| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,260.0 |
12,368.5 |
108.5 |
0.9% |
12,110.5 |
| High |
12,330.0 |
12,509.0 |
179.0 |
1.5% |
12,365.0 |
| Low |
12,242.5 |
12,368.5 |
126.0 |
1.0% |
12,038.5 |
| Close |
12,301.5 |
12,466.0 |
164.5 |
1.3% |
12,301.5 |
| Range |
87.5 |
140.5 |
53.0 |
60.6% |
326.5 |
| ATR |
146.8 |
151.1 |
4.3 |
3.0% |
0.0 |
| Volume |
114,276 |
124,329 |
10,053 |
8.8% |
417,622 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,869.3 |
12,808.2 |
12,543.3 |
|
| R3 |
12,728.8 |
12,667.7 |
12,504.6 |
|
| R2 |
12,588.3 |
12,588.3 |
12,491.8 |
|
| R1 |
12,527.2 |
12,527.2 |
12,478.9 |
12,557.8 |
| PP |
12,447.8 |
12,447.8 |
12,447.8 |
12,463.1 |
| S1 |
12,386.7 |
12,386.7 |
12,453.1 |
12,417.3 |
| S2 |
12,307.3 |
12,307.3 |
12,440.2 |
|
| S3 |
12,166.8 |
12,246.2 |
12,427.4 |
|
| S4 |
12,026.3 |
12,105.7 |
12,388.7 |
|
|
| 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 |
12,509.0 |
12,038.5 |
470.5 |
3.8% |
151.0 |
1.2% |
91% |
True |
False |
108,390 |
| 10 |
12,509.0 |
11,863.0 |
646.0 |
5.2% |
134.7 |
1.1% |
93% |
True |
False |
96,660 |
| 20 |
12,509.0 |
11,863.0 |
646.0 |
5.2% |
129.9 |
1.0% |
93% |
True |
False |
87,583 |
| 40 |
12,668.0 |
11,863.0 |
805.0 |
6.5% |
138.1 |
1.1% |
75% |
False |
False |
86,074 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
136.9 |
1.1% |
56% |
False |
False |
82,903 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
127.4 |
1.0% |
56% |
False |
False |
66,585 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
123.6 |
1.0% |
56% |
False |
False |
53,320 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
121.4 |
1.0% |
56% |
False |
False |
44,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,106.1 |
|
2.618 |
12,876.8 |
|
1.618 |
12,736.3 |
|
1.000 |
12,649.5 |
|
0.618 |
12,595.8 |
|
HIGH |
12,509.0 |
|
0.618 |
12,455.3 |
|
0.500 |
12,438.8 |
|
0.382 |
12,422.2 |
|
LOW |
12,368.5 |
|
0.618 |
12,281.7 |
|
1.000 |
12,228.0 |
|
1.618 |
12,141.2 |
|
2.618 |
12,000.7 |
|
4.250 |
11,771.4 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,456.9 |
12,435.9 |
| PP |
12,447.8 |
12,405.8 |
| S1 |
12,438.8 |
12,375.8 |
|