| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,496.25 |
2,496.00 |
-0.25 |
0.0% |
2,468.00 |
| High |
2,498.25 |
2,496.83 |
-1.42 |
-0.1% |
2,498.25 |
| Low |
2,489.50 |
2,489.50 |
0.00 |
0.0% |
2,468.00 |
| Close |
2,496.50 |
2,496.83 |
0.33 |
0.0% |
2,496.83 |
| Range |
8.75 |
7.33 |
-1.42 |
-16.2% |
30.25 |
| ATR |
15.92 |
15.30 |
-0.61 |
-3.9% |
0.00 |
| Volume |
419,698 |
54,760 |
-364,938 |
-87.0% |
3,462,021 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.50 |
2,514.00 |
2,500.75 |
|
| R3 |
2,509.00 |
2,506.50 |
2,498.75 |
|
| R2 |
2,501.75 |
2,501.75 |
2,498.25 |
|
| R1 |
2,499.25 |
2,499.25 |
2,497.50 |
2,500.50 |
| PP |
2,494.50 |
2,494.50 |
2,494.50 |
2,495.00 |
| S1 |
2,492.00 |
2,492.00 |
2,496.25 |
2,493.25 |
| S2 |
2,487.00 |
2,487.00 |
2,495.50 |
|
| S3 |
2,479.75 |
2,484.50 |
2,494.75 |
|
| S4 |
2,472.50 |
2,477.25 |
2,492.75 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.50 |
2,568.00 |
2,513.50 |
|
| R3 |
2,548.25 |
2,537.75 |
2,505.25 |
|
| R2 |
2,518.00 |
2,518.00 |
2,502.50 |
|
| R1 |
2,507.50 |
2,507.50 |
2,499.50 |
2,512.75 |
| PP |
2,487.75 |
2,487.75 |
2,487.75 |
2,490.25 |
| S1 |
2,477.25 |
2,477.25 |
2,494.00 |
2,482.50 |
| S2 |
2,457.50 |
2,457.50 |
2,491.25 |
|
| S3 |
2,427.25 |
2,447.00 |
2,488.50 |
|
| S4 |
2,397.00 |
2,416.75 |
2,480.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,498.25 |
2,468.00 |
30.25 |
1.2% |
10.75 |
0.4% |
95% |
False |
False |
692,404 |
| 10 |
2,498.25 |
2,445.50 |
52.75 |
2.1% |
12.50 |
0.5% |
97% |
False |
False |
1,099,425 |
| 20 |
2,498.25 |
2,415.75 |
82.50 |
3.3% |
15.50 |
0.6% |
98% |
False |
False |
1,269,464 |
| 40 |
2,498.25 |
2,415.75 |
82.50 |
3.3% |
15.75 |
0.6% |
98% |
False |
False |
1,283,763 |
| 60 |
2,498.25 |
2,402.25 |
96.00 |
3.8% |
16.25 |
0.6% |
99% |
False |
False |
1,269,641 |
| 80 |
2,498.25 |
2,392.25 |
106.00 |
4.2% |
15.75 |
0.6% |
99% |
False |
False |
1,155,680 |
| 100 |
2,498.25 |
2,341.75 |
156.50 |
6.3% |
15.50 |
0.6% |
99% |
False |
False |
925,504 |
| 120 |
2,498.25 |
2,320.00 |
178.25 |
7.1% |
16.25 |
0.6% |
99% |
False |
False |
771,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.00 |
|
2.618 |
2,516.00 |
|
1.618 |
2,508.75 |
|
1.000 |
2,504.25 |
|
0.618 |
2,501.25 |
|
HIGH |
2,496.75 |
|
0.618 |
2,494.00 |
|
0.500 |
2,493.25 |
|
0.382 |
2,492.25 |
|
LOW |
2,489.50 |
|
0.618 |
2,485.00 |
|
1.000 |
2,482.25 |
|
1.618 |
2,477.75 |
|
2.618 |
2,470.25 |
|
4.250 |
2,458.25 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.50 |
2,495.75 |
| PP |
2,494.50 |
2,494.75 |
| S1 |
2,493.25 |
2,494.00 |
|