| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,470.25 |
2,461.25 |
-9.00 |
-0.4% |
2,442.00 |
| High |
2,479.75 |
2,471.25 |
-8.50 |
-0.3% |
2,479.75 |
| Low |
2,470.00 |
2,445.50 |
-24.50 |
-1.0% |
2,421.00 |
| Close |
2,474.25 |
2,459.75 |
-14.50 |
-0.6% |
2,474.25 |
| Range |
9.75 |
25.75 |
16.00 |
164.1% |
58.75 |
| ATR |
17.69 |
18.48 |
0.79 |
4.5% |
0.00 |
| Volume |
1,057,024 |
2,123,649 |
1,066,625 |
100.9% |
6,679,610 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.00 |
2,523.75 |
2,474.00 |
|
| R3 |
2,510.25 |
2,498.00 |
2,466.75 |
|
| R2 |
2,484.50 |
2,484.50 |
2,464.50 |
|
| R1 |
2,472.25 |
2,472.25 |
2,462.00 |
2,465.50 |
| PP |
2,458.75 |
2,458.75 |
2,458.75 |
2,455.50 |
| S1 |
2,446.50 |
2,446.50 |
2,457.50 |
2,439.75 |
| S2 |
2,433.00 |
2,433.00 |
2,455.00 |
|
| S3 |
2,407.25 |
2,420.75 |
2,452.75 |
|
| S4 |
2,381.50 |
2,395.00 |
2,445.50 |
|
|
| 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% |
20.00 |
0.8% |
66% |
False |
False |
1,570,041 |
| 10 |
2,479.75 |
2,421.00 |
58.75 |
2.4% |
18.50 |
0.8% |
66% |
False |
False |
1,403,244 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
20.50 |
0.8% |
60% |
False |
False |
1,519,860 |
| 40 |
2,488.50 |
2,410.25 |
78.25 |
3.2% |
16.25 |
0.7% |
63% |
False |
False |
1,297,087 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.75 |
0.7% |
67% |
False |
False |
1,357,059 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.50 |
0.7% |
80% |
False |
False |
1,058,617 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
83% |
False |
False |
847,596 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.75 |
0.7% |
83% |
False |
False |
706,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.75 |
|
2.618 |
2,538.75 |
|
1.618 |
2,513.00 |
|
1.000 |
2,497.00 |
|
0.618 |
2,487.25 |
|
HIGH |
2,471.25 |
|
0.618 |
2,461.50 |
|
0.500 |
2,458.50 |
|
0.382 |
2,455.25 |
|
LOW |
2,445.50 |
|
0.618 |
2,429.50 |
|
1.000 |
2,419.75 |
|
1.618 |
2,403.75 |
|
2.618 |
2,378.00 |
|
4.250 |
2,336.00 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.25 |
2,462.50 |
| PP |
2,458.75 |
2,461.75 |
| S1 |
2,458.50 |
2,460.75 |
|