| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,461.25 |
2,460.25 |
-1.00 |
0.0% |
2,442.00 |
| High |
2,471.25 |
2,469.00 |
-2.25 |
-0.1% |
2,479.75 |
| Low |
2,445.50 |
2,456.50 |
11.00 |
0.4% |
2,421.00 |
| Close |
2,459.75 |
2,465.50 |
5.75 |
0.2% |
2,474.25 |
| Range |
25.75 |
12.50 |
-13.25 |
-51.5% |
58.75 |
| ATR |
18.48 |
18.05 |
-0.43 |
-2.3% |
0.00 |
| Volume |
2,123,649 |
1,574,076 |
-549,573 |
-25.9% |
6,679,610 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.25 |
2,495.75 |
2,472.50 |
|
| R3 |
2,488.75 |
2,483.25 |
2,469.00 |
|
| R2 |
2,476.25 |
2,476.25 |
2,467.75 |
|
| R1 |
2,470.75 |
2,470.75 |
2,466.75 |
2,473.50 |
| PP |
2,463.75 |
2,463.75 |
2,463.75 |
2,465.00 |
| S1 |
2,458.25 |
2,458.25 |
2,464.25 |
2,461.00 |
| S2 |
2,451.25 |
2,451.25 |
2,463.25 |
|
| S3 |
2,438.75 |
2,445.75 |
2,462.00 |
|
| S4 |
2,426.25 |
2,433.25 |
2,458.50 |
|
|
| 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 |
2,442.75 |
37.00 |
1.5% |
17.00 |
0.7% |
61% |
False |
False |
1,561,803 |
| 10 |
2,479.75 |
2,421.00 |
58.75 |
2.4% |
17.25 |
0.7% |
76% |
False |
False |
1,423,936 |
| 20 |
2,479.75 |
2,415.75 |
64.00 |
2.6% |
20.25 |
0.8% |
78% |
False |
False |
1,530,181 |
| 40 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
16.25 |
0.7% |
68% |
False |
False |
1,308,132 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.75 |
0.7% |
73% |
False |
False |
1,347,033 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.50 |
0.7% |
84% |
False |
False |
1,078,243 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.8% |
16.25 |
0.7% |
86% |
False |
False |
863,311 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.75 |
0.7% |
87% |
False |
False |
719,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.00 |
|
2.618 |
2,501.75 |
|
1.618 |
2,489.25 |
|
1.000 |
2,481.50 |
|
0.618 |
2,476.75 |
|
HIGH |
2,469.00 |
|
0.618 |
2,464.25 |
|
0.500 |
2,462.75 |
|
0.382 |
2,461.25 |
|
LOW |
2,456.50 |
|
0.618 |
2,448.75 |
|
1.000 |
2,444.00 |
|
1.618 |
2,436.25 |
|
2.618 |
2,423.75 |
|
4.250 |
2,403.50 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.50 |
2,464.50 |
| PP |
2,463.75 |
2,463.50 |
| S1 |
2,462.75 |
2,462.50 |
|