| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,264.5 |
12,260.0 |
-4.5 |
0.0% |
12,110.5 |
| High |
12,365.0 |
12,330.0 |
-35.0 |
-0.3% |
12,365.0 |
| Low |
12,259.5 |
12,242.5 |
-17.0 |
-0.1% |
12,038.5 |
| Close |
12,305.0 |
12,301.5 |
-3.5 |
0.0% |
12,301.5 |
| Range |
105.5 |
87.5 |
-18.0 |
-17.1% |
326.5 |
| ATR |
151.3 |
146.8 |
-4.6 |
-3.0% |
0.0 |
| Volume |
80,471 |
114,276 |
33,805 |
42.0% |
417,622 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,553.8 |
12,515.2 |
12,349.6 |
|
| R3 |
12,466.3 |
12,427.7 |
12,325.6 |
|
| R2 |
12,378.8 |
12,378.8 |
12,317.5 |
|
| R1 |
12,340.2 |
12,340.2 |
12,309.5 |
12,359.5 |
| PP |
12,291.3 |
12,291.3 |
12,291.3 |
12,301.0 |
| S1 |
12,252.7 |
12,252.7 |
12,293.5 |
12,272.0 |
| S2 |
12,203.8 |
12,203.8 |
12,285.5 |
|
| S3 |
12,116.3 |
12,165.2 |
12,277.4 |
|
| S4 |
12,028.8 |
12,077.7 |
12,253.4 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,214.5 |
13,084.5 |
12,481.1 |
|
| R3 |
12,888.0 |
12,758.0 |
12,391.3 |
|
| R2 |
12,561.5 |
12,561.5 |
12,361.4 |
|
| R1 |
12,431.5 |
12,431.5 |
12,331.4 |
12,496.5 |
| PP |
12,235.0 |
12,235.0 |
12,235.0 |
12,267.5 |
| S1 |
12,105.0 |
12,105.0 |
12,271.6 |
12,170.0 |
| S2 |
11,908.5 |
11,908.5 |
12,241.6 |
|
| S3 |
11,582.0 |
11,778.5 |
12,211.7 |
|
| S4 |
11,255.5 |
11,452.0 |
12,121.9 |
|
|
| 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 |
12,038.5 |
326.5 |
2.7% |
148.8 |
1.2% |
81% |
False |
False |
93,152 |
| 10 |
12,365.0 |
11,863.0 |
502.0 |
4.1% |
133.0 |
1.1% |
87% |
False |
False |
90,890 |
| 20 |
12,365.0 |
11,863.0 |
502.0 |
4.1% |
128.7 |
1.0% |
87% |
False |
False |
85,027 |
| 40 |
12,668.0 |
11,863.0 |
805.0 |
6.5% |
136.9 |
1.1% |
54% |
False |
False |
84,607 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
137.8 |
1.1% |
40% |
False |
False |
82,099 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
127.3 |
1.0% |
40% |
False |
False |
65,038 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
122.9 |
1.0% |
40% |
False |
False |
52,079 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.8% |
120.4 |
1.0% |
40% |
False |
False |
43,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,701.9 |
|
2.618 |
12,559.1 |
|
1.618 |
12,471.6 |
|
1.000 |
12,417.5 |
|
0.618 |
12,384.1 |
|
HIGH |
12,330.0 |
|
0.618 |
12,296.6 |
|
0.500 |
12,286.3 |
|
0.382 |
12,275.9 |
|
LOW |
12,242.5 |
|
0.618 |
12,188.4 |
|
1.000 |
12,155.0 |
|
1.618 |
12,100.9 |
|
2.618 |
12,013.4 |
|
4.250 |
11,870.6 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,296.4 |
12,270.2 |
| PP |
12,291.3 |
12,238.8 |
| S1 |
12,286.3 |
12,207.5 |
|