| 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 |
1,345.0 |
1,339.0 |
-6.0 |
-0.4% |
1,297.6 |
| High |
1,347.7 |
1,355.5 |
7.8 |
0.6% |
1,334.5 |
| Low |
1,336.4 |
1,337.2 |
0.8 |
0.1% |
1,297.0 |
| Close |
1,339.0 |
1,350.3 |
11.3 |
0.8% |
1,330.4 |
| Range |
11.3 |
18.3 |
7.0 |
61.9% |
37.5 |
| ATR |
14.9 |
15.2 |
0.2 |
1.6% |
0.0 |
| Volume |
309,352 |
363,776 |
54,424 |
17.6% |
1,931,034 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.6 |
1,394.7 |
1,360.4 |
|
| R3 |
1,384.3 |
1,376.4 |
1,355.3 |
|
| R2 |
1,366.0 |
1,366.0 |
1,353.7 |
|
| R1 |
1,358.1 |
1,358.1 |
1,352.0 |
1,362.1 |
| PP |
1,347.7 |
1,347.7 |
1,347.7 |
1,349.6 |
| S1 |
1,339.8 |
1,339.8 |
1,348.6 |
1,343.8 |
| S2 |
1,329.4 |
1,329.4 |
1,346.9 |
|
| S3 |
1,311.1 |
1,321.5 |
1,345.3 |
|
| S4 |
1,292.8 |
1,303.2 |
1,340.2 |
|
|
| 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 |
1,355.5 |
1,302.3 |
53.2 |
3.9% |
17.6 |
1.3% |
90% |
True |
False |
345,924 |
| 10 |
1,355.5 |
1,278.5 |
77.0 |
5.7% |
17.0 |
1.3% |
93% |
True |
False |
357,765 |
| 20 |
1,355.5 |
1,272.7 |
82.8 |
6.1% |
15.0 |
1.1% |
94% |
True |
False |
320,209 |
| 40 |
1,355.5 |
1,221.0 |
134.5 |
10.0% |
13.4 |
1.0% |
96% |
True |
False |
225,460 |
| 60 |
1,355.5 |
1,211.1 |
144.4 |
10.7% |
13.0 |
1.0% |
96% |
True |
False |
155,022 |
| 80 |
1,355.5 |
1,211.1 |
144.4 |
10.7% |
13.0 |
1.0% |
96% |
True |
False |
117,365 |
| 100 |
1,355.5 |
1,211.1 |
144.4 |
10.7% |
12.6 |
0.9% |
96% |
True |
False |
94,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.3 |
|
2.618 |
1,403.4 |
|
1.618 |
1,385.1 |
|
1.000 |
1,373.8 |
|
0.618 |
1,366.8 |
|
HIGH |
1,355.5 |
|
0.618 |
1,348.5 |
|
0.500 |
1,346.4 |
|
0.382 |
1,344.2 |
|
LOW |
1,337.2 |
|
0.618 |
1,325.9 |
|
1.000 |
1,318.9 |
|
1.618 |
1,307.6 |
|
2.618 |
1,289.3 |
|
4.250 |
1,259.4 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,349.0 |
1,348.0 |
| PP |
1,347.7 |
1,345.6 |
| S1 |
1,346.4 |
1,343.3 |
|