| 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 |
10,027.5 |
10,125.5 |
98.0 |
1.0% |
9,806.5 |
| High |
10,138.0 |
10,380.5 |
242.5 |
2.4% |
10,383.0 |
| Low |
9,960.0 |
10,111.0 |
151.0 |
1.5% |
9,317.5 |
| Close |
10,067.0 |
10,325.0 |
258.0 |
2.6% |
10,271.0 |
| Range |
178.0 |
269.5 |
91.5 |
51.4% |
1,065.5 |
| ATR |
290.2 |
291.9 |
1.7 |
0.6% |
0.0 |
| Volume |
115,863 |
107,944 |
-7,919 |
-6.8% |
624,852 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,080.7 |
10,972.3 |
10,473.2 |
|
| R3 |
10,811.2 |
10,702.8 |
10,399.1 |
|
| R2 |
10,541.7 |
10,541.7 |
10,374.4 |
|
| R1 |
10,433.3 |
10,433.3 |
10,349.7 |
10,487.5 |
| PP |
10,272.2 |
10,272.2 |
10,272.2 |
10,299.3 |
| S1 |
10,163.8 |
10,163.8 |
10,300.3 |
10,218.0 |
| S2 |
10,002.7 |
10,002.7 |
10,275.6 |
|
| S3 |
9,733.2 |
9,894.3 |
10,250.9 |
|
| S4 |
9,463.7 |
9,624.8 |
10,176.8 |
|
|
| 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 |
10,380.5 |
9,885.0 |
495.5 |
4.8% |
206.0 |
2.0% |
89% |
True |
False |
106,467 |
| 10 |
10,437.0 |
9,317.5 |
1,119.5 |
10.8% |
316.5 |
3.1% |
90% |
False |
False |
132,387 |
| 20 |
11,621.5 |
9,317.5 |
2,304.0 |
22.3% |
269.8 |
2.6% |
44% |
False |
False |
124,418 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.1% |
223.4 |
2.2% |
40% |
False |
False |
105,802 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.1% |
234.7 |
2.3% |
40% |
False |
False |
105,578 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.3% |
230.4 |
2.2% |
39% |
False |
False |
79,697 |
| 100 |
12,368.5 |
9,317.5 |
3,051.0 |
29.5% |
234.7 |
2.3% |
33% |
False |
False |
63,878 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.1% |
226.2 |
2.2% |
32% |
False |
False |
53,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,525.9 |
|
2.618 |
11,086.1 |
|
1.618 |
10,816.6 |
|
1.000 |
10,650.0 |
|
0.618 |
10,547.1 |
|
HIGH |
10,380.5 |
|
0.618 |
10,277.6 |
|
0.500 |
10,245.8 |
|
0.382 |
10,213.9 |
|
LOW |
10,111.0 |
|
0.618 |
9,944.4 |
|
1.000 |
9,841.5 |
|
1.618 |
9,674.9 |
|
2.618 |
9,405.4 |
|
4.250 |
8,965.6 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,298.6 |
10,260.9 |
| PP |
10,272.2 |
10,196.8 |
| S1 |
10,245.8 |
10,132.8 |
|