| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1,132.7 |
1,133.8 |
1.1 |
0.1% |
1,160.2 |
| High |
1,136.3 |
1,147.3 |
11.0 |
1.0% |
1,169.8 |
| Low |
1,125.0 |
1,133.8 |
8.8 |
0.8% |
1,116.9 |
| Close |
1,132.5 |
1,139.8 |
7.3 |
0.6% |
1,134.0 |
| Range |
11.3 |
13.5 |
2.2 |
19.5% |
52.9 |
| ATR |
17.4 |
17.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
98,950 |
128,865 |
29,915 |
30.2% |
966,100 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.8 |
1,173.8 |
1,147.2 |
|
| R3 |
1,167.3 |
1,160.3 |
1,143.5 |
|
| R2 |
1,153.8 |
1,153.8 |
1,142.3 |
|
| R1 |
1,146.8 |
1,146.8 |
1,141.0 |
1,150.3 |
| PP |
1,140.3 |
1,140.3 |
1,140.3 |
1,142.1 |
| S1 |
1,133.3 |
1,133.3 |
1,138.6 |
1,136.8 |
| S2 |
1,126.8 |
1,126.8 |
1,137.3 |
|
| S3 |
1,113.3 |
1,119.8 |
1,136.1 |
|
| S4 |
1,099.8 |
1,106.3 |
1,132.4 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.9 |
1,269.4 |
1,163.1 |
|
| R3 |
1,246.0 |
1,216.5 |
1,148.5 |
|
| R2 |
1,193.1 |
1,193.1 |
1,143.7 |
|
| R1 |
1,163.6 |
1,163.6 |
1,138.8 |
1,151.9 |
| PP |
1,140.2 |
1,140.2 |
1,140.2 |
1,134.4 |
| S1 |
1,110.7 |
1,110.7 |
1,129.2 |
1,099.0 |
| S2 |
1,087.3 |
1,087.3 |
1,124.3 |
|
| S3 |
1,034.4 |
1,057.8 |
1,119.5 |
|
| S4 |
981.5 |
1,004.9 |
1,104.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,147.3 |
1,116.9 |
30.4 |
2.7% |
16.5 |
1.4% |
75% |
True |
False |
146,017 |
| 10 |
1,169.8 |
1,115.5 |
54.3 |
4.8% |
18.9 |
1.7% |
45% |
False |
False |
173,150 |
| 20 |
1,169.8 |
1,081.4 |
88.4 |
7.8% |
17.0 |
1.5% |
66% |
False |
False |
154,653 |
| 40 |
1,169.8 |
1,073.7 |
96.1 |
8.4% |
16.6 |
1.5% |
69% |
False |
False |
107,049 |
| 60 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
15.3 |
1.3% |
49% |
False |
False |
72,596 |
| 80 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
41% |
False |
False |
55,399 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
41% |
False |
False |
44,830 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
41% |
False |
False |
37,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.7 |
|
2.618 |
1,182.6 |
|
1.618 |
1,169.1 |
|
1.000 |
1,160.8 |
|
0.618 |
1,155.6 |
|
HIGH |
1,147.3 |
|
0.618 |
1,142.1 |
|
0.500 |
1,140.6 |
|
0.382 |
1,139.0 |
|
LOW |
1,133.8 |
|
0.618 |
1,125.5 |
|
1.000 |
1,120.3 |
|
1.618 |
1,112.0 |
|
2.618 |
1,098.5 |
|
4.250 |
1,076.4 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,140.6 |
1,138.3 |
| PP |
1,140.3 |
1,136.7 |
| S1 |
1,140.1 |
1,135.2 |
|