| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,488.25 |
2,497.00 |
8.75 |
0.4% |
2,461.25 |
| High |
2,497.00 |
2,497.50 |
0.50 |
0.0% |
2,471.25 |
| Low |
2,486.75 |
2,490.75 |
4.00 |
0.2% |
2,445.50 |
| Close |
2,496.00 |
2,496.50 |
0.50 |
0.0% |
2,462.50 |
| Range |
10.25 |
6.75 |
-3.50 |
-34.1% |
25.75 |
| ATR |
17.21 |
16.47 |
-0.75 |
-4.3% |
0.00 |
| Volume |
1,042,880 |
611,367 |
-431,513 |
-41.4% |
6,475,211 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.25 |
2,512.50 |
2,500.25 |
|
| R3 |
2,508.50 |
2,505.75 |
2,498.25 |
|
| R2 |
2,501.75 |
2,501.75 |
2,497.75 |
|
| R1 |
2,499.00 |
2,499.00 |
2,497.00 |
2,497.00 |
| PP |
2,495.00 |
2,495.00 |
2,495.00 |
2,494.00 |
| S1 |
2,492.25 |
2,492.25 |
2,496.00 |
2,490.25 |
| S2 |
2,488.25 |
2,488.25 |
2,495.25 |
|
| S3 |
2,481.50 |
2,485.50 |
2,494.75 |
|
| S4 |
2,474.75 |
2,478.75 |
2,492.75 |
|
|
| 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 |
2,497.50 |
2,456.75 |
40.75 |
1.6% |
12.00 |
0.5% |
98% |
True |
False |
1,153,009 |
| 10 |
2,497.50 |
2,442.75 |
54.75 |
2.2% |
14.50 |
0.6% |
98% |
True |
False |
1,357,406 |
| 20 |
2,497.50 |
2,415.75 |
81.75 |
3.3% |
17.50 |
0.7% |
99% |
True |
False |
1,414,416 |
| 40 |
2,497.50 |
2,415.75 |
81.75 |
3.3% |
16.00 |
0.6% |
99% |
True |
False |
1,323,530 |
| 60 |
2,497.50 |
2,402.25 |
95.25 |
3.8% |
16.50 |
0.7% |
99% |
True |
False |
1,306,846 |
| 80 |
2,497.50 |
2,375.50 |
122.00 |
4.9% |
15.75 |
0.6% |
99% |
True |
False |
1,149,885 |
| 100 |
2,497.50 |
2,341.75 |
155.75 |
6.2% |
15.75 |
0.6% |
99% |
True |
False |
920,857 |
| 120 |
2,497.50 |
2,314.75 |
182.75 |
7.3% |
16.50 |
0.7% |
99% |
True |
False |
767,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.25 |
|
2.618 |
2,515.25 |
|
1.618 |
2,508.50 |
|
1.000 |
2,504.25 |
|
0.618 |
2,501.75 |
|
HIGH |
2,497.50 |
|
0.618 |
2,495.00 |
|
0.500 |
2,494.00 |
|
0.382 |
2,493.25 |
|
LOW |
2,490.75 |
|
0.618 |
2,486.50 |
|
1.000 |
2,484.00 |
|
1.618 |
2,479.75 |
|
2.618 |
2,473.00 |
|
4.250 |
2,462.00 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.75 |
2,492.00 |
| PP |
2,495.00 |
2,487.25 |
| S1 |
2,494.00 |
2,482.75 |
|