| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,552.0 |
12,550.0 |
-2.0 |
0.0% |
12,567.0 |
| High |
12,624.5 |
12,621.0 |
-3.5 |
0.0% |
12,637.0 |
| Low |
12,538.5 |
12,540.5 |
2.0 |
0.0% |
12,504.0 |
| Close |
12,583.0 |
12,584.5 |
1.5 |
0.0% |
12,586.5 |
| Range |
86.0 |
80.5 |
-5.5 |
-6.4% |
133.0 |
| ATR |
109.8 |
107.7 |
-2.1 |
-1.9% |
0.0 |
| Volume |
56,514 |
67,676 |
11,162 |
19.8% |
291,577 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,823.5 |
12,784.5 |
12,628.8 |
|
| R3 |
12,743.0 |
12,704.0 |
12,606.6 |
|
| R2 |
12,662.5 |
12,662.5 |
12,599.3 |
|
| R1 |
12,623.5 |
12,623.5 |
12,591.9 |
12,643.0 |
| PP |
12,582.0 |
12,582.0 |
12,582.0 |
12,591.8 |
| S1 |
12,543.0 |
12,543.0 |
12,577.1 |
12,562.5 |
| S2 |
12,501.5 |
12,501.5 |
12,569.7 |
|
| S3 |
12,421.0 |
12,462.5 |
12,562.4 |
|
| S4 |
12,340.5 |
12,382.0 |
12,540.2 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,974.8 |
12,913.7 |
12,659.7 |
|
| R3 |
12,841.8 |
12,780.7 |
12,623.1 |
|
| R2 |
12,708.8 |
12,708.8 |
12,610.9 |
|
| R1 |
12,647.7 |
12,647.7 |
12,598.7 |
12,678.3 |
| PP |
12,575.8 |
12,575.8 |
12,575.8 |
12,591.1 |
| S1 |
12,514.7 |
12,514.7 |
12,574.3 |
12,545.3 |
| S2 |
12,442.8 |
12,442.8 |
12,562.1 |
|
| S3 |
12,309.8 |
12,381.7 |
12,549.9 |
|
| S4 |
12,176.8 |
12,248.7 |
12,513.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,637.0 |
12,504.0 |
133.0 |
1.1% |
86.1 |
0.7% |
61% |
False |
False |
59,892 |
| 10 |
12,637.0 |
12,463.5 |
173.5 |
1.4% |
77.2 |
0.6% |
70% |
False |
False |
58,658 |
| 20 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
98.5 |
0.8% |
93% |
False |
False |
38,185 |
| 40 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
109.7 |
0.9% |
93% |
False |
False |
19,304 |
| 60 |
12,655.0 |
11,865.0 |
790.0 |
6.3% |
108.8 |
0.9% |
91% |
False |
False |
12,955 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
111.3 |
0.9% |
67% |
False |
False |
9,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,963.1 |
|
2.618 |
12,831.7 |
|
1.618 |
12,751.2 |
|
1.000 |
12,701.5 |
|
0.618 |
12,670.7 |
|
HIGH |
12,621.0 |
|
0.618 |
12,590.2 |
|
0.500 |
12,580.8 |
|
0.382 |
12,571.3 |
|
LOW |
12,540.5 |
|
0.618 |
12,490.8 |
|
1.000 |
12,460.0 |
|
1.618 |
12,410.3 |
|
2.618 |
12,329.8 |
|
4.250 |
12,198.4 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,583.3 |
12,587.8 |
| PP |
12,582.0 |
12,586.7 |
| S1 |
12,580.8 |
12,585.6 |
|