| 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 |
3,175.0 |
3,216.0 |
41.0 |
1.3% |
3,146.0 |
| High |
3,221.0 |
3,285.0 |
64.0 |
2.0% |
3,287.0 |
| Low |
3,157.0 |
3,207.0 |
50.0 |
1.6% |
2,950.0 |
| Close |
3,194.0 |
3,260.0 |
66.0 |
2.1% |
3,267.0 |
| Range |
64.0 |
78.0 |
14.0 |
21.9% |
337.0 |
| ATR |
89.7 |
89.8 |
0.1 |
0.1% |
0.0 |
| Volume |
12,463 |
25,664 |
13,201 |
105.9% |
92,089 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,484.7 |
3,450.3 |
3,302.9 |
|
| R3 |
3,406.7 |
3,372.3 |
3,281.5 |
|
| R2 |
3,328.7 |
3,328.7 |
3,274.3 |
|
| R1 |
3,294.3 |
3,294.3 |
3,267.2 |
3,311.5 |
| PP |
3,250.7 |
3,250.7 |
3,250.7 |
3,259.3 |
| S1 |
3,216.3 |
3,216.3 |
3,252.9 |
3,233.5 |
| S2 |
3,172.7 |
3,172.7 |
3,245.7 |
|
| S3 |
3,094.7 |
3,138.3 |
3,238.6 |
|
| S4 |
3,016.7 |
3,060.3 |
3,217.1 |
|
|
| 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 |
3,285.0 |
3,134.0 |
151.0 |
4.6% |
61.2 |
1.9% |
83% |
True |
False |
11,676 |
| 10 |
3,340.0 |
2,950.0 |
390.0 |
12.0% |
100.4 |
3.1% |
79% |
False |
False |
15,115 |
| 20 |
3,669.0 |
2,950.0 |
719.0 |
22.1% |
83.9 |
2.6% |
43% |
False |
False |
7,834 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
67.6 |
2.1% |
41% |
False |
False |
4,443 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
71.3 |
2.2% |
41% |
False |
False |
4,612 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
64.8 |
2.0% |
41% |
False |
False |
3,533 |
| 100 |
3,732.0 |
2,950.0 |
782.0 |
24.0% |
61.1 |
1.9% |
40% |
False |
False |
2,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,616.5 |
|
2.618 |
3,489.2 |
|
1.618 |
3,411.2 |
|
1.000 |
3,363.0 |
|
0.618 |
3,333.2 |
|
HIGH |
3,285.0 |
|
0.618 |
3,255.2 |
|
0.500 |
3,246.0 |
|
0.382 |
3,236.8 |
|
LOW |
3,207.0 |
|
0.618 |
3,158.8 |
|
1.000 |
3,129.0 |
|
1.618 |
3,080.8 |
|
2.618 |
3,002.8 |
|
4.250 |
2,875.5 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,255.3 |
3,243.2 |
| PP |
3,250.7 |
3,226.3 |
| S1 |
3,246.0 |
3,209.5 |
|