| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1,314.7 |
1,304.8 |
-9.9 |
-0.8% |
1,341.5 |
| High |
1,319.8 |
1,305.0 |
-14.8 |
-1.1% |
1,344.6 |
| Low |
1,299.5 |
1,291.2 |
-8.3 |
-0.6% |
1,319.5 |
| Close |
1,316.4 |
1,294.8 |
-21.6 |
-1.6% |
1,325.2 |
| Range |
20.3 |
13.8 |
-6.5 |
-32.0% |
25.1 |
| ATR |
15.1 |
15.8 |
0.7 |
4.8% |
0.0 |
| Volume |
351,415 |
402,214 |
50,799 |
14.5% |
1,554,323 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.4 |
1,330.4 |
1,302.4 |
|
| R3 |
1,324.6 |
1,316.6 |
1,298.6 |
|
| R2 |
1,310.8 |
1,310.8 |
1,297.3 |
|
| R1 |
1,302.8 |
1,302.8 |
1,296.1 |
1,299.9 |
| PP |
1,297.0 |
1,297.0 |
1,297.0 |
1,295.6 |
| S1 |
1,289.0 |
1,289.0 |
1,293.5 |
1,286.1 |
| S2 |
1,283.2 |
1,283.2 |
1,292.3 |
|
| S3 |
1,269.4 |
1,275.2 |
1,291.0 |
|
| S4 |
1,255.6 |
1,261.4 |
1,287.2 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.1 |
1,390.2 |
1,339.0 |
|
| R3 |
1,380.0 |
1,365.1 |
1,332.1 |
|
| R2 |
1,354.9 |
1,354.9 |
1,329.8 |
|
| R1 |
1,340.0 |
1,340.0 |
1,327.5 |
1,334.9 |
| PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,327.2 |
| S1 |
1,314.9 |
1,314.9 |
1,322.9 |
1,309.8 |
| S2 |
1,304.7 |
1,304.7 |
1,320.6 |
|
| S3 |
1,279.6 |
1,289.8 |
1,318.3 |
|
| S4 |
1,254.5 |
1,264.7 |
1,311.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,338.2 |
1,291.2 |
47.0 |
3.6% |
14.4 |
1.1% |
8% |
False |
True |
324,154 |
| 10 |
1,362.4 |
1,291.2 |
71.2 |
5.5% |
14.2 |
1.1% |
5% |
False |
True |
324,123 |
| 20 |
1,362.4 |
1,278.5 |
83.9 |
6.5% |
15.6 |
1.2% |
19% |
False |
False |
340,944 |
| 40 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
14.0 |
1.1% |
36% |
False |
False |
294,674 |
| 60 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.4 |
1.0% |
55% |
False |
False |
207,950 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.1 |
1.0% |
55% |
False |
False |
157,251 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.9 |
1.0% |
55% |
False |
False |
126,818 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.7 |
1.0% |
55% |
False |
False |
106,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.7 |
|
2.618 |
1,341.1 |
|
1.618 |
1,327.3 |
|
1.000 |
1,318.8 |
|
0.618 |
1,313.5 |
|
HIGH |
1,305.0 |
|
0.618 |
1,299.7 |
|
0.500 |
1,298.1 |
|
0.382 |
1,296.5 |
|
LOW |
1,291.2 |
|
0.618 |
1,282.7 |
|
1.000 |
1,277.4 |
|
1.618 |
1,268.9 |
|
2.618 |
1,255.1 |
|
4.250 |
1,232.6 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.1 |
1,305.5 |
| PP |
1,297.0 |
1,301.9 |
| S1 |
1,295.9 |
1,298.4 |
|