| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,559.0 |
12,548.5 |
-10.5 |
-0.1% |
12,355.5 |
| High |
12,565.0 |
12,629.0 |
64.0 |
0.5% |
12,556.0 |
| Low |
12,514.0 |
12,504.0 |
-10.0 |
-0.1% |
12,355.5 |
| Close |
12,551.0 |
12,556.0 |
5.0 |
0.0% |
12,512.0 |
| Range |
51.0 |
125.0 |
74.0 |
145.1% |
200.5 |
| ATR |
116.6 |
117.2 |
0.6 |
0.5% |
0.0 |
| Volume |
61,856 |
54,578 |
-7,278 |
-11.8% |
297,443 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,938.0 |
12,872.0 |
12,624.8 |
|
| R3 |
12,813.0 |
12,747.0 |
12,590.4 |
|
| R2 |
12,688.0 |
12,688.0 |
12,578.9 |
|
| R1 |
12,622.0 |
12,622.0 |
12,567.5 |
12,655.0 |
| PP |
12,563.0 |
12,563.0 |
12,563.0 |
12,579.5 |
| S1 |
12,497.0 |
12,497.0 |
12,544.5 |
12,530.0 |
| S2 |
12,438.0 |
12,438.0 |
12,533.1 |
|
| S3 |
12,313.0 |
12,372.0 |
12,521.6 |
|
| S4 |
12,188.0 |
12,247.0 |
12,487.3 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,076.0 |
12,994.5 |
12,622.3 |
|
| R3 |
12,875.5 |
12,794.0 |
12,567.1 |
|
| R2 |
12,675.0 |
12,675.0 |
12,548.8 |
|
| R1 |
12,593.5 |
12,593.5 |
12,530.4 |
12,634.3 |
| PP |
12,474.5 |
12,474.5 |
12,474.5 |
12,494.9 |
| S1 |
12,393.0 |
12,393.0 |
12,493.6 |
12,433.8 |
| S2 |
12,274.0 |
12,274.0 |
12,475.2 |
|
| S3 |
12,073.5 |
12,192.5 |
12,456.9 |
|
| S4 |
11,873.0 |
11,992.0 |
12,401.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,629.0 |
12,486.5 |
142.5 |
1.1% |
74.8 |
0.6% |
49% |
True |
False |
58,703 |
| 10 |
12,629.0 |
12,235.0 |
394.0 |
3.1% |
85.8 |
0.7% |
81% |
True |
False |
51,027 |
| 20 |
12,629.0 |
11,865.0 |
764.0 |
6.1% |
103.0 |
0.8% |
90% |
True |
False |
26,148 |
| 40 |
12,629.0 |
11,865.0 |
764.0 |
6.1% |
112.2 |
0.9% |
90% |
True |
False |
13,209 |
| 60 |
12,696.0 |
11,865.0 |
831.0 |
6.6% |
115.6 |
0.9% |
83% |
False |
False |
8,893 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
111.2 |
0.9% |
65% |
False |
False |
6,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,160.3 |
|
2.618 |
12,956.3 |
|
1.618 |
12,831.3 |
|
1.000 |
12,754.0 |
|
0.618 |
12,706.3 |
|
HIGH |
12,629.0 |
|
0.618 |
12,581.3 |
|
0.500 |
12,566.5 |
|
0.382 |
12,551.8 |
|
LOW |
12,504.0 |
|
0.618 |
12,426.8 |
|
1.000 |
12,379.0 |
|
1.618 |
12,301.8 |
|
2.618 |
12,176.8 |
|
4.250 |
11,972.8 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,566.5 |
12,566.5 |
| PP |
12,563.0 |
12,563.0 |
| S1 |
12,559.5 |
12,559.5 |
|