| 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 |
10,147.0 |
10,148.5 |
1.5 |
0.0% |
10,155.0 |
| High |
10,378.5 |
10,205.5 |
-173.0 |
-1.7% |
10,378.5 |
| Low |
10,135.0 |
9,960.0 |
-175.0 |
-1.7% |
9,888.0 |
| Close |
10,327.0 |
10,055.5 |
-271.5 |
-2.6% |
10,055.5 |
| Range |
243.5 |
245.5 |
2.0 |
0.8% |
490.5 |
| ATR |
281.0 |
287.1 |
6.1 |
2.2% |
0.0 |
| Volume |
977 |
2,907 |
1,930 |
197.5% |
10,741 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,810.2 |
10,678.3 |
10,190.5 |
|
| R3 |
10,564.7 |
10,432.8 |
10,123.0 |
|
| R2 |
10,319.2 |
10,319.2 |
10,100.5 |
|
| R1 |
10,187.3 |
10,187.3 |
10,078.0 |
10,130.5 |
| PP |
10,073.7 |
10,073.7 |
10,073.7 |
10,045.3 |
| S1 |
9,941.8 |
9,941.8 |
10,033.0 |
9,885.0 |
| S2 |
9,828.2 |
9,828.2 |
10,010.5 |
|
| S3 |
9,582.7 |
9,696.3 |
9,988.0 |
|
| S4 |
9,337.2 |
9,450.8 |
9,920.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,578.8 |
11,307.7 |
10,325.3 |
|
| R3 |
11,088.3 |
10,817.2 |
10,190.4 |
|
| R2 |
10,597.8 |
10,597.8 |
10,145.4 |
|
| R1 |
10,326.7 |
10,326.7 |
10,100.5 |
10,217.0 |
| PP |
10,107.3 |
10,107.3 |
10,107.3 |
10,052.5 |
| S1 |
9,836.2 |
9,836.2 |
10,010.5 |
9,726.5 |
| S2 |
9,616.8 |
9,616.8 |
9,965.6 |
|
| S3 |
9,126.3 |
9,345.7 |
9,920.6 |
|
| S4 |
8,635.8 |
8,855.2 |
9,785.7 |
|
|
| 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 |
4.9% |
206.9 |
2.1% |
34% |
False |
False |
2,148 |
| 10 |
10,380.0 |
9,320.0 |
1,060.0 |
10.5% |
282.2 |
2.8% |
69% |
False |
False |
2,055 |
| 20 |
11,615.0 |
9,320.0 |
2,295.0 |
22.8% |
263.7 |
2.6% |
32% |
False |
False |
1,407 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.8% |
209.6 |
2.1% |
30% |
False |
False |
869 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.8% |
216.8 |
2.2% |
30% |
False |
False |
719 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.7% |
206.2 |
2.1% |
29% |
False |
False |
560 |
| 100 |
12,210.0 |
9,320.0 |
2,890.0 |
28.7% |
208.7 |
2.1% |
25% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,248.9 |
|
2.618 |
10,848.2 |
|
1.618 |
10,602.7 |
|
1.000 |
10,451.0 |
|
0.618 |
10,357.2 |
|
HIGH |
10,205.5 |
|
0.618 |
10,111.7 |
|
0.500 |
10,082.8 |
|
0.382 |
10,053.8 |
|
LOW |
9,960.0 |
|
0.618 |
9,808.3 |
|
1.000 |
9,714.5 |
|
1.618 |
9,562.8 |
|
2.618 |
9,317.3 |
|
4.250 |
8,916.6 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,082.8 |
10,169.3 |
| PP |
10,073.7 |
10,131.3 |
| S1 |
10,064.6 |
10,093.4 |
|