| 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 |
2,455.25 |
2,470.25 |
15.00 |
0.6% |
2,442.00 |
| High |
2,474.25 |
2,479.75 |
5.50 |
0.2% |
2,479.75 |
| Low |
2,454.75 |
2,470.00 |
15.25 |
0.6% |
2,421.00 |
| Close |
2,470.00 |
2,474.25 |
4.25 |
0.2% |
2,474.25 |
| Range |
19.50 |
9.75 |
-9.75 |
-50.0% |
58.75 |
| ATR |
18.30 |
17.69 |
-0.61 |
-3.3% |
0.00 |
| Volume |
1,752,826 |
1,057,024 |
-695,802 |
-39.7% |
6,679,610 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.00 |
2,498.75 |
2,479.50 |
|
| R3 |
2,494.25 |
2,489.00 |
2,477.00 |
|
| R2 |
2,484.50 |
2,484.50 |
2,476.00 |
|
| R1 |
2,479.25 |
2,479.25 |
2,475.25 |
2,482.00 |
| PP |
2,474.75 |
2,474.75 |
2,474.75 |
2,476.00 |
| S1 |
2,469.50 |
2,469.50 |
2,473.25 |
2,472.00 |
| S2 |
2,465.00 |
2,465.00 |
2,472.50 |
|
| S3 |
2,455.25 |
2,459.75 |
2,471.50 |
|
| S4 |
2,445.50 |
2,450.00 |
2,469.00 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,634.50 |
2,613.25 |
2,506.50 |
|
| R3 |
2,575.75 |
2,554.50 |
2,490.50 |
|
| R2 |
2,517.00 |
2,517.00 |
2,485.00 |
|
| R1 |
2,495.75 |
2,495.75 |
2,479.75 |
2,506.50 |
| PP |
2,458.25 |
2,458.25 |
2,458.25 |
2,463.75 |
| S1 |
2,437.00 |
2,437.00 |
2,468.75 |
2,447.50 |
| S2 |
2,399.50 |
2,399.50 |
2,463.50 |
|
| S3 |
2,340.75 |
2,378.25 |
2,458.00 |
|
| S4 |
2,282.00 |
2,319.50 |
2,442.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,479.75 |
2,421.00 |
58.75 |
2.4% |
17.25 |
0.7% |
91% |
True |
False |
1,335,922 |
| 10 |
2,479.75 |
2,415.75 |
64.00 |
2.6% |
17.50 |
0.7% |
91% |
True |
False |
1,324,875 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
2.9% |
19.50 |
0.8% |
80% |
False |
False |
1,443,663 |
| 40 |
2,488.50 |
2,410.25 |
78.25 |
3.2% |
16.00 |
0.6% |
82% |
False |
False |
1,265,526 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
17.00 |
0.7% |
83% |
False |
False |
1,356,602 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
5.9% |
16.50 |
0.7% |
90% |
False |
False |
1,032,114 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.8% |
16.25 |
0.7% |
92% |
False |
False |
826,374 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.75 |
0.7% |
92% |
False |
False |
688,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.25 |
|
2.618 |
2,505.25 |
|
1.618 |
2,495.50 |
|
1.000 |
2,489.50 |
|
0.618 |
2,485.75 |
|
HIGH |
2,479.75 |
|
0.618 |
2,476.00 |
|
0.500 |
2,475.00 |
|
0.382 |
2,473.75 |
|
LOW |
2,470.00 |
|
0.618 |
2,464.00 |
|
1.000 |
2,460.25 |
|
1.618 |
2,454.25 |
|
2.618 |
2,444.50 |
|
4.250 |
2,428.50 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.00 |
2,470.00 |
| PP |
2,474.75 |
2,465.50 |
| S1 |
2,474.50 |
2,461.25 |
|