| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3,286.0 |
3,251.0 |
-35.0 |
-1.1% |
3,137.0 |
| High |
3,296.0 |
3,287.0 |
-9.0 |
-0.3% |
3,302.0 |
| Low |
3,249.0 |
3,237.0 |
-12.0 |
-0.4% |
2,951.0 |
| Close |
3,279.0 |
3,269.0 |
-10.0 |
-0.3% |
3,279.0 |
| Range |
47.0 |
50.0 |
3.0 |
6.4% |
351.0 |
| ATR |
97.0 |
93.7 |
-3.4 |
-3.5% |
0.0 |
| Volume |
836,405 |
1,639,014 |
802,609 |
96.0% |
8,405,549 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.3 |
3,391.7 |
3,296.5 |
|
| R3 |
3,364.3 |
3,341.7 |
3,282.8 |
|
| R2 |
3,314.3 |
3,314.3 |
3,278.2 |
|
| R1 |
3,291.7 |
3,291.7 |
3,273.6 |
3,303.0 |
| PP |
3,264.3 |
3,264.3 |
3,264.3 |
3,270.0 |
| S1 |
3,241.7 |
3,241.7 |
3,264.4 |
3,253.0 |
| S2 |
3,214.3 |
3,214.3 |
3,259.8 |
|
| S3 |
3,164.3 |
3,191.7 |
3,255.3 |
|
| S4 |
3,114.3 |
3,141.7 |
3,241.5 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,230.3 |
4,105.7 |
3,472.1 |
|
| R3 |
3,879.3 |
3,754.7 |
3,375.5 |
|
| R2 |
3,528.3 |
3,528.3 |
3,343.4 |
|
| R1 |
3,403.7 |
3,403.7 |
3,311.2 |
3,466.0 |
| PP |
3,177.3 |
3,177.3 |
3,177.3 |
3,208.5 |
| S1 |
3,052.7 |
3,052.7 |
3,246.8 |
3,115.0 |
| S2 |
2,826.3 |
2,826.3 |
3,214.7 |
|
| S3 |
2,475.3 |
2,701.7 |
3,182.5 |
|
| S4 |
2,124.3 |
2,350.7 |
3,086.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,302.0 |
3,088.0 |
214.0 |
6.5% |
88.0 |
2.7% |
85% |
False |
False |
1,486,578 |
| 10 |
3,512.0 |
2,951.0 |
561.0 |
17.2% |
102.4 |
3.1% |
57% |
False |
False |
1,825,922 |
| 20 |
3,688.0 |
2,951.0 |
737.0 |
22.5% |
81.9 |
2.5% |
43% |
False |
False |
1,335,885 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
72.2 |
2.2% |
42% |
False |
False |
1,171,409 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
77.0 |
2.4% |
42% |
False |
False |
1,167,218 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
73.7 |
2.3% |
42% |
False |
False |
879,256 |
| 100 |
3,761.0 |
2,951.0 |
810.0 |
24.8% |
72.3 |
2.2% |
39% |
False |
False |
704,014 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
24.8% |
66.4 |
2.0% |
39% |
False |
False |
586,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.5 |
|
2.618 |
3,417.9 |
|
1.618 |
3,367.9 |
|
1.000 |
3,337.0 |
|
0.618 |
3,317.9 |
|
HIGH |
3,287.0 |
|
0.618 |
3,267.9 |
|
0.500 |
3,262.0 |
|
0.382 |
3,256.1 |
|
LOW |
3,237.0 |
|
0.618 |
3,206.1 |
|
1.000 |
3,187.0 |
|
1.618 |
3,156.1 |
|
2.618 |
3,106.1 |
|
4.250 |
3,024.5 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,266.7 |
3,266.8 |
| PP |
3,264.3 |
3,264.7 |
| S1 |
3,262.0 |
3,262.5 |
|