| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,125.5 |
10,143.0 |
17.5 |
0.2% |
10,191.5 |
| High |
10,380.5 |
10,217.0 |
-163.5 |
-1.6% |
10,380.5 |
| Low |
10,111.0 |
9,955.0 |
-156.0 |
-1.5% |
9,885.0 |
| Close |
10,325.0 |
10,053.5 |
-271.5 |
-2.6% |
10,053.5 |
| Range |
269.5 |
262.0 |
-7.5 |
-2.8% |
495.5 |
| ATR |
291.9 |
297.5 |
5.6 |
1.9% |
0.0 |
| Volume |
107,944 |
50,774 |
-57,170 |
-53.0% |
506,334 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,861.2 |
10,719.3 |
10,197.6 |
|
| R3 |
10,599.2 |
10,457.3 |
10,125.6 |
|
| R2 |
10,337.2 |
10,337.2 |
10,101.5 |
|
| R1 |
10,195.3 |
10,195.3 |
10,077.5 |
10,135.3 |
| PP |
10,075.2 |
10,075.2 |
10,075.2 |
10,045.1 |
| S1 |
9,933.3 |
9,933.3 |
10,029.5 |
9,873.3 |
| S2 |
9,813.2 |
9,813.2 |
10,005.5 |
|
| S3 |
9,551.2 |
9,671.3 |
9,981.5 |
|
| S4 |
9,289.2 |
9,409.3 |
9,909.4 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,592.8 |
11,318.7 |
10,326.0 |
|
| R3 |
11,097.3 |
10,823.2 |
10,189.8 |
|
| R2 |
10,601.8 |
10,601.8 |
10,144.3 |
|
| R1 |
10,327.7 |
10,327.7 |
10,098.9 |
10,217.0 |
| PP |
10,106.3 |
10,106.3 |
10,106.3 |
10,051.0 |
| S1 |
9,832.2 |
9,832.2 |
10,008.1 |
9,721.5 |
| S2 |
9,610.8 |
9,610.8 |
9,962.7 |
|
| S3 |
9,115.3 |
9,336.7 |
9,917.2 |
|
| S4 |
8,619.8 |
8,841.2 |
9,781.0 |
|
|
| 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 |
4.9% |
224.4 |
2.2% |
34% |
False |
False |
101,266 |
| 10 |
10,383.0 |
9,317.5 |
1,065.5 |
10.6% |
297.0 |
3.0% |
69% |
False |
False |
113,118 |
| 20 |
11,621.5 |
9,317.5 |
2,304.0 |
22.9% |
277.7 |
2.8% |
32% |
False |
False |
123,167 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.8% |
223.5 |
2.2% |
30% |
False |
False |
104,524 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.8% |
235.5 |
2.3% |
30% |
False |
False |
106,119 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
26.0% |
230.0 |
2.3% |
28% |
False |
False |
80,324 |
| 100 |
12,353.0 |
9,317.5 |
3,035.5 |
30.2% |
235.9 |
2.3% |
24% |
False |
False |
64,383 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.9% |
226.7 |
2.3% |
24% |
False |
False |
53,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,330.5 |
|
2.618 |
10,902.9 |
|
1.618 |
10,640.9 |
|
1.000 |
10,479.0 |
|
0.618 |
10,378.9 |
|
HIGH |
10,217.0 |
|
0.618 |
10,116.9 |
|
0.500 |
10,086.0 |
|
0.382 |
10,055.1 |
|
LOW |
9,955.0 |
|
0.618 |
9,793.1 |
|
1.000 |
9,693.0 |
|
1.618 |
9,531.1 |
|
2.618 |
9,269.1 |
|
4.250 |
8,841.5 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,086.0 |
10,167.8 |
| PP |
10,075.2 |
10,129.7 |
| S1 |
10,064.3 |
10,091.6 |
|