| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,981.25 |
5,999.00 |
17.75 |
0.3% |
5,956.50 |
| High |
6,004.00 |
6,005.25 |
1.25 |
0.0% |
5,984.75 |
| Low |
5,967.50 |
5,975.50 |
8.00 |
0.1% |
5,889.50 |
| Close |
5,996.50 |
6,002.00 |
5.50 |
0.1% |
5,916.25 |
| Range |
36.50 |
29.75 |
-6.75 |
-18.5% |
95.25 |
| ATR |
66.77 |
64.13 |
-2.64 |
-4.0% |
0.00 |
| Volume |
125,609 |
76,177 |
-49,432 |
-39.4% |
1,313,915 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,083.50 |
6,072.50 |
6,018.25 |
|
| R3 |
6,053.75 |
6,042.75 |
6,010.25 |
|
| R2 |
6,024.00 |
6,024.00 |
6,007.50 |
|
| R1 |
6,013.00 |
6,013.00 |
6,004.75 |
6,018.50 |
| PP |
5,994.25 |
5,994.25 |
5,994.25 |
5,997.00 |
| S1 |
5,983.25 |
5,983.25 |
5,999.25 |
5,988.75 |
| S2 |
5,964.50 |
5,964.50 |
5,996.50 |
|
| S3 |
5,934.75 |
5,953.50 |
5,993.75 |
|
| S4 |
5,905.00 |
5,923.75 |
5,985.75 |
|
|
| 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 |
6,005.25 |
5,907.50 |
97.75 |
1.6% |
48.50 |
0.8% |
97% |
True |
False |
170,854 |
| 10 |
6,019.75 |
5,862.50 |
157.25 |
2.6% |
58.75 |
1.0% |
89% |
False |
False |
245,336 |
| 20 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
65.50 |
1.1% |
93% |
False |
False |
294,807 |
| 40 |
6,019.75 |
5,752.25 |
267.50 |
4.5% |
64.75 |
1.1% |
93% |
False |
False |
297,424 |
| 60 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
69.75 |
1.2% |
96% |
False |
False |
300,282 |
| 80 |
6,019.75 |
5,560.25 |
459.50 |
7.7% |
68.50 |
1.1% |
96% |
False |
False |
266,677 |
| 100 |
6,019.75 |
5,475.00 |
544.75 |
9.1% |
63.50 |
1.1% |
97% |
False |
False |
213,400 |
| 120 |
6,019.75 |
5,320.00 |
699.75 |
11.7% |
60.50 |
1.0% |
97% |
False |
False |
177,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,131.75 |
|
2.618 |
6,083.25 |
|
1.618 |
6,053.50 |
|
1.000 |
6,035.00 |
|
0.618 |
6,023.75 |
|
HIGH |
6,005.25 |
|
0.618 |
5,994.00 |
|
0.500 |
5,990.50 |
|
0.382 |
5,986.75 |
|
LOW |
5,975.50 |
|
0.618 |
5,957.00 |
|
1.000 |
5,945.75 |
|
1.618 |
5,927.25 |
|
2.618 |
5,897.50 |
|
4.250 |
5,849.00 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,998.00 |
5,990.25 |
| PP |
5,994.25 |
5,978.75 |
| S1 |
5,990.50 |
5,967.00 |
|