| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1,336.2 |
1,327.6 |
-8.6 |
-0.6% |
1,339.7 |
| High |
1,340.5 |
1,334.9 |
-5.6 |
-0.4% |
1,362.4 |
| Low |
1,324.5 |
1,319.5 |
-5.0 |
-0.4% |
1,331.1 |
| Close |
1,328.0 |
1,329.3 |
1.3 |
0.1% |
1,351.2 |
| Range |
16.0 |
15.4 |
-0.6 |
-3.8% |
31.3 |
| ATR |
15.2 |
15.2 |
0.0 |
0.1% |
0.0 |
| Volume |
306,373 |
336,576 |
30,203 |
9.9% |
1,427,947 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.1 |
1,367.1 |
1,337.8 |
|
| R3 |
1,358.7 |
1,351.7 |
1,333.5 |
|
| R2 |
1,343.3 |
1,343.3 |
1,332.1 |
|
| R1 |
1,336.3 |
1,336.3 |
1,330.7 |
1,339.8 |
| PP |
1,327.9 |
1,327.9 |
1,327.9 |
1,329.7 |
| S1 |
1,320.9 |
1,320.9 |
1,327.9 |
1,324.4 |
| S2 |
1,312.5 |
1,312.5 |
1,326.5 |
|
| S3 |
1,297.1 |
1,305.5 |
1,325.1 |
|
| S4 |
1,281.7 |
1,290.1 |
1,320.8 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.1 |
1,428.0 |
1,368.4 |
|
| R3 |
1,410.8 |
1,396.7 |
1,359.8 |
|
| R2 |
1,379.5 |
1,379.5 |
1,356.9 |
|
| R1 |
1,365.4 |
1,365.4 |
1,354.1 |
1,372.5 |
| PP |
1,348.2 |
1,348.2 |
1,348.2 |
1,351.8 |
| S1 |
1,334.1 |
1,334.1 |
1,348.3 |
1,341.2 |
| S2 |
1,316.9 |
1,316.9 |
1,345.5 |
|
| S3 |
1,285.6 |
1,302.8 |
1,342.6 |
|
| S4 |
1,254.3 |
1,271.5 |
1,334.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,362.4 |
1,319.5 |
42.9 |
3.2% |
14.1 |
1.1% |
23% |
False |
True |
324,092 |
| 10 |
1,362.4 |
1,302.3 |
60.1 |
4.5% |
15.8 |
1.2% |
45% |
False |
False |
335,008 |
| 20 |
1,362.4 |
1,278.5 |
83.9 |
6.3% |
15.1 |
1.1% |
61% |
False |
False |
334,532 |
| 40 |
1,362.4 |
1,241.5 |
120.9 |
9.1% |
13.8 |
1.0% |
73% |
False |
False |
261,948 |
| 60 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
13.1 |
1.0% |
78% |
False |
False |
181,564 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.9 |
1.0% |
78% |
False |
False |
137,390 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.7 |
1.0% |
78% |
False |
False |
110,734 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.4% |
12.6 |
0.9% |
78% |
False |
False |
92,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,400.4 |
|
2.618 |
1,375.2 |
|
1.618 |
1,359.8 |
|
1.000 |
1,350.3 |
|
0.618 |
1,344.4 |
|
HIGH |
1,334.9 |
|
0.618 |
1,329.0 |
|
0.500 |
1,327.2 |
|
0.382 |
1,325.4 |
|
LOW |
1,319.5 |
|
0.618 |
1,310.0 |
|
1.000 |
1,304.1 |
|
1.618 |
1,294.6 |
|
2.618 |
1,279.2 |
|
4.250 |
1,254.1 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.6 |
1,330.0 |
| PP |
1,327.9 |
1,329.8 |
| S1 |
1,327.2 |
1,329.5 |
|