| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,468.00 |
2,488.25 |
20.25 |
0.8% |
2,461.25 |
| High |
2,489.00 |
2,497.00 |
8.00 |
0.3% |
2,471.25 |
| Low |
2,468.00 |
2,486.75 |
18.75 |
0.8% |
2,445.50 |
| Close |
2,487.50 |
2,496.00 |
8.50 |
0.3% |
2,462.50 |
| Range |
21.00 |
10.25 |
-10.75 |
-51.2% |
25.75 |
| ATR |
17.75 |
17.21 |
-0.54 |
-3.0% |
0.00 |
| Volume |
1,333,316 |
1,042,880 |
-290,436 |
-21.8% |
6,475,211 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.00 |
2,520.25 |
2,501.75 |
|
| R3 |
2,513.75 |
2,510.00 |
2,498.75 |
|
| R2 |
2,503.50 |
2,503.50 |
2,498.00 |
|
| R1 |
2,499.75 |
2,499.75 |
2,497.00 |
2,501.50 |
| PP |
2,493.25 |
2,493.25 |
2,493.25 |
2,494.25 |
| S1 |
2,489.50 |
2,489.50 |
2,495.00 |
2,491.50 |
| S2 |
2,483.00 |
2,483.00 |
2,494.00 |
|
| S3 |
2,472.75 |
2,479.25 |
2,493.25 |
|
| S4 |
2,462.50 |
2,469.00 |
2,490.25 |
|
|
| 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 |
2,497.00 |
2,456.50 |
40.50 |
1.6% |
13.25 |
0.5% |
98% |
True |
False |
1,345,551 |
| 10 |
2,497.00 |
2,421.00 |
76.00 |
3.0% |
16.50 |
0.7% |
99% |
True |
False |
1,457,796 |
| 20 |
2,497.00 |
2,415.75 |
81.25 |
3.3% |
18.00 |
0.7% |
99% |
True |
False |
1,436,857 |
| 40 |
2,497.00 |
2,415.75 |
81.25 |
3.3% |
16.25 |
0.6% |
99% |
True |
False |
1,335,525 |
| 60 |
2,497.00 |
2,402.25 |
94.75 |
3.8% |
16.50 |
0.7% |
99% |
True |
False |
1,317,046 |
| 80 |
2,497.00 |
2,358.50 |
138.50 |
5.5% |
16.00 |
0.6% |
99% |
True |
False |
1,142,345 |
| 100 |
2,497.00 |
2,337.75 |
159.25 |
6.4% |
16.00 |
0.6% |
99% |
True |
False |
914,761 |
| 120 |
2,497.00 |
2,314.75 |
182.25 |
7.3% |
16.50 |
0.7% |
99% |
True |
False |
762,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.50 |
|
2.618 |
2,523.75 |
|
1.618 |
2,513.50 |
|
1.000 |
2,507.25 |
|
0.618 |
2,503.25 |
|
HIGH |
2,497.00 |
|
0.618 |
2,493.00 |
|
0.500 |
2,492.00 |
|
0.382 |
2,490.75 |
|
LOW |
2,486.75 |
|
0.618 |
2,480.50 |
|
1.000 |
2,476.50 |
|
1.618 |
2,470.25 |
|
2.618 |
2,460.00 |
|
4.250 |
2,443.25 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,494.50 |
2,489.50 |
| PP |
2,493.25 |
2,483.25 |
| S1 |
2,492.00 |
2,477.00 |
|