| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1,304.8 |
1,294.1 |
-10.7 |
-0.8% |
1,324.0 |
| High |
1,305.0 |
1,301.9 |
-3.1 |
-0.2% |
1,324.0 |
| Low |
1,291.2 |
1,294.1 |
2.9 |
0.2% |
1,291.2 |
| Close |
1,294.8 |
1,297.5 |
2.7 |
0.2% |
1,297.5 |
| Range |
13.8 |
7.8 |
-6.0 |
-43.5% |
32.8 |
| ATR |
15.8 |
15.3 |
-0.6 |
-3.6% |
0.0 |
| Volume |
402,214 |
264,470 |
-137,744 |
-34.2% |
1,564,732 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.2 |
1,317.2 |
1,301.8 |
|
| R3 |
1,313.4 |
1,309.4 |
1,299.6 |
|
| R2 |
1,305.6 |
1,305.6 |
1,298.9 |
|
| R1 |
1,301.6 |
1,301.6 |
1,298.2 |
1,303.6 |
| PP |
1,297.8 |
1,297.8 |
1,297.8 |
1,298.9 |
| S1 |
1,293.8 |
1,293.8 |
1,296.8 |
1,295.8 |
| S2 |
1,290.0 |
1,290.0 |
1,296.1 |
|
| S3 |
1,282.2 |
1,286.0 |
1,295.4 |
|
| S4 |
1,274.4 |
1,278.2 |
1,293.2 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.6 |
1,382.9 |
1,315.5 |
|
| R3 |
1,369.8 |
1,350.1 |
1,306.5 |
|
| R2 |
1,337.0 |
1,337.0 |
1,303.5 |
|
| R1 |
1,317.3 |
1,317.3 |
1,300.5 |
1,310.8 |
| PP |
1,304.2 |
1,304.2 |
1,304.2 |
1,301.0 |
| S1 |
1,284.5 |
1,284.5 |
1,294.5 |
1,278.0 |
| S2 |
1,271.4 |
1,271.4 |
1,291.5 |
|
| S3 |
1,238.6 |
1,251.7 |
1,288.5 |
|
| S4 |
1,205.8 |
1,218.9 |
1,279.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.0 |
1,291.2 |
32.8 |
2.5% |
12.9 |
1.0% |
19% |
False |
False |
312,946 |
| 10 |
1,344.6 |
1,291.2 |
53.4 |
4.1% |
13.5 |
1.0% |
12% |
False |
False |
311,905 |
| 20 |
1,362.4 |
1,278.5 |
83.9 |
6.5% |
15.6 |
1.2% |
23% |
False |
False |
341,832 |
| 40 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
14.0 |
1.1% |
38% |
False |
False |
297,250 |
| 60 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.4 |
1.0% |
57% |
False |
False |
212,278 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.0 |
1.0% |
57% |
False |
False |
160,498 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.9 |
1.0% |
57% |
False |
False |
129,419 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.7 |
1.0% |
57% |
False |
False |
108,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.1 |
|
2.618 |
1,322.3 |
|
1.618 |
1,314.5 |
|
1.000 |
1,309.7 |
|
0.618 |
1,306.7 |
|
HIGH |
1,301.9 |
|
0.618 |
1,298.9 |
|
0.500 |
1,298.0 |
|
0.382 |
1,297.1 |
|
LOW |
1,294.1 |
|
0.618 |
1,289.3 |
|
1.000 |
1,286.3 |
|
1.618 |
1,281.5 |
|
2.618 |
1,273.7 |
|
4.250 |
1,261.0 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.0 |
1,305.5 |
| PP |
1,297.8 |
1,302.8 |
| S1 |
1,297.7 |
1,300.2 |
|