
1,933.25 |
|
| R2 |
1,967.75 |
1,967.75 |
1,929.25 |
|
| R1 |
1,944.75 |
1,944.75 |
1,925.50 |
1,935.50 |
| PP |
1,926.25 |
1,926.25 |
1,926.25 |
1,921.50 |
| S1 |
1,903.25 |
1,903.25 |
1,918.00 |
1,894.00 |
| S2 |
1,884.75 |
1,884.75 |
1,914.25 |
|
| S3 |
1,843.25 |
1,861.75 |
1,910.25 |
|
| S4 |
1,801.75 |
1,820.25 |
1,899.00 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.00 |
2,151.50 |
1,970.75 |
|
| R3 |
2,114.00 |
2,062.50 |
1,946.25 |
|
| R2 |
2,025.00 |
2,025.00 |
1,938.00 |
|
| R1 |
1,973.50 |
1,973.50 |
1,930.00 |
1,954.75 |
| PP |
1,936.00 |
1,936.00 |
1,936.00 |
1,926.75 |
| S1 |
1,884.50 |
1,884.50 |
1,913.50 |
1,865.75 |
| S2 |
1,847.00 |
1,847.00 |
1,905.50 |
|
| S3 |
1,758.00 |
1,795.50 |
1,897.25 |
|
| S4 |
1,669.00 |
1,706.50 |
1,872.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.75 |
1,898.75 |
89.00 |
4.6% |
42.25 |
2.2% |
26% |
False |
False |
2,214,049 |
| 10 |
1,992.75 |
1,831.00 |
161.75 |
8.4% |
60.75 |
3.2% |
56% |
False |
False |
2,842,389 |
| 20 |
2,103.75 |
1,831.00 |
272.75 |
14.2% |
46.50 |
2.4% |
33% |
False |
False |
2,390,226 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
33.25 |
1.7% |
31% |
False |
False |
1,873,846 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
30.50 |
1.6% |
31% |
False |
False |
1,810,124 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
27.25 |
1.4% |
31% |
False |
False |
1,375,121 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
26.25 |
1.4% |
31% |
False |
False |
1,100,582 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.4% |
25.50 |
1.3% |
31% |
False |
False |
917,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.50 |
|
2.618 |
2,058.00 |
|
1.618 |
2,016.50 |
|
1.000 |
1,990.75 |
|
0.618 |
1,975.00 |
|
HIGH |
1,949.25 |
|
0.618 |
1,933.50 |
|
0.500 |
1,928.50 |
|
0.382 |
1,923.50 |
|
LOW |
1,907.75 |
|
0.618 |
1,882.00 |
|
1.000 |
1,866.25 |
|
1.618 |
1,840.50 |
|
2.618 |
1,799.00 |
|
4.250 |
1,731.50 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,928.50 |
1,940.50 |
| PP |
1,926.25 |
1,934.25 |
| S1 |
1,924.00 |
1,928.00 |
|