| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,249.5 |
12,355.5 |
106.0 |
0.9% |
12,103.5 |
| High |
12,310.0 |
12,497.0 |
187.0 |
1.5% |
12,353.5 |
| Low |
12,235.0 |
12,355.5 |
120.5 |
1.0% |
12,030.5 |
| Close |
12,290.5 |
12,455.0 |
164.5 |
1.3% |
12,290.5 |
| Range |
75.0 |
141.5 |
66.5 |
88.7% |
323.0 |
| ATR |
135.9 |
140.9 |
5.0 |
3.7% |
0.0 |
| Volume |
35,798 |
56,451 |
20,653 |
57.7% |
48,568 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,860.3 |
12,799.2 |
12,532.8 |
|
| R3 |
12,718.8 |
12,657.7 |
12,493.9 |
|
| R2 |
12,577.3 |
12,577.3 |
12,480.9 |
|
| R1 |
12,516.2 |
12,516.2 |
12,468.0 |
12,546.8 |
| PP |
12,435.8 |
12,435.8 |
12,435.8 |
12,451.1 |
| S1 |
12,374.7 |
12,374.7 |
12,442.0 |
12,405.3 |
| S2 |
12,294.3 |
12,294.3 |
12,429.1 |
|
| S3 |
12,152.8 |
12,233.2 |
12,416.1 |
|
| S4 |
12,011.3 |
12,091.7 |
12,377.2 |
|
|
| 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 |
12,497.0 |
12,030.5 |
466.5 |
3.7% |
143.9 |
1.2% |
91% |
True |
False |
21,003 |
| 10 |
12,497.0 |
11,865.0 |
632.0 |
5.1% |
123.6 |
1.0% |
93% |
True |
False |
11,060 |
| 20 |
12,497.0 |
11,865.0 |
632.0 |
5.1% |
117.3 |
0.9% |
93% |
True |
False |
5,623 |
| 40 |
12,647.0 |
11,865.0 |
782.0 |
6.3% |
120.7 |
1.0% |
75% |
False |
False |
2,977 |
| 60 |
12,935.5 |
11,865.0 |
1,070.5 |
8.6% |
119.8 |
1.0% |
55% |
False |
False |
2,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,098.4 |
|
2.618 |
12,867.4 |
|
1.618 |
12,725.9 |
|
1.000 |
12,638.5 |
|
0.618 |
12,584.4 |
|
HIGH |
12,497.0 |
|
0.618 |
12,442.9 |
|
0.500 |
12,426.3 |
|
0.382 |
12,409.6 |
|
LOW |
12,355.5 |
|
0.618 |
12,268.1 |
|
1.000 |
12,214.0 |
|
1.618 |
12,126.6 |
|
2.618 |
11,985.1 |
|
4.250 |
11,754.1 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,445.4 |
12,425.3 |
| PP |
12,435.8 |
12,395.7 |
| S1 |
12,426.3 |
12,366.0 |
|