| 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 |
3,224.0 |
3,217.0 |
-7.0 |
-0.2% |
3,251.0 |
| High |
3,297.0 |
3,240.0 |
-57.0 |
-1.7% |
3,297.0 |
| Low |
3,218.0 |
3,152.0 |
-66.0 |
-2.1% |
3,143.0 |
| Close |
3,272.0 |
3,185.0 |
-87.0 |
-2.7% |
3,185.0 |
| Range |
79.0 |
88.0 |
9.0 |
11.4% |
154.0 |
| ATR |
93.7 |
95.6 |
1.9 |
2.0% |
0.0 |
| Volume |
1,420,012 |
566,158 |
-853,854 |
-60.1% |
6,311,442 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,456.3 |
3,408.7 |
3,233.4 |
|
| R3 |
3,368.3 |
3,320.7 |
3,209.2 |
|
| R2 |
3,280.3 |
3,280.3 |
3,201.1 |
|
| R1 |
3,232.7 |
3,232.7 |
3,193.1 |
3,212.5 |
| PP |
3,192.3 |
3,192.3 |
3,192.3 |
3,182.3 |
| S1 |
3,144.7 |
3,144.7 |
3,176.9 |
3,124.5 |
| S2 |
3,104.3 |
3,104.3 |
3,168.9 |
|
| S3 |
3,016.3 |
3,056.7 |
3,160.8 |
|
| S4 |
2,928.3 |
2,968.7 |
3,136.6 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,670.3 |
3,581.7 |
3,269.7 |
|
| R3 |
3,516.3 |
3,427.7 |
3,227.4 |
|
| R2 |
3,362.3 |
3,362.3 |
3,213.2 |
|
| R1 |
3,273.7 |
3,273.7 |
3,199.1 |
3,241.0 |
| PP |
3,208.3 |
3,208.3 |
3,208.3 |
3,192.0 |
| S1 |
3,119.7 |
3,119.7 |
3,170.9 |
3,087.0 |
| S2 |
3,054.3 |
3,054.3 |
3,156.8 |
|
| S3 |
2,900.3 |
2,965.7 |
3,142.7 |
|
| S4 |
2,746.3 |
2,811.7 |
3,100.3 |
|
|
| 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 |
4.8% |
74.0 |
2.3% |
27% |
False |
False |
1,262,288 |
| 10 |
3,302.0 |
2,951.0 |
351.0 |
11.0% |
99.7 |
3.1% |
67% |
False |
False |
1,471,699 |
| 20 |
3,682.0 |
2,951.0 |
731.0 |
23.0% |
89.6 |
2.8% |
32% |
False |
False |
1,426,992 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
71.6 |
2.2% |
31% |
False |
False |
1,131,428 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
76.8 |
2.4% |
31% |
False |
False |
1,229,801 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
74.2 |
2.3% |
31% |
False |
False |
937,649 |
| 100 |
3,746.0 |
2,951.0 |
795.0 |
25.0% |
73.9 |
2.3% |
29% |
False |
False |
750,617 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.4% |
68.5 |
2.2% |
29% |
False |
False |
625,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,614.0 |
|
2.618 |
3,470.4 |
|
1.618 |
3,382.4 |
|
1.000 |
3,328.0 |
|
0.618 |
3,294.4 |
|
HIGH |
3,240.0 |
|
0.618 |
3,206.4 |
|
0.500 |
3,196.0 |
|
0.382 |
3,185.6 |
|
LOW |
3,152.0 |
|
0.618 |
3,097.6 |
|
1.000 |
3,064.0 |
|
1.618 |
3,009.6 |
|
2.618 |
2,921.6 |
|
4.250 |
2,778.0 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,196.0 |
3,224.5 |
| PP |
3,192.3 |
3,211.3 |
| S1 |
3,188.7 |
3,198.2 |
|