| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3,418.0 |
3,426.0 |
8.0 |
0.2% |
3,428.0 |
| High |
3,438.0 |
3,455.0 |
17.0 |
0.5% |
3,455.0 |
| Low |
3,413.0 |
3,426.0 |
13.0 |
0.4% |
3,361.0 |
| Close |
3,424.0 |
3,444.0 |
20.0 |
0.6% |
3,444.0 |
| Range |
25.0 |
29.0 |
4.0 |
16.0% |
94.0 |
| ATR |
39.3 |
38.7 |
-0.6 |
-1.5% |
0.0 |
| Volume |
861,680 |
773,139 |
-88,541 |
-10.3% |
4,147,268 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,528.7 |
3,515.3 |
3,460.0 |
|
| R3 |
3,499.7 |
3,486.3 |
3,452.0 |
|
| R2 |
3,470.7 |
3,470.7 |
3,449.3 |
|
| R1 |
3,457.3 |
3,457.3 |
3,446.7 |
3,464.0 |
| PP |
3,441.7 |
3,441.7 |
3,441.7 |
3,445.0 |
| S1 |
3,428.3 |
3,428.3 |
3,441.3 |
3,435.0 |
| S2 |
3,412.7 |
3,412.7 |
3,438.7 |
|
| S3 |
3,383.7 |
3,399.3 |
3,436.0 |
|
| S4 |
3,354.7 |
3,370.3 |
3,428.1 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,702.0 |
3,667.0 |
3,495.7 |
|
| R3 |
3,608.0 |
3,573.0 |
3,469.9 |
|
| R2 |
3,514.0 |
3,514.0 |
3,461.2 |
|
| R1 |
3,479.0 |
3,479.0 |
3,452.6 |
3,496.5 |
| PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,428.8 |
| S1 |
3,385.0 |
3,385.0 |
3,435.4 |
3,402.5 |
| S2 |
3,326.0 |
3,326.0 |
3,426.8 |
|
| S3 |
3,232.0 |
3,291.0 |
3,418.2 |
|
| S4 |
3,138.0 |
3,197.0 |
3,392.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,455.0 |
3,361.0 |
94.0 |
2.7% |
29.6 |
0.9% |
88% |
True |
False |
829,453 |
| 10 |
3,466.0 |
3,361.0 |
105.0 |
3.0% |
30.0 |
0.9% |
79% |
False |
False |
747,046 |
| 20 |
3,523.0 |
3,361.0 |
162.0 |
4.7% |
33.6 |
1.0% |
51% |
False |
False |
817,422 |
| 40 |
3,534.0 |
3,361.0 |
173.0 |
5.0% |
36.5 |
1.1% |
48% |
False |
False |
807,043 |
| 60 |
3,592.0 |
3,361.0 |
231.0 |
6.7% |
38.7 |
1.1% |
36% |
False |
False |
854,995 |
| 80 |
3,616.0 |
3,361.0 |
255.0 |
7.4% |
36.5 |
1.1% |
33% |
False |
False |
649,340 |
| 100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.8 |
1.0% |
40% |
False |
False |
519,565 |
| 120 |
3,634.0 |
3,303.0 |
331.0 |
9.6% |
35.0 |
1.0% |
43% |
False |
False |
433,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,578.3 |
|
2.618 |
3,530.9 |
|
1.618 |
3,501.9 |
|
1.000 |
3,484.0 |
|
0.618 |
3,472.9 |
|
HIGH |
3,455.0 |
|
0.618 |
3,443.9 |
|
0.500 |
3,440.5 |
|
0.382 |
3,437.1 |
|
LOW |
3,426.0 |
|
0.618 |
3,408.1 |
|
1.000 |
3,397.0 |
|
1.618 |
3,379.1 |
|
2.618 |
3,350.1 |
|
4.250 |
3,302.8 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,442.8 |
3,437.7 |
| PP |
3,441.7 |
3,431.3 |
| S1 |
3,440.5 |
3,425.0 |
|