| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,928.75 |
5,981.25 |
52.50 |
0.9% |
5,956.50 |
| High |
5,991.75 |
6,004.00 |
12.25 |
0.2% |
5,984.75 |
| Low |
5,928.75 |
5,967.50 |
38.75 |
0.7% |
5,889.50 |
| Close |
5,982.50 |
5,996.50 |
14.00 |
0.2% |
5,916.25 |
| Range |
63.00 |
36.50 |
-26.50 |
-42.1% |
95.25 |
| ATR |
69.10 |
66.77 |
-2.33 |
-3.4% |
0.00 |
| Volume |
160,000 |
125,609 |
-34,391 |
-21.5% |
1,313,915 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,098.75 |
6,084.25 |
6,016.50 |
|
| R3 |
6,062.25 |
6,047.75 |
6,006.50 |
|
| R2 |
6,025.75 |
6,025.75 |
6,003.25 |
|
| R1 |
6,011.25 |
6,011.25 |
5,999.75 |
6,018.50 |
| PP |
5,989.25 |
5,989.25 |
5,989.25 |
5,993.00 |
| S1 |
5,974.75 |
5,974.75 |
5,993.25 |
5,982.00 |
| S2 |
5,952.75 |
5,952.75 |
5,989.75 |
|
| S3 |
5,916.25 |
5,938.25 |
5,986.50 |
|
| S4 |
5,879.75 |
5,901.75 |
5,976.50 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,216.00 |
6,161.25 |
5,968.75 |
|
| R3 |
6,120.75 |
6,066.00 |
5,942.50 |
|
| R2 |
6,025.50 |
6,025.50 |
5,933.75 |
|
| R1 |
5,970.75 |
5,970.75 |
5,925.00 |
5,950.50 |
| PP |
5,930.25 |
5,930.25 |
5,930.25 |
5,920.00 |
| S1 |
5,875.50 |
5,875.50 |
5,907.50 |
5,855.25 |
| S2 |
5,835.00 |
5,835.00 |
5,898.75 |
|
| S3 |
5,739.75 |
5,780.25 |
5,890.00 |
|
| S4 |
5,644.50 |
5,685.00 |
5,863.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,004.00 |
5,907.50 |
96.50 |
1.6% |
54.00 |
0.9% |
92% |
True |
False |
222,774 |
| 10 |
6,019.75 |
5,777.25 |
242.50 |
4.0% |
65.75 |
1.1% |
90% |
False |
False |
271,152 |
| 20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
66.50 |
1.1% |
91% |
False |
False |
303,489 |
| 40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
66.00 |
1.1% |
91% |
False |
False |
301,670 |
| 60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
71.00 |
1.2% |
95% |
False |
False |
303,545 |
| 80 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
68.75 |
1.1% |
95% |
False |
False |
265,730 |
| 100 |
6,019.75 |
5,433.75 |
586.00 |
9.8% |
63.50 |
1.1% |
96% |
False |
False |
212,639 |
| 120 |
6,019.75 |
5,320.00 |
699.75 |
11.7% |
60.50 |
1.0% |
97% |
False |
False |
177,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,159.00 |
|
2.618 |
6,099.50 |
|
1.618 |
6,063.00 |
|
1.000 |
6,040.50 |
|
0.618 |
6,026.50 |
|
HIGH |
6,004.00 |
|
0.618 |
5,990.00 |
|
0.500 |
5,985.75 |
|
0.382 |
5,981.50 |
|
LOW |
5,967.50 |
|
0.618 |
5,945.00 |
|
1.000 |
5,931.00 |
|
1.618 |
5,908.50 |
|
2.618 |
5,872.00 |
|
4.250 |
5,812.50 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,993.00 |
5,983.00 |
| PP |
5,989.25 |
5,969.25 |
| S1 |
5,985.75 |
5,955.75 |
|