| 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 |
1,133.1 |
1,147.3 |
14.2 |
1.3% |
1,104.6 |
| High |
1,146.5 |
1,157.3 |
10.8 |
0.9% |
1,164.7 |
| Low |
1,126.3 |
1,141.1 |
14.8 |
1.3% |
1,071.6 |
| Close |
1,145.8 |
1,143.3 |
-2.5 |
-0.2% |
1,164.0 |
| Range |
20.2 |
16.2 |
-4.0 |
-19.8% |
93.1 |
| ATR |
26.5 |
25.7 |
-0.7 |
-2.8% |
0.0 |
| Volume |
129,312 |
145,501 |
16,189 |
12.5% |
970,228 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.8 |
1,185.8 |
1,152.3 |
|
| R3 |
1,179.8 |
1,169.5 |
1,147.8 |
|
| R2 |
1,163.5 |
1,163.5 |
1,146.3 |
|
| R1 |
1,153.3 |
1,153.3 |
1,144.8 |
1,150.3 |
| PP |
1,147.3 |
1,147.3 |
1,147.3 |
1,145.8 |
| S1 |
1,137.3 |
1,137.3 |
1,141.8 |
1,134.0 |
| S2 |
1,131.0 |
1,131.0 |
1,140.3 |
|
| S3 |
1,114.8 |
1,121.0 |
1,138.8 |
|
| S4 |
1,098.8 |
1,104.8 |
1,134.5 |
|
|
| 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% |
20.5 |
1.8% |
50% |
False |
False |
130,909 |
| 10 |
1,172.5 |
1,071.6 |
100.9 |
8.8% |
33.0 |
2.9% |
71% |
False |
False |
173,927 |
| 20 |
1,224.8 |
1,071.6 |
153.2 |
13.4% |
26.5 |
2.3% |
47% |
False |
False |
139,938 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
17.7% |
22.0 |
1.9% |
35% |
False |
False |
112,747 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
20.3 |
1.8% |
32% |
False |
False |
110,413 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
17.8 |
1.6% |
32% |
False |
False |
83,104 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.3% |
15.8 |
1.4% |
32% |
False |
False |
66,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.3 |
|
2.618 |
1,199.8 |
|
1.618 |
1,183.5 |
|
1.000 |
1,173.5 |
|
0.618 |
1,167.3 |
|
HIGH |
1,157.3 |
|
0.618 |
1,151.0 |
|
0.500 |
1,149.3 |
|
0.382 |
1,147.3 |
|
LOW |
1,141.0 |
|
0.618 |
1,131.0 |
|
1.000 |
1,125.0 |
|
1.618 |
1,115.0 |
|
2.618 |
1,098.8 |
|
4.250 |
1,072.3 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.3 |
1,142.0 |
| PP |
1,147.3 |
1,140.8 |
| S1 |
1,145.3 |
1,139.5 |
|