| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,043.0 |
12,061.5 |
18.5 |
0.2% |
12,139.0 |
| High |
12,113.5 |
12,189.5 |
76.0 |
0.6% |
12,189.5 |
| Low |
12,028.5 |
12,060.0 |
31.5 |
0.3% |
11,863.0 |
| Close |
12,066.0 |
12,142.5 |
76.5 |
0.6% |
12,142.5 |
| Range |
85.0 |
129.5 |
44.5 |
52.4% |
326.5 |
| ATR |
142.9 |
142.0 |
-1.0 |
-0.7% |
0.0 |
| Volume |
80,298 |
48,141 |
-32,157 |
-40.0% |
424,652 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,519.2 |
12,460.3 |
12,213.7 |
|
| R3 |
12,389.7 |
12,330.8 |
12,178.1 |
|
| R2 |
12,260.2 |
12,260.2 |
12,166.2 |
|
| R1 |
12,201.3 |
12,201.3 |
12,154.4 |
12,230.8 |
| PP |
12,130.7 |
12,130.7 |
12,130.7 |
12,145.4 |
| S1 |
12,071.8 |
12,071.8 |
12,130.6 |
12,101.3 |
| S2 |
12,001.2 |
12,001.2 |
12,118.8 |
|
| S3 |
11,871.7 |
11,942.3 |
12,106.9 |
|
| S4 |
11,742.2 |
11,812.8 |
12,071.3 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,044.5 |
12,920.0 |
12,322.1 |
|
| R3 |
12,718.0 |
12,593.5 |
12,232.3 |
|
| R2 |
12,391.5 |
12,391.5 |
12,202.4 |
|
| R1 |
12,267.0 |
12,267.0 |
12,172.4 |
12,329.3 |
| PP |
12,065.0 |
12,065.0 |
12,065.0 |
12,096.1 |
| S1 |
11,940.5 |
11,940.5 |
12,112.6 |
12,002.8 |
| S2 |
11,738.5 |
11,738.5 |
12,082.6 |
|
| S3 |
11,412.0 |
11,614.0 |
12,052.7 |
|
| S4 |
11,085.5 |
11,287.5 |
11,962.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,189.5 |
11,863.0 |
326.5 |
2.7% |
118.4 |
1.0% |
86% |
True |
False |
84,930 |
| 10 |
12,267.0 |
11,863.0 |
404.0 |
3.3% |
121.3 |
1.0% |
69% |
False |
False |
78,937 |
| 20 |
12,331.0 |
11,863.0 |
468.0 |
3.9% |
128.8 |
1.1% |
60% |
False |
False |
83,113 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.7% |
133.6 |
1.1% |
35% |
False |
False |
81,095 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
135.9 |
1.1% |
26% |
False |
False |
79,399 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
125.3 |
1.0% |
26% |
False |
False |
59,840 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
122.3 |
1.0% |
26% |
False |
False |
47,916 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
117.3 |
1.0% |
26% |
False |
False |
39,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,739.9 |
|
2.618 |
12,528.5 |
|
1.618 |
12,399.0 |
|
1.000 |
12,319.0 |
|
0.618 |
12,269.5 |
|
HIGH |
12,189.5 |
|
0.618 |
12,140.0 |
|
0.500 |
12,124.8 |
|
0.382 |
12,109.5 |
|
LOW |
12,060.0 |
|
0.618 |
11,980.0 |
|
1.000 |
11,930.5 |
|
1.618 |
11,850.5 |
|
2.618 |
11,721.0 |
|
4.250 |
11,509.6 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,136.6 |
12,123.9 |
| PP |
12,130.7 |
12,105.3 |
| S1 |
12,124.8 |
12,086.8 |
|