| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
10,155.0 |
10,019.0 |
-136.0 |
-1.3% |
9,815.5 |
| High |
10,302.5 |
10,111.0 |
-191.5 |
-1.9% |
10,380.0 |
| Low |
10,135.0 |
9,888.0 |
-247.0 |
-2.4% |
9,320.0 |
| Close |
10,248.5 |
9,997.0 |
-251.5 |
-2.5% |
10,272.0 |
| Range |
167.5 |
223.0 |
55.5 |
33.1% |
1,060.0 |
| ATR |
282.7 |
288.2 |
5.6 |
2.0% |
0.0 |
| Volume |
1,995 |
3,848 |
1,853 |
92.9% |
9,816 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,667.7 |
10,555.3 |
10,119.7 |
|
| R3 |
10,444.7 |
10,332.3 |
10,058.3 |
|
| R2 |
10,221.7 |
10,221.7 |
10,037.9 |
|
| R1 |
10,109.3 |
10,109.3 |
10,017.4 |
10,054.0 |
| PP |
9,998.7 |
9,998.7 |
9,998.7 |
9,971.0 |
| S1 |
9,886.3 |
9,886.3 |
9,976.6 |
9,831.0 |
| S2 |
9,775.7 |
9,775.7 |
9,956.1 |
|
| S3 |
9,552.7 |
9,663.3 |
9,935.7 |
|
| S4 |
9,329.7 |
9,440.3 |
9,874.4 |
|
|
| 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 |
10,380.0 |
9,858.5 |
521.5 |
5.2% |
216.8 |
2.2% |
27% |
False |
False |
2,185 |
| 10 |
10,855.0 |
9,320.0 |
1,535.0 |
15.4% |
314.1 |
3.1% |
44% |
False |
False |
2,033 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
23.5% |
252.3 |
2.5% |
29% |
False |
False |
1,184 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.9% |
209.2 |
2.1% |
27% |
False |
False |
761 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.9% |
218.6 |
2.2% |
27% |
False |
False |
646 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.8% |
207.6 |
2.1% |
26% |
False |
False |
502 |
| 100 |
12,388.0 |
9,320.0 |
3,068.0 |
30.7% |
204.9 |
2.0% |
22% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,058.8 |
|
2.618 |
10,694.8 |
|
1.618 |
10,471.8 |
|
1.000 |
10,334.0 |
|
0.618 |
10,248.8 |
|
HIGH |
10,111.0 |
|
0.618 |
10,025.8 |
|
0.500 |
9,999.5 |
|
0.382 |
9,973.2 |
|
LOW |
9,888.0 |
|
0.618 |
9,750.2 |
|
1.000 |
9,665.0 |
|
1.618 |
9,527.2 |
|
2.618 |
9,304.2 |
|
4.250 |
8,940.3 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,999.5 |
10,117.5 |
| PP |
9,998.7 |
10,077.3 |
| S1 |
9,997.8 |
10,037.2 |
|