| 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 |
10,038.0 |
10,147.0 |
109.0 |
1.1% |
9,815.5 |
| High |
10,125.0 |
10,378.5 |
253.5 |
2.5% |
10,380.0 |
| Low |
9,970.0 |
10,135.0 |
165.0 |
1.7% |
9,320.0 |
| Close |
10,068.5 |
10,327.0 |
258.5 |
2.6% |
10,272.0 |
| Range |
155.0 |
243.5 |
88.5 |
57.1% |
1,060.0 |
| ATR |
278.7 |
281.0 |
2.2 |
0.8% |
0.0 |
| Volume |
1,014 |
977 |
-37 |
-3.6% |
9,816 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,010.7 |
10,912.3 |
10,460.9 |
|
| R3 |
10,767.2 |
10,668.8 |
10,394.0 |
|
| R2 |
10,523.7 |
10,523.7 |
10,371.6 |
|
| R1 |
10,425.3 |
10,425.3 |
10,349.3 |
10,474.5 |
| PP |
10,280.2 |
10,280.2 |
10,280.2 |
10,304.8 |
| S1 |
10,181.8 |
10,181.8 |
10,304.7 |
10,231.0 |
| S2 |
10,036.7 |
10,036.7 |
10,282.4 |
|
| S3 |
9,793.2 |
9,938.3 |
10,260.0 |
|
| S4 |
9,549.7 |
9,694.8 |
10,193.1 |
|
|
| 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 |
10,378.5 |
9,888.0 |
490.5 |
4.7% |
189.2 |
1.8% |
90% |
True |
False |
1,985 |
| 10 |
10,429.0 |
9,320.0 |
1,109.0 |
10.7% |
302.3 |
2.9% |
91% |
False |
False |
2,116 |
| 20 |
11,615.0 |
9,320.0 |
2,295.0 |
22.2% |
257.1 |
2.5% |
44% |
False |
False |
1,268 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.1% |
209.5 |
2.0% |
40% |
False |
False |
803 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.1% |
217.0 |
2.1% |
40% |
False |
False |
674 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.0% |
206.9 |
2.0% |
39% |
False |
False |
525 |
| 100 |
12,352.0 |
9,320.0 |
3,032.0 |
29.4% |
207.2 |
2.0% |
33% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,413.4 |
|
2.618 |
11,016.0 |
|
1.618 |
10,772.5 |
|
1.000 |
10,622.0 |
|
0.618 |
10,529.0 |
|
HIGH |
10,378.5 |
|
0.618 |
10,285.5 |
|
0.500 |
10,256.8 |
|
0.382 |
10,228.0 |
|
LOW |
10,135.0 |
|
0.618 |
9,984.5 |
|
1.000 |
9,891.5 |
|
1.618 |
9,741.0 |
|
2.618 |
9,497.5 |
|
4.250 |
9,100.1 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,303.6 |
10,262.4 |
| PP |
10,280.2 |
10,197.8 |
| S1 |
10,256.8 |
10,133.3 |
|