| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,061.0 |
12,264.5 |
203.5 |
1.7% |
12,139.0 |
| High |
12,301.0 |
12,365.0 |
64.0 |
0.5% |
12,189.5 |
| Low |
12,050.0 |
12,259.5 |
209.5 |
1.7% |
11,863.0 |
| Close |
12,218.0 |
12,305.0 |
87.0 |
0.7% |
12,142.5 |
| Range |
251.0 |
105.5 |
-145.5 |
-58.0% |
326.5 |
| ATR |
151.7 |
151.3 |
-0.3 |
-0.2% |
0.0 |
| Volume |
111,100 |
80,471 |
-30,629 |
-27.6% |
424,652 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,626.3 |
12,571.2 |
12,363.0 |
|
| R3 |
12,520.8 |
12,465.7 |
12,334.0 |
|
| R2 |
12,415.3 |
12,415.3 |
12,324.3 |
|
| R1 |
12,360.2 |
12,360.2 |
12,314.7 |
12,387.8 |
| PP |
12,309.8 |
12,309.8 |
12,309.8 |
12,323.6 |
| S1 |
12,254.7 |
12,254.7 |
12,295.3 |
12,282.3 |
| S2 |
12,204.3 |
12,204.3 |
12,285.7 |
|
| S3 |
12,098.8 |
12,149.2 |
12,276.0 |
|
| S4 |
11,993.3 |
12,043.7 |
12,247.0 |
|
|
| 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 |
12,365.0 |
12,028.5 |
336.5 |
2.7% |
148.3 |
1.2% |
82% |
True |
False |
86,357 |
| 10 |
12,365.0 |
11,863.0 |
502.0 |
4.1% |
133.2 |
1.1% |
88% |
True |
False |
87,266 |
| 20 |
12,365.0 |
11,863.0 |
502.0 |
4.1% |
135.1 |
1.1% |
88% |
True |
False |
84,590 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.6% |
136.4 |
1.1% |
55% |
False |
False |
83,227 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
138.8 |
1.1% |
41% |
False |
False |
81,155 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
129.1 |
1.0% |
41% |
False |
False |
63,618 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
124.0 |
1.0% |
41% |
False |
False |
50,941 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
120.4 |
1.0% |
41% |
False |
False |
42,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,813.4 |
|
2.618 |
12,641.2 |
|
1.618 |
12,535.7 |
|
1.000 |
12,470.5 |
|
0.618 |
12,430.2 |
|
HIGH |
12,365.0 |
|
0.618 |
12,324.7 |
|
0.500 |
12,312.3 |
|
0.382 |
12,299.8 |
|
LOW |
12,259.5 |
|
0.618 |
12,194.3 |
|
1.000 |
12,154.0 |
|
1.618 |
12,088.8 |
|
2.618 |
11,983.3 |
|
4.250 |
11,811.1 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,312.3 |
12,270.6 |
| PP |
12,309.8 |
12,236.2 |
| S1 |
12,307.4 |
12,201.8 |
|