| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,548.5 |
12,597.5 |
49.0 |
0.4% |
12,355.5 |
| High |
12,629.0 |
12,614.0 |
-15.0 |
-0.1% |
12,556.0 |
| Low |
12,504.0 |
12,568.5 |
64.5 |
0.5% |
12,355.5 |
| Close |
12,556.0 |
12,598.5 |
42.5 |
0.3% |
12,512.0 |
| Range |
125.0 |
45.5 |
-79.5 |
-63.6% |
200.5 |
| ATR |
117.2 |
113.0 |
-4.2 |
-3.6% |
0.0 |
| Volume |
54,578 |
56,902 |
2,324 |
4.3% |
297,443 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730.2 |
12,709.8 |
12,623.5 |
|
| R3 |
12,684.7 |
12,664.3 |
12,611.0 |
|
| R2 |
12,639.2 |
12,639.2 |
12,606.8 |
|
| R1 |
12,618.8 |
12,618.8 |
12,602.7 |
12,629.0 |
| PP |
12,593.7 |
12,593.7 |
12,593.7 |
12,598.8 |
| S1 |
12,573.3 |
12,573.3 |
12,594.3 |
12,583.5 |
| S2 |
12,548.2 |
12,548.2 |
12,590.2 |
|
| S3 |
12,502.7 |
12,527.8 |
12,586.0 |
|
| S4 |
12,457.2 |
12,482.3 |
12,573.5 |
|
|
| 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 |
12,494.5 |
134.5 |
1.1% |
72.2 |
0.6% |
77% |
False |
False |
56,480 |
| 10 |
12,629.0 |
12,235.0 |
394.0 |
3.1% |
80.0 |
0.6% |
92% |
False |
False |
56,102 |
| 20 |
12,629.0 |
11,865.0 |
764.0 |
6.1% |
99.8 |
0.8% |
96% |
False |
False |
28,989 |
| 40 |
12,629.0 |
11,865.0 |
764.0 |
6.1% |
111.0 |
0.9% |
96% |
False |
False |
14,621 |
| 60 |
12,696.0 |
11,865.0 |
831.0 |
6.6% |
114.0 |
0.9% |
88% |
False |
False |
9,834 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
111.0 |
0.9% |
69% |
False |
False |
7,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,807.4 |
|
2.618 |
12,733.1 |
|
1.618 |
12,687.6 |
|
1.000 |
12,659.5 |
|
0.618 |
12,642.1 |
|
HIGH |
12,614.0 |
|
0.618 |
12,596.6 |
|
0.500 |
12,591.3 |
|
0.382 |
12,585.9 |
|
LOW |
12,568.5 |
|
0.618 |
12,540.4 |
|
1.000 |
12,523.0 |
|
1.618 |
12,494.9 |
|
2.618 |
12,449.4 |
|
4.250 |
12,375.1 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,596.1 |
12,587.8 |
| PP |
12,593.7 |
12,577.2 |
| S1 |
12,591.3 |
12,566.5 |
|