| 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 |
1,339.7 |
1,345.0 |
5.3 |
0.4% |
1,297.6 |
| High |
1,349.7 |
1,347.7 |
-2.0 |
-0.1% |
1,334.5 |
| Low |
1,331.1 |
1,336.4 |
5.3 |
0.4% |
1,297.0 |
| Close |
1,344.5 |
1,339.0 |
-5.5 |
-0.4% |
1,330.4 |
| Range |
18.6 |
11.3 |
-7.3 |
-39.2% |
37.5 |
| ATR |
15.2 |
14.9 |
-0.3 |
-1.8% |
0.0 |
| Volume |
368,173 |
309,352 |
-58,821 |
-16.0% |
1,931,034 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.9 |
1,368.3 |
1,345.2 |
|
| R3 |
1,363.6 |
1,357.0 |
1,342.1 |
|
| R2 |
1,352.3 |
1,352.3 |
1,341.1 |
|
| R1 |
1,345.7 |
1,345.7 |
1,340.0 |
1,343.4 |
| PP |
1,341.0 |
1,341.0 |
1,341.0 |
1,339.9 |
| S1 |
1,334.4 |
1,334.4 |
1,338.0 |
1,332.1 |
| S2 |
1,329.7 |
1,329.7 |
1,336.9 |
|
| S3 |
1,318.4 |
1,323.1 |
1,335.9 |
|
| S4 |
1,307.1 |
1,311.8 |
1,332.8 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.1 |
1,419.3 |
1,351.0 |
|
| R3 |
1,395.6 |
1,381.8 |
1,340.7 |
|
| R2 |
1,358.1 |
1,358.1 |
1,337.3 |
|
| R1 |
1,344.3 |
1,344.3 |
1,333.8 |
1,351.2 |
| PP |
1,320.6 |
1,320.6 |
1,320.6 |
1,324.1 |
| S1 |
1,306.8 |
1,306.8 |
1,327.0 |
1,313.7 |
| S2 |
1,283.1 |
1,283.1 |
1,323.5 |
|
| S3 |
1,245.6 |
1,269.3 |
1,320.1 |
|
| S4 |
1,208.1 |
1,231.8 |
1,309.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.7 |
1,302.3 |
47.4 |
3.5% |
15.8 |
1.2% |
77% |
False |
False |
365,259 |
| 10 |
1,349.7 |
1,278.5 |
71.2 |
5.3% |
16.1 |
1.2% |
85% |
False |
False |
344,956 |
| 20 |
1,349.7 |
1,265.9 |
83.8 |
6.3% |
15.0 |
1.1% |
87% |
False |
False |
316,568 |
| 40 |
1,349.7 |
1,219.8 |
129.9 |
9.7% |
13.2 |
1.0% |
92% |
False |
False |
217,054 |
| 60 |
1,349.7 |
1,211.1 |
138.6 |
10.4% |
12.9 |
1.0% |
92% |
False |
False |
149,001 |
| 80 |
1,349.7 |
1,211.1 |
138.6 |
10.4% |
12.8 |
1.0% |
92% |
False |
False |
112,842 |
| 100 |
1,349.7 |
1,211.1 |
138.6 |
10.4% |
12.6 |
0.9% |
92% |
False |
False |
91,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.7 |
|
2.618 |
1,377.3 |
|
1.618 |
1,366.0 |
|
1.000 |
1,359.0 |
|
0.618 |
1,354.7 |
|
HIGH |
1,347.7 |
|
0.618 |
1,343.4 |
|
0.500 |
1,342.1 |
|
0.382 |
1,340.7 |
|
LOW |
1,336.4 |
|
0.618 |
1,329.4 |
|
1.000 |
1,325.1 |
|
1.618 |
1,318.1 |
|
2.618 |
1,306.8 |
|
4.250 |
1,288.4 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.1 |
1,337.9 |
| PP |
1,341.0 |
1,336.7 |
| S1 |
1,340.0 |
1,335.6 |
|