| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,110.5 |
12,061.0 |
-49.5 |
-0.4% |
12,139.0 |
| High |
12,209.0 |
12,301.0 |
92.0 |
0.8% |
12,189.5 |
| Low |
12,038.5 |
12,050.0 |
11.5 |
0.1% |
11,863.0 |
| Close |
12,117.0 |
12,218.0 |
101.0 |
0.8% |
12,142.5 |
| Range |
170.5 |
251.0 |
80.5 |
47.2% |
326.5 |
| ATR |
144.0 |
151.7 |
7.6 |
5.3% |
0.0 |
| Volume |
111,775 |
111,100 |
-675 |
-0.6% |
424,652 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,942.7 |
12,831.3 |
12,356.1 |
|
| R3 |
12,691.7 |
12,580.3 |
12,287.0 |
|
| R2 |
12,440.7 |
12,440.7 |
12,264.0 |
|
| R1 |
12,329.3 |
12,329.3 |
12,241.0 |
12,385.0 |
| PP |
12,189.7 |
12,189.7 |
12,189.7 |
12,217.5 |
| S1 |
12,078.3 |
12,078.3 |
12,195.0 |
12,134.0 |
| S2 |
11,938.7 |
11,938.7 |
12,172.0 |
|
| S3 |
11,687.7 |
11,827.3 |
12,149.0 |
|
| S4 |
11,436.7 |
11,576.3 |
12,080.0 |
|
|
| 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 |
12,301.0 |
11,984.0 |
317.0 |
2.6% |
137.9 |
1.1% |
74% |
True |
False |
86,890 |
| 10 |
12,301.0 |
11,863.0 |
438.0 |
3.6% |
134.5 |
1.1% |
81% |
True |
False |
86,687 |
| 20 |
12,301.0 |
11,863.0 |
438.0 |
3.6% |
136.4 |
1.1% |
81% |
True |
False |
85,832 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.6% |
138.8 |
1.1% |
44% |
False |
False |
82,667 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
139.0 |
1.1% |
33% |
False |
False |
80,883 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
128.5 |
1.1% |
33% |
False |
False |
62,621 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
123.7 |
1.0% |
33% |
False |
False |
50,142 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.9% |
120.0 |
1.0% |
33% |
False |
False |
41,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,367.8 |
|
2.618 |
12,958.1 |
|
1.618 |
12,707.1 |
|
1.000 |
12,552.0 |
|
0.618 |
12,456.1 |
|
HIGH |
12,301.0 |
|
0.618 |
12,205.1 |
|
0.500 |
12,175.5 |
|
0.382 |
12,145.9 |
|
LOW |
12,050.0 |
|
0.618 |
11,894.9 |
|
1.000 |
11,799.0 |
|
1.618 |
11,643.9 |
|
2.618 |
11,392.9 |
|
4.250 |
10,983.3 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,203.8 |
12,201.9 |
| PP |
12,189.7 |
12,185.8 |
| S1 |
12,175.5 |
12,169.8 |
|