| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,191.5 |
10,014.0 |
-177.5 |
-1.7% |
9,806.5 |
| High |
10,309.0 |
10,118.0 |
-191.0 |
-1.9% |
10,383.0 |
| Low |
10,129.5 |
9,885.0 |
-244.5 |
-2.4% |
9,317.5 |
| Close |
10,247.0 |
9,995.0 |
-252.0 |
-2.5% |
10,271.0 |
| Range |
179.5 |
233.0 |
53.5 |
29.8% |
1,065.5 |
| ATR |
294.0 |
298.9 |
4.9 |
1.7% |
0.0 |
| Volume |
128,608 |
103,145 |
-25,463 |
-19.8% |
624,852 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,698.3 |
10,579.7 |
10,123.2 |
|
| R3 |
10,465.3 |
10,346.7 |
10,059.1 |
|
| R2 |
10,232.3 |
10,232.3 |
10,037.7 |
|
| R1 |
10,113.7 |
10,113.7 |
10,016.4 |
10,056.5 |
| PP |
9,999.3 |
9,999.3 |
9,999.3 |
9,970.8 |
| S1 |
9,880.7 |
9,880.7 |
9,973.6 |
9,823.5 |
| S2 |
9,766.3 |
9,766.3 |
9,952.3 |
|
| S3 |
9,533.3 |
9,647.7 |
9,930.9 |
|
| S4 |
9,300.3 |
9,414.7 |
9,866.9 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.0 |
12,794.5 |
10,857.0 |
|
| R3 |
12,121.5 |
11,729.0 |
10,564.0 |
|
| R2 |
11,056.0 |
11,056.0 |
10,466.3 |
|
| R1 |
10,663.5 |
10,663.5 |
10,368.7 |
10,859.8 |
| PP |
9,990.5 |
9,990.5 |
9,990.5 |
10,088.6 |
| S1 |
9,598.0 |
9,598.0 |
10,173.3 |
9,794.3 |
| S2 |
8,925.0 |
8,925.0 |
10,075.7 |
|
| S3 |
7,859.5 |
8,532.5 |
9,978.0 |
|
| S4 |
6,794.0 |
7,467.0 |
9,685.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,383.0 |
9,849.0 |
534.0 |
5.3% |
231.0 |
2.3% |
27% |
False |
False |
103,196 |
| 10 |
10,856.0 |
9,317.5 |
1,538.5 |
15.4% |
326.1 |
3.3% |
44% |
False |
False |
145,335 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
23.6% |
263.6 |
2.6% |
29% |
False |
False |
120,563 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.9% |
222.5 |
2.2% |
27% |
False |
False |
105,825 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.9% |
236.6 |
2.4% |
27% |
False |
False |
102,191 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
26.2% |
229.4 |
2.3% |
26% |
False |
False |
76,917 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
31.1% |
233.2 |
2.3% |
22% |
False |
False |
61,645 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
31.1% |
224.9 |
2.3% |
22% |
False |
False |
51,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,108.3 |
|
2.618 |
10,728.0 |
|
1.618 |
10,495.0 |
|
1.000 |
10,351.0 |
|
0.618 |
10,262.0 |
|
HIGH |
10,118.0 |
|
0.618 |
10,029.0 |
|
0.500 |
10,001.5 |
|
0.382 |
9,974.0 |
|
LOW |
9,885.0 |
|
0.618 |
9,741.0 |
|
1.000 |
9,652.0 |
|
1.618 |
9,508.0 |
|
2.618 |
9,275.0 |
|
4.250 |
8,894.8 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,001.5 |
10,119.0 |
| PP |
9,999.3 |
10,077.7 |
| S1 |
9,997.2 |
10,036.3 |
|