| 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 |
1,150.4 |
1,133.1 |
-17.3 |
-1.5% |
1,104.6 |
| High |
1,150.9 |
1,146.5 |
-4.4 |
-0.4% |
1,164.7 |
| Low |
1,121.5 |
1,126.3 |
4.8 |
0.4% |
1,071.6 |
| Close |
1,130.2 |
1,145.8 |
15.6 |
1.4% |
1,164.0 |
| Range |
29.4 |
20.2 |
-9.2 |
-31.3% |
93.1 |
| ATR |
26.9 |
26.5 |
-0.5 |
-1.8% |
0.0 |
| Volume |
159,291 |
129,312 |
-29,979 |
-18.8% |
970,228 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.3 |
1,193.3 |
1,157.0 |
|
| R3 |
1,180.0 |
1,173.0 |
1,151.3 |
|
| R2 |
1,159.8 |
1,159.8 |
1,149.5 |
|
| R1 |
1,152.8 |
1,152.8 |
1,147.8 |
1,156.3 |
| PP |
1,139.5 |
1,139.5 |
1,139.5 |
1,141.3 |
| S1 |
1,132.5 |
1,132.5 |
1,144.0 |
1,136.0 |
| S2 |
1,119.3 |
1,119.3 |
1,142.0 |
|
| S3 |
1,099.3 |
1,112.3 |
1,140.3 |
|
| S4 |
1,079.0 |
1,092.3 |
1,134.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.8 |
1,381.5 |
1,215.3 |
|
| R3 |
1,319.8 |
1,288.3 |
1,189.5 |
|
| R2 |
1,226.5 |
1,226.5 |
1,181.0 |
|
| R1 |
1,195.3 |
1,195.3 |
1,172.5 |
1,211.0 |
| PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,141.3 |
| S1 |
1,102.3 |
1,102.3 |
1,155.5 |
1,117.8 |
| S2 |
1,040.3 |
1,040.3 |
1,147.0 |
|
| S3 |
947.3 |
1,009.0 |
1,138.5 |
|
| S4 |
854.3 |
916.0 |
1,112.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,165.5 |
1,121.5 |
44.0 |
3.8% |
23.3 |
2.0% |
55% |
False |
False |
136,706 |
| 10 |
1,200.5 |
1,071.6 |
128.9 |
11.2% |
35.0 |
3.1% |
58% |
False |
False |
175,033 |
| 20 |
1,232.8 |
1,071.6 |
161.2 |
14.1% |
27.3 |
2.4% |
46% |
False |
False |
138,513 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
17.7% |
22.0 |
1.9% |
37% |
False |
False |
111,509 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
20.5 |
1.8% |
34% |
False |
False |
108,287 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
17.8 |
1.6% |
34% |
False |
False |
81,285 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
15.5 |
1.4% |
34% |
False |
False |
65,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.3 |
|
2.618 |
1,199.5 |
|
1.618 |
1,179.3 |
|
1.000 |
1,166.8 |
|
0.618 |
1,159.0 |
|
HIGH |
1,146.5 |
|
0.618 |
1,138.8 |
|
0.500 |
1,136.5 |
|
0.382 |
1,134.0 |
|
LOW |
1,126.3 |
|
0.618 |
1,113.8 |
|
1.000 |
1,106.0 |
|
1.618 |
1,093.5 |
|
2.618 |
1,073.5 |
|
4.250 |
1,040.5 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.8 |
1,145.0 |
| PP |
1,139.5 |
1,144.3 |
| S1 |
1,136.5 |
1,143.5 |
|