| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1,301.5 |
1,314.2 |
12.7 |
1.0% |
1,324.0 |
| High |
1,315.8 |
1,317.1 |
1.3 |
0.1% |
1,324.0 |
| Low |
1,291.7 |
1,295.0 |
3.3 |
0.3% |
1,291.2 |
| Close |
1,311.5 |
1,301.7 |
-9.8 |
-0.7% |
1,297.5 |
| Range |
24.1 |
22.1 |
-2.0 |
-8.3% |
32.8 |
| ATR |
15.9 |
16.3 |
0.4 |
2.8% |
0.0 |
| Volume |
362,671 |
385,645 |
22,974 |
6.3% |
1,564,732 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.9 |
1,358.4 |
1,313.9 |
|
| R3 |
1,348.8 |
1,336.3 |
1,307.8 |
|
| R2 |
1,326.7 |
1,326.7 |
1,305.8 |
|
| R1 |
1,314.2 |
1,314.2 |
1,303.7 |
1,309.4 |
| PP |
1,304.6 |
1,304.6 |
1,304.6 |
1,302.2 |
| S1 |
1,292.1 |
1,292.1 |
1,299.7 |
1,287.3 |
| S2 |
1,282.5 |
1,282.5 |
1,297.6 |
|
| S3 |
1,260.4 |
1,270.0 |
1,295.6 |
|
| S4 |
1,238.3 |
1,247.9 |
1,289.5 |
|
|
| 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 |
1,319.8 |
1,291.2 |
28.6 |
2.2% |
17.6 |
1.4% |
37% |
False |
False |
353,283 |
| 10 |
1,340.5 |
1,291.2 |
49.3 |
3.8% |
15.7 |
1.2% |
21% |
False |
False |
327,650 |
| 20 |
1,362.4 |
1,291.2 |
71.2 |
5.5% |
15.7 |
1.2% |
15% |
False |
False |
345,226 |
| 40 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
14.6 |
1.1% |
42% |
False |
False |
305,557 |
| 60 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.8 |
1.1% |
60% |
False |
False |
224,068 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.3 |
1.0% |
60% |
False |
False |
169,738 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.0 |
1.0% |
60% |
False |
False |
136,768 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.0 |
1.0% |
60% |
False |
False |
114,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.0 |
|
2.618 |
1,375.0 |
|
1.618 |
1,352.9 |
|
1.000 |
1,339.2 |
|
0.618 |
1,330.8 |
|
HIGH |
1,317.1 |
|
0.618 |
1,308.7 |
|
0.500 |
1,306.1 |
|
0.382 |
1,303.4 |
|
LOW |
1,295.0 |
|
0.618 |
1,281.3 |
|
1.000 |
1,272.9 |
|
1.618 |
1,259.2 |
|
2.618 |
1,237.1 |
|
4.250 |
1,201.1 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.1 |
1,304.4 |
| PP |
1,304.6 |
1,303.5 |
| S1 |
1,303.2 |
1,302.6 |
|