| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,355.5 |
12,478.0 |
122.5 |
1.0% |
12,103.5 |
| High |
12,497.0 |
12,546.0 |
49.0 |
0.4% |
12,353.5 |
| Low |
12,355.5 |
12,474.5 |
119.0 |
1.0% |
12,030.5 |
| Close |
12,455.0 |
12,513.0 |
58.0 |
0.5% |
12,290.5 |
| Range |
141.5 |
71.5 |
-70.0 |
-49.5% |
323.0 |
| ATR |
140.9 |
137.3 |
-3.6 |
-2.5% |
0.0 |
| Volume |
56,451 |
70,170 |
13,719 |
24.3% |
48,568 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,725.7 |
12,690.8 |
12,552.3 |
|
| R3 |
12,654.2 |
12,619.3 |
12,532.7 |
|
| R2 |
12,582.7 |
12,582.7 |
12,526.1 |
|
| R1 |
12,547.8 |
12,547.8 |
12,519.6 |
12,565.3 |
| PP |
12,511.2 |
12,511.2 |
12,511.2 |
12,519.9 |
| S1 |
12,476.3 |
12,476.3 |
12,506.4 |
12,493.8 |
| S2 |
12,439.7 |
12,439.7 |
12,499.9 |
|
| S3 |
12,368.2 |
12,404.8 |
12,493.3 |
|
| S4 |
12,296.7 |
12,333.3 |
12,473.7 |
|
|
| 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 |
12,546.0 |
12,052.5 |
493.5 |
3.9% |
125.2 |
1.0% |
93% |
True |
False |
34,717 |
| 10 |
12,546.0 |
11,865.0 |
681.0 |
5.4% |
119.7 |
1.0% |
95% |
True |
False |
17,711 |
| 20 |
12,546.0 |
11,865.0 |
681.0 |
5.4% |
113.9 |
0.9% |
95% |
True |
False |
9,124 |
| 40 |
12,546.0 |
11,865.0 |
681.0 |
5.4% |
119.8 |
1.0% |
95% |
True |
False |
4,724 |
| 60 |
12,935.5 |
11,865.0 |
1,070.5 |
8.6% |
118.9 |
1.0% |
61% |
False |
False |
3,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,849.9 |
|
2.618 |
12,733.2 |
|
1.618 |
12,661.7 |
|
1.000 |
12,617.5 |
|
0.618 |
12,590.2 |
|
HIGH |
12,546.0 |
|
0.618 |
12,518.7 |
|
0.500 |
12,510.3 |
|
0.382 |
12,501.8 |
|
LOW |
12,474.5 |
|
0.618 |
12,430.3 |
|
1.000 |
12,403.0 |
|
1.618 |
12,358.8 |
|
2.618 |
12,287.3 |
|
4.250 |
12,170.6 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,512.1 |
12,472.2 |
| PP |
12,511.2 |
12,431.3 |
| S1 |
12,510.3 |
12,390.5 |
|