| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,468.25 |
2,460.25 |
-8.00 |
-0.3% |
2,440.50 |
| High |
2,477.75 |
2,469.50 |
-8.25 |
-0.3% |
2,477.75 |
| Low |
2,468.25 |
2,443.75 |
-24.50 |
-1.0% |
2,419.25 |
| Close |
2,472.25 |
2,458.00 |
-14.25 |
-0.6% |
2,472.25 |
| Range |
9.50 |
25.75 |
16.25 |
171.1% |
58.50 |
| ATR |
17.42 |
18.21 |
0.79 |
4.5% |
0.00 |
| Volume |
25,490 |
80,772 |
55,282 |
216.9% |
126,262 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.25 |
2,522.00 |
2,472.25 |
|
| R3 |
2,508.50 |
2,496.25 |
2,465.00 |
|
| R2 |
2,482.75 |
2,482.75 |
2,462.75 |
|
| R1 |
2,470.50 |
2,470.50 |
2,460.25 |
2,463.75 |
| PP |
2,457.00 |
2,457.00 |
2,457.00 |
2,453.75 |
| S1 |
2,444.75 |
2,444.75 |
2,455.75 |
2,438.00 |
| S2 |
2,431.25 |
2,431.25 |
2,453.25 |
|
| S3 |
2,405.50 |
2,419.00 |
2,451.00 |
|
| S4 |
2,379.75 |
2,393.25 |
2,443.75 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.00 |
2,610.50 |
2,504.50 |
|
| R3 |
2,573.50 |
2,552.00 |
2,488.25 |
|
| R2 |
2,515.00 |
2,515.00 |
2,483.00 |
|
| R1 |
2,493.50 |
2,493.50 |
2,477.50 |
2,504.25 |
| PP |
2,456.50 |
2,456.50 |
2,456.50 |
2,461.75 |
| S1 |
2,435.00 |
2,435.00 |
2,467.00 |
2,445.75 |
| S2 |
2,398.00 |
2,398.00 |
2,461.50 |
|
| S3 |
2,339.50 |
2,376.50 |
2,456.25 |
|
| S4 |
2,281.00 |
2,318.00 |
2,440.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.75 |
2,419.25 |
58.50 |
2.4% |
19.75 |
0.8% |
66% |
False |
False |
38,071 |
| 10 |
2,477.75 |
2,419.25 |
58.50 |
2.4% |
18.25 |
0.7% |
66% |
False |
False |
26,163 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
20.25 |
0.8% |
61% |
False |
False |
17,882 |
| 40 |
2,486.25 |
2,408.50 |
77.75 |
3.2% |
16.25 |
0.7% |
64% |
False |
False |
10,293 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
67% |
False |
False |
7,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,579.00 |
|
2.618 |
2,537.00 |
|
1.618 |
2,511.25 |
|
1.000 |
2,495.25 |
|
0.618 |
2,485.50 |
|
HIGH |
2,469.50 |
|
0.618 |
2,459.75 |
|
0.500 |
2,456.50 |
|
0.382 |
2,453.50 |
|
LOW |
2,443.75 |
|
0.618 |
2,427.75 |
|
1.000 |
2,418.00 |
|
1.618 |
2,402.00 |
|
2.618 |
2,376.25 |
|
4.250 |
2,334.25 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.50 |
2,460.75 |
| PP |
2,457.00 |
2,459.75 |
| S1 |
2,456.50 |
2,459.00 |
|