| 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 |
3,199.0 |
3,194.0 |
-5.0 |
-0.2% |
3,137.0 |
| High |
3,230.0 |
3,233.0 |
3.0 |
0.1% |
3,302.0 |
| Low |
3,143.0 |
3,167.0 |
24.0 |
0.8% |
2,951.0 |
| Close |
3,182.0 |
3,205.0 |
23.0 |
0.7% |
3,279.0 |
| Range |
87.0 |
66.0 |
-21.0 |
-24.1% |
351.0 |
| ATR |
96.0 |
93.9 |
-2.1 |
-2.2% |
0.0 |
| Volume |
1,275,898 |
1,410,360 |
134,462 |
10.5% |
8,405,549 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.7 |
3,368.3 |
3,241.3 |
|
| R3 |
3,333.7 |
3,302.3 |
3,223.2 |
|
| R2 |
3,267.7 |
3,267.7 |
3,217.1 |
|
| R1 |
3,236.3 |
3,236.3 |
3,211.1 |
3,252.0 |
| PP |
3,201.7 |
3,201.7 |
3,201.7 |
3,209.5 |
| S1 |
3,170.3 |
3,170.3 |
3,199.0 |
3,186.0 |
| S2 |
3,135.7 |
3,135.7 |
3,192.9 |
|
| S3 |
3,069.7 |
3,104.3 |
3,186.9 |
|
| S4 |
3,003.7 |
3,038.3 |
3,168.7 |
|
|
| 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 |
3,143.0 |
159.0 |
5.0% |
65.8 |
2.1% |
39% |
False |
False |
1,243,584 |
| 10 |
3,428.0 |
2,951.0 |
477.0 |
14.9% |
108.7 |
3.4% |
53% |
False |
False |
1,823,472 |
| 20 |
3,688.0 |
2,951.0 |
737.0 |
23.0% |
85.0 |
2.7% |
34% |
False |
False |
1,393,905 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.8% |
72.1 |
2.2% |
33% |
False |
False |
1,159,971 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.8% |
77.2 |
2.4% |
33% |
False |
False |
1,209,906 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.8% |
74.1 |
2.3% |
33% |
False |
False |
912,829 |
| 100 |
3,761.0 |
2,951.0 |
810.0 |
25.3% |
73.1 |
2.3% |
31% |
False |
False |
730,791 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.3% |
67.3 |
2.1% |
31% |
False |
False |
609,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,513.5 |
|
2.618 |
3,405.8 |
|
1.618 |
3,339.8 |
|
1.000 |
3,299.0 |
|
0.618 |
3,273.8 |
|
HIGH |
3,233.0 |
|
0.618 |
3,207.8 |
|
0.500 |
3,200.0 |
|
0.382 |
3,192.2 |
|
LOW |
3,167.0 |
|
0.618 |
3,126.2 |
|
1.000 |
3,101.0 |
|
1.618 |
3,060.2 |
|
2.618 |
2,994.2 |
|
4.250 |
2,886.5 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,203.3 |
3,215.0 |
| PP |
3,201.7 |
3,211.7 |
| S1 |
3,200.0 |
3,208.3 |
|