| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,251.5 |
12,249.5 |
-2.0 |
0.0% |
12,103.5 |
| High |
12,353.5 |
12,310.0 |
-43.5 |
-0.4% |
12,353.5 |
| Low |
12,250.5 |
12,235.0 |
-15.5 |
-0.1% |
12,030.5 |
| Close |
12,294.5 |
12,290.5 |
-4.0 |
0.0% |
12,290.5 |
| Range |
103.0 |
75.0 |
-28.0 |
-27.2% |
323.0 |
| ATR |
140.5 |
135.9 |
-4.7 |
-3.3% |
0.0 |
| Volume |
6,147 |
35,798 |
29,651 |
482.4% |
48,568 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,503.5 |
12,472.0 |
12,331.8 |
|
| R3 |
12,428.5 |
12,397.0 |
12,311.1 |
|
| R2 |
12,353.5 |
12,353.5 |
12,304.3 |
|
| R1 |
12,322.0 |
12,322.0 |
12,297.4 |
12,337.8 |
| PP |
12,278.5 |
12,278.5 |
12,278.5 |
12,286.4 |
| S1 |
12,247.0 |
12,247.0 |
12,283.6 |
12,262.8 |
| S2 |
12,203.5 |
12,203.5 |
12,276.8 |
|
| S3 |
12,128.5 |
12,172.0 |
12,269.9 |
|
| S4 |
12,053.5 |
12,097.0 |
12,249.3 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,193.8 |
13,065.2 |
12,468.2 |
|
| R3 |
12,870.8 |
12,742.2 |
12,379.3 |
|
| R2 |
12,547.8 |
12,547.8 |
12,349.7 |
|
| R1 |
12,419.2 |
12,419.2 |
12,320.1 |
12,483.5 |
| PP |
12,224.8 |
12,224.8 |
12,224.8 |
12,257.0 |
| S1 |
12,096.2 |
12,096.2 |
12,260.9 |
12,160.5 |
| S2 |
11,901.8 |
11,901.8 |
12,231.3 |
|
| S3 |
11,578.8 |
11,773.2 |
12,201.7 |
|
| S4 |
11,255.8 |
11,450.2 |
12,112.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,353.5 |
12,030.5 |
323.0 |
2.6% |
136.6 |
1.1% |
80% |
False |
False |
9,766 |
| 10 |
12,353.5 |
11,865.0 |
488.5 |
4.0% |
119.9 |
1.0% |
87% |
False |
False |
5,444 |
| 20 |
12,353.5 |
11,865.0 |
488.5 |
4.0% |
114.5 |
0.9% |
87% |
False |
False |
2,815 |
| 40 |
12,647.0 |
11,865.0 |
782.0 |
6.4% |
119.0 |
1.0% |
54% |
False |
False |
1,570 |
| 60 |
12,935.5 |
11,865.0 |
1,070.5 |
8.7% |
118.2 |
1.0% |
40% |
False |
False |
1,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,628.8 |
|
2.618 |
12,506.4 |
|
1.618 |
12,431.4 |
|
1.000 |
12,385.0 |
|
0.618 |
12,356.4 |
|
HIGH |
12,310.0 |
|
0.618 |
12,281.4 |
|
0.500 |
12,272.5 |
|
0.382 |
12,263.7 |
|
LOW |
12,235.0 |
|
0.618 |
12,188.7 |
|
1.000 |
12,160.0 |
|
1.618 |
12,113.7 |
|
2.618 |
12,038.7 |
|
4.250 |
11,916.3 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,284.5 |
12,261.3 |
| PP |
12,278.5 |
12,232.2 |
| S1 |
12,272.5 |
12,203.0 |
|