| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,628.5 |
12,682.0 |
53.5 |
0.4% |
12,567.0 |
| High |
12,693.5 |
12,715.0 |
21.5 |
0.2% |
12,637.0 |
| Low |
12,613.0 |
12,654.0 |
41.0 |
0.3% |
12,504.0 |
| Close |
12,651.0 |
12,690.0 |
39.0 |
0.3% |
12,586.5 |
| Range |
80.5 |
61.0 |
-19.5 |
-24.2% |
133.0 |
| ATR |
107.8 |
104.6 |
-3.1 |
-2.9% |
0.0 |
| Volume |
57,688 |
57,688 |
0 |
0.0% |
291,577 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,869.3 |
12,840.7 |
12,723.6 |
|
| R3 |
12,808.3 |
12,779.7 |
12,706.8 |
|
| R2 |
12,747.3 |
12,747.3 |
12,701.2 |
|
| R1 |
12,718.7 |
12,718.7 |
12,695.6 |
12,733.0 |
| PP |
12,686.3 |
12,686.3 |
12,686.3 |
12,693.5 |
| S1 |
12,657.7 |
12,657.7 |
12,684.4 |
12,672.0 |
| S2 |
12,625.3 |
12,625.3 |
12,678.8 |
|
| S3 |
12,564.3 |
12,596.7 |
12,673.2 |
|
| S4 |
12,503.3 |
12,535.7 |
12,656.5 |
|
|
| 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 |
12,715.0 |
12,538.5 |
176.5 |
1.4% |
80.3 |
0.6% |
86% |
True |
False |
60,671 |
| 10 |
12,715.0 |
12,494.5 |
220.5 |
1.7% |
76.3 |
0.6% |
89% |
True |
False |
58,576 |
| 20 |
12,715.0 |
12,030.5 |
684.5 |
5.4% |
93.7 |
0.7% |
96% |
True |
False |
43,899 |
| 40 |
12,715.0 |
11,865.0 |
850.0 |
6.7% |
105.7 |
0.8% |
97% |
True |
False |
22,181 |
| 60 |
12,715.0 |
11,865.0 |
850.0 |
6.7% |
109.0 |
0.9% |
97% |
True |
False |
14,871 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.4% |
110.2 |
0.9% |
77% |
False |
False |
11,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,974.3 |
|
2.618 |
12,874.7 |
|
1.618 |
12,813.7 |
|
1.000 |
12,776.0 |
|
0.618 |
12,752.7 |
|
HIGH |
12,715.0 |
|
0.618 |
12,691.7 |
|
0.500 |
12,684.5 |
|
0.382 |
12,677.3 |
|
LOW |
12,654.0 |
|
0.618 |
12,616.3 |
|
1.000 |
12,593.0 |
|
1.618 |
12,555.3 |
|
2.618 |
12,494.3 |
|
4.250 |
12,394.8 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,688.2 |
12,669.3 |
| PP |
12,686.3 |
12,648.5 |
| S1 |
12,684.5 |
12,627.8 |
|