| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,466.50 |
2,468.00 |
1.50 |
0.1% |
2,461.25 |
| High |
2,467.50 |
2,489.00 |
21.50 |
0.9% |
2,471.25 |
| Low |
2,456.75 |
2,468.00 |
11.25 |
0.5% |
2,445.50 |
| Close |
2,462.50 |
2,487.50 |
25.00 |
1.0% |
2,462.50 |
| Range |
10.75 |
21.00 |
10.25 |
95.3% |
25.75 |
| ATR |
17.08 |
17.75 |
0.67 |
3.9% |
0.00 |
| Volume |
1,242,750 |
1,333,316 |
90,566 |
7.3% |
6,475,211 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.50 |
2,537.00 |
2,499.00 |
|
| R3 |
2,523.50 |
2,516.00 |
2,493.25 |
|
| R2 |
2,502.50 |
2,502.50 |
2,491.25 |
|
| R1 |
2,495.00 |
2,495.00 |
2,489.50 |
2,498.75 |
| PP |
2,481.50 |
2,481.50 |
2,481.50 |
2,483.50 |
| S1 |
2,474.00 |
2,474.00 |
2,485.50 |
2,477.75 |
| S2 |
2,460.50 |
2,460.50 |
2,483.75 |
|
| S3 |
2,439.50 |
2,453.00 |
2,481.75 |
|
| S4 |
2,418.50 |
2,432.00 |
2,476.00 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.00 |
2,525.50 |
2,476.75 |
|
| R3 |
2,511.25 |
2,499.75 |
2,469.50 |
|
| R2 |
2,485.50 |
2,485.50 |
2,467.25 |
|
| R1 |
2,474.00 |
2,474.00 |
2,464.75 |
2,479.75 |
| PP |
2,459.75 |
2,459.75 |
2,459.75 |
2,462.50 |
| S1 |
2,448.25 |
2,448.25 |
2,460.25 |
2,454.00 |
| S2 |
2,434.00 |
2,434.00 |
2,457.75 |
|
| S3 |
2,408.25 |
2,422.50 |
2,455.50 |
|
| S4 |
2,382.50 |
2,396.75 |
2,448.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,489.00 |
2,445.50 |
43.50 |
1.7% |
16.25 |
0.7% |
97% |
True |
False |
1,561,705 |
| 10 |
2,489.00 |
2,421.00 |
68.00 |
2.7% |
16.75 |
0.7% |
98% |
True |
False |
1,448,813 |
| 20 |
2,489.00 |
2,415.75 |
73.25 |
2.9% |
18.50 |
0.7% |
98% |
True |
False |
1,458,237 |
| 40 |
2,489.00 |
2,415.75 |
73.25 |
2.9% |
16.00 |
0.6% |
98% |
True |
False |
1,331,015 |
| 60 |
2,489.00 |
2,402.25 |
86.75 |
3.5% |
16.75 |
0.7% |
98% |
True |
False |
1,321,942 |
| 80 |
2,489.00 |
2,341.75 |
147.25 |
5.9% |
16.25 |
0.7% |
99% |
True |
False |
1,129,401 |
| 100 |
2,489.00 |
2,330.00 |
159.00 |
6.4% |
16.00 |
0.6% |
99% |
True |
False |
904,359 |
| 120 |
2,489.00 |
2,314.75 |
174.25 |
7.0% |
16.50 |
0.7% |
99% |
True |
False |
753,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.25 |
|
2.618 |
2,544.00 |
|
1.618 |
2,523.00 |
|
1.000 |
2,510.00 |
|
0.618 |
2,502.00 |
|
HIGH |
2,489.00 |
|
0.618 |
2,481.00 |
|
0.500 |
2,478.50 |
|
0.382 |
2,476.00 |
|
LOW |
2,468.00 |
|
0.618 |
2,455.00 |
|
1.000 |
2,447.00 |
|
1.618 |
2,434.00 |
|
2.618 |
2,413.00 |
|
4.250 |
2,378.75 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.50 |
2,482.50 |
| PP |
2,481.50 |
2,477.75 |
| S1 |
2,478.50 |
2,473.00 |
|