| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,682.0 |
12,715.0 |
33.0 |
0.3% |
12,552.0 |
| High |
12,715.0 |
12,840.0 |
125.0 |
1.0% |
12,840.0 |
| Low |
12,654.0 |
12,710.5 |
56.5 |
0.4% |
12,538.5 |
| Close |
12,690.0 |
12,798.0 |
108.0 |
0.9% |
12,798.0 |
| Range |
61.0 |
129.5 |
68.5 |
112.3% |
301.5 |
| ATR |
104.6 |
107.9 |
3.2 |
3.1% |
0.0 |
| Volume |
57,688 |
67,468 |
9,780 |
17.0% |
307,034 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,171.3 |
13,114.2 |
12,869.2 |
|
| R3 |
13,041.8 |
12,984.7 |
12,833.6 |
|
| R2 |
12,912.3 |
12,912.3 |
12,821.7 |
|
| R1 |
12,855.2 |
12,855.2 |
12,809.9 |
12,883.8 |
| PP |
12,782.8 |
12,782.8 |
12,782.8 |
12,797.1 |
| S1 |
12,725.7 |
12,725.7 |
12,786.1 |
12,754.3 |
| S2 |
12,653.3 |
12,653.3 |
12,774.3 |
|
| S3 |
12,523.8 |
12,596.2 |
12,762.4 |
|
| S4 |
12,394.3 |
12,466.7 |
12,726.8 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,630.0 |
13,515.5 |
12,963.8 |
|
| R3 |
13,328.5 |
13,214.0 |
12,880.9 |
|
| R2 |
13,027.0 |
13,027.0 |
12,853.3 |
|
| R1 |
12,912.5 |
12,912.5 |
12,825.6 |
12,969.8 |
| PP |
12,725.5 |
12,725.5 |
12,725.5 |
12,754.1 |
| S1 |
12,611.0 |
12,611.0 |
12,770.4 |
12,668.3 |
| S2 |
12,424.0 |
12,424.0 |
12,742.7 |
|
| S3 |
12,122.5 |
12,309.5 |
12,715.1 |
|
| S4 |
11,821.0 |
12,008.0 |
12,632.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,840.0 |
12,538.5 |
301.5 |
2.4% |
87.5 |
0.7% |
86% |
True |
False |
61,406 |
| 10 |
12,840.0 |
12,504.0 |
336.0 |
2.6% |
83.5 |
0.7% |
88% |
True |
False |
59,861 |
| 20 |
12,840.0 |
12,030.5 |
809.5 |
6.3% |
97.0 |
0.8% |
95% |
True |
False |
47,244 |
| 40 |
12,840.0 |
11,865.0 |
975.0 |
7.6% |
107.1 |
0.8% |
96% |
True |
False |
23,865 |
| 60 |
12,840.0 |
11,865.0 |
975.0 |
7.6% |
108.4 |
0.8% |
96% |
True |
False |
15,994 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.4% |
111.2 |
0.9% |
87% |
False |
False |
12,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,390.4 |
|
2.618 |
13,179.0 |
|
1.618 |
13,049.5 |
|
1.000 |
12,969.5 |
|
0.618 |
12,920.0 |
|
HIGH |
12,840.0 |
|
0.618 |
12,790.5 |
|
0.500 |
12,775.3 |
|
0.382 |
12,760.0 |
|
LOW |
12,710.5 |
|
0.618 |
12,630.5 |
|
1.000 |
12,581.0 |
|
1.618 |
12,501.0 |
|
2.618 |
12,371.5 |
|
4.250 |
12,160.1 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,790.4 |
12,774.2 |
| PP |
12,782.8 |
12,750.3 |
| S1 |
12,775.3 |
12,726.5 |
|