| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,368.5 |
12,489.0 |
120.5 |
1.0% |
12,110.5 |
| High |
12,509.0 |
12,559.0 |
50.0 |
0.4% |
12,365.0 |
| Low |
12,368.5 |
12,489.0 |
120.5 |
1.0% |
12,038.5 |
| Close |
12,466.0 |
12,523.5 |
57.5 |
0.5% |
12,301.5 |
| Range |
140.5 |
70.0 |
-70.5 |
-50.2% |
326.5 |
| ATR |
151.1 |
147.0 |
-4.2 |
-2.7% |
0.0 |
| Volume |
124,329 |
122,244 |
-2,085 |
-1.7% |
417,622 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,733.8 |
12,698.7 |
12,562.0 |
|
| R3 |
12,663.8 |
12,628.7 |
12,542.8 |
|
| R2 |
12,593.8 |
12,593.8 |
12,536.3 |
|
| R1 |
12,558.7 |
12,558.7 |
12,529.9 |
12,576.3 |
| PP |
12,523.8 |
12,523.8 |
12,523.8 |
12,532.6 |
| S1 |
12,488.7 |
12,488.7 |
12,517.1 |
12,506.3 |
| S2 |
12,453.8 |
12,453.8 |
12,510.7 |
|
| S3 |
12,383.8 |
12,418.7 |
12,504.3 |
|
| S4 |
12,313.8 |
12,348.7 |
12,485.0 |
|
|
| 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 |
12,559.0 |
12,050.0 |
509.0 |
4.1% |
130.9 |
1.0% |
93% |
True |
False |
110,484 |
| 10 |
12,559.0 |
11,863.0 |
696.0 |
5.6% |
130.4 |
1.0% |
95% |
True |
False |
95,826 |
| 20 |
12,559.0 |
11,863.0 |
696.0 |
5.6% |
126.5 |
1.0% |
95% |
True |
False |
89,983 |
| 40 |
12,569.0 |
11,863.0 |
706.0 |
5.6% |
136.4 |
1.1% |
94% |
False |
False |
86,706 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
137.1 |
1.1% |
61% |
False |
False |
83,721 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
127.6 |
1.0% |
61% |
False |
False |
68,109 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
123.2 |
1.0% |
61% |
False |
False |
54,542 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
8.7% |
120.2 |
1.0% |
61% |
False |
False |
45,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,856.5 |
|
2.618 |
12,742.3 |
|
1.618 |
12,672.3 |
|
1.000 |
12,629.0 |
|
0.618 |
12,602.3 |
|
HIGH |
12,559.0 |
|
0.618 |
12,532.3 |
|
0.500 |
12,524.0 |
|
0.382 |
12,515.7 |
|
LOW |
12,489.0 |
|
0.618 |
12,445.7 |
|
1.000 |
12,419.0 |
|
1.618 |
12,375.7 |
|
2.618 |
12,305.7 |
|
4.250 |
12,191.5 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,524.0 |
12,482.6 |
| PP |
12,523.8 |
12,441.7 |
| S1 |
12,523.7 |
12,400.8 |
|