| 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 |
10,014.0 |
10,027.5 |
13.5 |
0.1% |
9,806.5 |
| High |
10,118.0 |
10,138.0 |
20.0 |
0.2% |
10,383.0 |
| Low |
9,885.0 |
9,960.0 |
75.0 |
0.8% |
9,317.5 |
| Close |
9,995.0 |
10,067.0 |
72.0 |
0.7% |
10,271.0 |
| Range |
233.0 |
178.0 |
-55.0 |
-23.6% |
1,065.5 |
| ATR |
298.9 |
290.2 |
-8.6 |
-2.9% |
0.0 |
| Volume |
103,145 |
115,863 |
12,718 |
12.3% |
624,852 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,589.0 |
10,506.0 |
10,164.9 |
|
| R3 |
10,411.0 |
10,328.0 |
10,116.0 |
|
| R2 |
10,233.0 |
10,233.0 |
10,099.6 |
|
| R1 |
10,150.0 |
10,150.0 |
10,083.3 |
10,191.5 |
| PP |
10,055.0 |
10,055.0 |
10,055.0 |
10,075.8 |
| S1 |
9,972.0 |
9,972.0 |
10,050.7 |
10,013.5 |
| S2 |
9,877.0 |
9,877.0 |
10,034.4 |
|
| S3 |
9,699.0 |
9,794.0 |
10,018.1 |
|
| S4 |
9,521.0 |
9,616.0 |
9,969.1 |
|
|
| 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 |
9,885.0 |
498.0 |
4.9% |
195.6 |
1.9% |
37% |
False |
False |
101,782 |
| 10 |
10,658.0 |
9,317.5 |
1,340.5 |
13.3% |
325.3 |
3.2% |
56% |
False |
False |
141,999 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
23.4% |
263.4 |
2.6% |
32% |
False |
False |
122,728 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.7% |
223.0 |
2.2% |
30% |
False |
False |
105,971 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.7% |
236.2 |
2.3% |
30% |
False |
False |
104,084 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
26.0% |
230.2 |
2.3% |
29% |
False |
False |
78,362 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
30.9% |
233.1 |
2.3% |
24% |
False |
False |
62,801 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.9% |
224.4 |
2.2% |
24% |
False |
False |
52,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,894.5 |
|
2.618 |
10,604.0 |
|
1.618 |
10,426.0 |
|
1.000 |
10,316.0 |
|
0.618 |
10,248.0 |
|
HIGH |
10,138.0 |
|
0.618 |
10,070.0 |
|
0.500 |
10,049.0 |
|
0.382 |
10,028.0 |
|
LOW |
9,960.0 |
|
0.618 |
9,850.0 |
|
1.000 |
9,782.0 |
|
1.618 |
9,672.0 |
|
2.618 |
9,494.0 |
|
4.250 |
9,203.5 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,061.0 |
10,097.0 |
| PP |
10,055.0 |
10,087.0 |
| S1 |
10,049.0 |
10,077.0 |
|