| 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 |
3,193.0 |
3,175.0 |
-18.0 |
-0.6% |
3,146.0 |
| High |
3,215.0 |
3,221.0 |
6.0 |
0.2% |
3,287.0 |
| Low |
3,134.0 |
3,157.0 |
23.0 |
0.7% |
2,950.0 |
| Close |
3,170.0 |
3,194.0 |
24.0 |
0.8% |
3,267.0 |
| Range |
81.0 |
64.0 |
-17.0 |
-21.0% |
337.0 |
| ATR |
91.7 |
89.7 |
-2.0 |
-2.2% |
0.0 |
| Volume |
8,628 |
12,463 |
3,835 |
44.4% |
92,089 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,382.7 |
3,352.3 |
3,229.2 |
|
| R3 |
3,318.7 |
3,288.3 |
3,211.6 |
|
| R2 |
3,254.7 |
3,254.7 |
3,205.7 |
|
| R1 |
3,224.3 |
3,224.3 |
3,199.9 |
3,239.5 |
| PP |
3,190.7 |
3,190.7 |
3,190.7 |
3,198.3 |
| S1 |
3,160.3 |
3,160.3 |
3,188.1 |
3,175.5 |
| S2 |
3,126.7 |
3,126.7 |
3,182.3 |
|
| S3 |
3,062.7 |
3,096.3 |
3,176.4 |
|
| S4 |
2,998.7 |
3,032.3 |
3,158.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,179.0 |
4,060.0 |
3,452.4 |
|
| R3 |
3,842.0 |
3,723.0 |
3,359.7 |
|
| R2 |
3,505.0 |
3,505.0 |
3,328.8 |
|
| R1 |
3,386.0 |
3,386.0 |
3,297.9 |
3,445.5 |
| PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,197.8 |
| S1 |
3,049.0 |
3,049.0 |
3,236.1 |
3,108.5 |
| S2 |
2,831.0 |
2,831.0 |
3,205.2 |
|
| S3 |
2,494.0 |
2,712.0 |
3,174.3 |
|
| S4 |
2,157.0 |
2,375.0 |
3,081.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,287.0 |
3,134.0 |
153.0 |
4.8% |
61.6 |
1.9% |
39% |
False |
False |
6,983 |
| 10 |
3,416.0 |
2,950.0 |
466.0 |
14.6% |
103.1 |
3.2% |
52% |
False |
False |
12,677 |
| 20 |
3,677.0 |
2,950.0 |
727.0 |
22.8% |
81.6 |
2.6% |
34% |
False |
False |
6,558 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
68.1 |
2.1% |
33% |
False |
False |
3,814 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
71.1 |
2.2% |
33% |
False |
False |
4,191 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.5% |
64.8 |
2.0% |
33% |
False |
False |
3,212 |
| 100 |
3,740.0 |
2,950.0 |
790.0 |
24.7% |
60.9 |
1.9% |
31% |
False |
False |
2,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,493.0 |
|
2.618 |
3,388.6 |
|
1.618 |
3,324.6 |
|
1.000 |
3,285.0 |
|
0.618 |
3,260.6 |
|
HIGH |
3,221.0 |
|
0.618 |
3,196.6 |
|
0.500 |
3,189.0 |
|
0.382 |
3,181.4 |
|
LOW |
3,157.0 |
|
0.618 |
3,117.4 |
|
1.000 |
3,093.0 |
|
1.618 |
3,053.4 |
|
2.618 |
2,989.4 |
|
4.250 |
2,885.0 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,192.3 |
3,203.0 |
| PP |
3,190.7 |
3,200.0 |
| S1 |
3,189.0 |
3,197.0 |
|