| 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 |
3,194.0 |
3,224.0 |
30.0 |
0.9% |
3,137.0 |
| High |
3,233.0 |
3,297.0 |
64.0 |
2.0% |
3,302.0 |
| Low |
3,167.0 |
3,218.0 |
51.0 |
1.6% |
2,951.0 |
| Close |
3,205.0 |
3,272.0 |
67.0 |
2.1% |
3,279.0 |
| Range |
66.0 |
79.0 |
13.0 |
19.7% |
351.0 |
| ATR |
93.9 |
93.7 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,410,360 |
1,420,012 |
9,652 |
0.7% |
8,405,549 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,499.3 |
3,464.7 |
3,315.5 |
|
| R3 |
3,420.3 |
3,385.7 |
3,293.7 |
|
| R2 |
3,341.3 |
3,341.3 |
3,286.5 |
|
| R1 |
3,306.7 |
3,306.7 |
3,279.2 |
3,324.0 |
| PP |
3,262.3 |
3,262.3 |
3,262.3 |
3,271.0 |
| S1 |
3,227.7 |
3,227.7 |
3,264.8 |
3,245.0 |
| S2 |
3,183.3 |
3,183.3 |
3,257.5 |
|
| S3 |
3,104.3 |
3,148.7 |
3,250.3 |
|
| S4 |
3,025.3 |
3,069.7 |
3,228.6 |
|
|
| 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 |
3,297.0 |
3,143.0 |
154.0 |
4.7% |
65.8 |
2.0% |
84% |
True |
False |
1,316,337 |
| 10 |
3,354.0 |
2,951.0 |
403.0 |
12.3% |
105.5 |
3.2% |
80% |
False |
False |
1,754,032 |
| 20 |
3,682.0 |
2,951.0 |
731.0 |
22.3% |
87.0 |
2.7% |
44% |
False |
False |
1,432,235 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
71.6 |
2.2% |
42% |
False |
False |
1,152,528 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
76.6 |
2.3% |
42% |
False |
False |
1,226,969 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
74.1 |
2.3% |
42% |
False |
False |
930,575 |
| 100 |
3,751.0 |
2,951.0 |
800.0 |
24.4% |
73.6 |
2.2% |
40% |
False |
False |
744,957 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
24.8% |
68.0 |
2.1% |
40% |
False |
False |
621,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,632.8 |
|
2.618 |
3,503.8 |
|
1.618 |
3,424.8 |
|
1.000 |
3,376.0 |
|
0.618 |
3,345.8 |
|
HIGH |
3,297.0 |
|
0.618 |
3,266.8 |
|
0.500 |
3,257.5 |
|
0.382 |
3,248.2 |
|
LOW |
3,218.0 |
|
0.618 |
3,169.2 |
|
1.000 |
3,139.0 |
|
1.618 |
3,090.2 |
|
2.618 |
3,011.2 |
|
4.250 |
2,882.3 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,267.2 |
3,254.7 |
| PP |
3,262.3 |
3,237.3 |
| S1 |
3,257.5 |
3,220.0 |
|