| 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 |
10,019.0 |
10,038.0 |
19.0 |
0.2% |
9,815.5 |
| High |
10,111.0 |
10,125.0 |
14.0 |
0.1% |
10,380.0 |
| Low |
9,888.0 |
9,970.0 |
82.0 |
0.8% |
9,320.0 |
| Close |
9,997.0 |
10,068.5 |
71.5 |
0.7% |
10,272.0 |
| Range |
223.0 |
155.0 |
-68.0 |
-30.5% |
1,060.0 |
| ATR |
288.2 |
278.7 |
-9.5 |
-3.3% |
0.0 |
| Volume |
3,848 |
1,014 |
-2,834 |
-73.6% |
9,816 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,519.5 |
10,449.0 |
10,153.8 |
|
| R3 |
10,364.5 |
10,294.0 |
10,111.1 |
|
| R2 |
10,209.5 |
10,209.5 |
10,096.9 |
|
| R1 |
10,139.0 |
10,139.0 |
10,082.7 |
10,174.3 |
| PP |
10,054.5 |
10,054.5 |
10,054.5 |
10,072.1 |
| S1 |
9,984.0 |
9,984.0 |
10,054.3 |
10,019.3 |
| S2 |
9,899.5 |
9,899.5 |
10,040.1 |
|
| S3 |
9,744.5 |
9,829.0 |
10,025.9 |
|
| S4 |
9,589.5 |
9,674.0 |
9,983.3 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,170.7 |
12,781.3 |
10,855.0 |
|
| R3 |
12,110.7 |
11,721.3 |
10,563.5 |
|
| R2 |
11,050.7 |
11,050.7 |
10,466.3 |
|
| R1 |
10,661.3 |
10,661.3 |
10,369.2 |
10,856.0 |
| PP |
9,990.7 |
9,990.7 |
9,990.7 |
10,088.0 |
| S1 |
9,601.3 |
9,601.3 |
10,174.8 |
9,796.0 |
| S2 |
8,930.7 |
8,930.7 |
10,077.7 |
|
| S3 |
7,870.7 |
8,541.3 |
9,980.5 |
|
| S4 |
6,810.7 |
7,481.3 |
9,689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,380.0 |
9,888.0 |
492.0 |
4.9% |
182.5 |
1.8% |
37% |
False |
False |
2,275 |
| 10 |
10,651.0 |
9,320.0 |
1,331.0 |
13.2% |
312.1 |
3.1% |
56% |
False |
False |
2,096 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
23.3% |
251.5 |
2.5% |
32% |
False |
False |
1,223 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.7% |
209.6 |
2.1% |
30% |
False |
False |
782 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.7% |
215.8 |
2.1% |
30% |
False |
False |
662 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.6% |
207.0 |
2.1% |
29% |
False |
False |
514 |
| 100 |
12,360.0 |
9,320.0 |
3,040.0 |
30.2% |
206.0 |
2.0% |
25% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,783.8 |
|
2.618 |
10,530.8 |
|
1.618 |
10,375.8 |
|
1.000 |
10,280.0 |
|
0.618 |
10,220.8 |
|
HIGH |
10,125.0 |
|
0.618 |
10,065.8 |
|
0.500 |
10,047.5 |
|
0.382 |
10,029.2 |
|
LOW |
9,970.0 |
|
0.618 |
9,874.2 |
|
1.000 |
9,815.0 |
|
1.618 |
9,719.2 |
|
2.618 |
9,564.2 |
|
4.250 |
9,311.3 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,061.5 |
10,095.3 |
| PP |
10,054.5 |
10,086.3 |
| S1 |
10,047.5 |
10,077.4 |
|