| 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 |
3,216.0 |
3,210.0 |
-6.0 |
-0.2% |
3,234.0 |
| High |
3,285.0 |
3,228.0 |
-57.0 |
-1.7% |
3,285.0 |
| Low |
3,207.0 |
3,140.0 |
-67.0 |
-2.1% |
3,134.0 |
| Close |
3,260.0 |
3,173.0 |
-87.0 |
-2.7% |
3,173.0 |
| Range |
78.0 |
88.0 |
10.0 |
12.8% |
151.0 |
| ATR |
89.8 |
92.0 |
2.2 |
2.4% |
0.0 |
| Volume |
25,664 |
30,863 |
5,199 |
20.3% |
86,585 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,444.3 |
3,396.7 |
3,221.4 |
|
| R3 |
3,356.3 |
3,308.7 |
3,197.2 |
|
| R2 |
3,268.3 |
3,268.3 |
3,189.1 |
|
| R1 |
3,220.7 |
3,220.7 |
3,181.1 |
3,200.5 |
| PP |
3,180.3 |
3,180.3 |
3,180.3 |
3,170.3 |
| S1 |
3,132.7 |
3,132.7 |
3,164.9 |
3,112.5 |
| S2 |
3,092.3 |
3,092.3 |
3,156.9 |
|
| S3 |
3,004.3 |
3,044.7 |
3,148.8 |
|
| S4 |
2,916.3 |
2,956.7 |
3,124.6 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,650.3 |
3,562.7 |
3,256.1 |
|
| R3 |
3,499.3 |
3,411.7 |
3,214.5 |
|
| R2 |
3,348.3 |
3,348.3 |
3,200.7 |
|
| R1 |
3,260.7 |
3,260.7 |
3,186.8 |
3,229.0 |
| PP |
3,197.3 |
3,197.3 |
3,197.3 |
3,181.5 |
| S1 |
3,109.7 |
3,109.7 |
3,159.2 |
3,078.0 |
| S2 |
3,046.3 |
3,046.3 |
3,145.3 |
|
| S3 |
2,895.3 |
2,958.7 |
3,131.5 |
|
| S4 |
2,744.3 |
2,807.7 |
3,090.0 |
|
|
| 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 |
4.8% |
70.4 |
2.2% |
26% |
False |
False |
17,317 |
| 10 |
3,287.0 |
2,950.0 |
337.0 |
10.6% |
95.2 |
3.0% |
66% |
False |
False |
17,867 |
| 20 |
3,669.0 |
2,950.0 |
719.0 |
22.7% |
86.6 |
2.7% |
31% |
False |
False |
9,369 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
68.0 |
2.1% |
30% |
False |
False |
5,175 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
71.4 |
2.2% |
30% |
False |
False |
5,104 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
64.9 |
2.0% |
30% |
False |
False |
3,903 |
| 100 |
3,706.0 |
2,950.0 |
756.0 |
23.8% |
61.9 |
2.0% |
29% |
False |
False |
3,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,602.0 |
|
2.618 |
3,458.4 |
|
1.618 |
3,370.4 |
|
1.000 |
3,316.0 |
|
0.618 |
3,282.4 |
|
HIGH |
3,228.0 |
|
0.618 |
3,194.4 |
|
0.500 |
3,184.0 |
|
0.382 |
3,173.6 |
|
LOW |
3,140.0 |
|
0.618 |
3,085.6 |
|
1.000 |
3,052.0 |
|
1.618 |
2,997.6 |
|
2.618 |
2,909.6 |
|
4.250 |
2,766.0 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,184.0 |
3,212.5 |
| PP |
3,180.3 |
3,199.3 |
| S1 |
3,176.7 |
3,186.2 |
|