| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,550.0 |
12,628.5 |
78.5 |
0.6% |
12,567.0 |
| High |
12,621.0 |
12,693.5 |
72.5 |
0.6% |
12,637.0 |
| Low |
12,540.5 |
12,613.0 |
72.5 |
0.6% |
12,504.0 |
| Close |
12,584.5 |
12,651.0 |
66.5 |
0.5% |
12,586.5 |
| Range |
80.5 |
80.5 |
0.0 |
0.0% |
133.0 |
| ATR |
107.7 |
107.8 |
0.1 |
0.1% |
0.0 |
| Volume |
67,676 |
57,688 |
-9,988 |
-14.8% |
291,577 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,894.0 |
12,853.0 |
12,695.3 |
|
| R3 |
12,813.5 |
12,772.5 |
12,673.1 |
|
| R2 |
12,733.0 |
12,733.0 |
12,665.8 |
|
| R1 |
12,692.0 |
12,692.0 |
12,658.4 |
12,712.5 |
| PP |
12,652.5 |
12,652.5 |
12,652.5 |
12,662.8 |
| S1 |
12,611.5 |
12,611.5 |
12,643.6 |
12,632.0 |
| S2 |
12,572.0 |
12,572.0 |
12,636.2 |
|
| S3 |
12,491.5 |
12,531.0 |
12,628.9 |
|
| S4 |
12,411.0 |
12,450.5 |
12,606.7 |
|
|
| 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 |
12,693.5 |
12,538.5 |
155.0 |
1.2% |
77.2 |
0.6% |
73% |
True |
False |
60,514 |
| 10 |
12,693.5 |
12,486.5 |
207.0 |
1.6% |
76.0 |
0.6% |
79% |
True |
False |
59,609 |
| 20 |
12,693.5 |
11,975.5 |
718.0 |
5.7% |
93.2 |
0.7% |
94% |
True |
False |
41,033 |
| 40 |
12,693.5 |
11,865.0 |
828.5 |
6.5% |
106.9 |
0.8% |
95% |
True |
False |
20,744 |
| 60 |
12,693.5 |
11,865.0 |
828.5 |
6.5% |
109.1 |
0.9% |
95% |
True |
False |
13,915 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
110.7 |
0.9% |
73% |
False |
False |
10,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,035.6 |
|
2.618 |
12,904.2 |
|
1.618 |
12,823.7 |
|
1.000 |
12,774.0 |
|
0.618 |
12,743.2 |
|
HIGH |
12,693.5 |
|
0.618 |
12,662.7 |
|
0.500 |
12,653.3 |
|
0.382 |
12,643.8 |
|
LOW |
12,613.0 |
|
0.618 |
12,563.3 |
|
1.000 |
12,532.5 |
|
1.618 |
12,482.8 |
|
2.618 |
12,402.3 |
|
4.250 |
12,270.9 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,653.3 |
12,639.3 |
| PP |
12,652.5 |
12,627.7 |
| S1 |
12,651.8 |
12,616.0 |
|