| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,460.25 |
2,458.25 |
-2.00 |
-0.1% |
2,440.50 |
| High |
2,469.50 |
2,467.25 |
-2.25 |
-0.1% |
2,477.75 |
| Low |
2,443.75 |
2,454.75 |
11.00 |
0.5% |
2,419.25 |
| Close |
2,458.00 |
2,463.75 |
5.75 |
0.2% |
2,472.25 |
| Range |
25.75 |
12.50 |
-13.25 |
-51.5% |
58.50 |
| ATR |
18.21 |
17.80 |
-0.41 |
-2.2% |
0.00 |
| Volume |
80,772 |
222,057 |
141,285 |
174.9% |
126,262 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.50 |
2,494.00 |
2,470.50 |
|
| R3 |
2,487.00 |
2,481.50 |
2,467.25 |
|
| R2 |
2,474.50 |
2,474.50 |
2,466.00 |
|
| R1 |
2,469.00 |
2,469.00 |
2,465.00 |
2,471.75 |
| PP |
2,462.00 |
2,462.00 |
2,462.00 |
2,463.25 |
| S1 |
2,456.50 |
2,456.50 |
2,462.50 |
2,459.25 |
| S2 |
2,449.50 |
2,449.50 |
2,461.50 |
|
| S3 |
2,437.00 |
2,444.00 |
2,460.25 |
|
| S4 |
2,424.50 |
2,431.50 |
2,457.00 |
|
|
| 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 |
2,440.75 |
37.00 |
1.5% |
16.75 |
0.7% |
62% |
False |
False |
77,870 |
| 10 |
2,477.75 |
2,419.25 |
58.50 |
2.4% |
17.00 |
0.7% |
76% |
False |
False |
46,891 |
| 20 |
2,477.75 |
2,414.00 |
63.75 |
2.6% |
19.75 |
0.8% |
78% |
False |
False |
28,546 |
| 40 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
16.00 |
0.7% |
69% |
False |
False |
15,785 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
74% |
False |
False |
11,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.50 |
|
2.618 |
2,500.00 |
|
1.618 |
2,487.50 |
|
1.000 |
2,479.75 |
|
0.618 |
2,475.00 |
|
HIGH |
2,467.25 |
|
0.618 |
2,462.50 |
|
0.500 |
2,461.00 |
|
0.382 |
2,459.50 |
|
LOW |
2,454.75 |
|
0.618 |
2,447.00 |
|
1.000 |
2,442.25 |
|
1.618 |
2,434.50 |
|
2.618 |
2,422.00 |
|
4.250 |
2,401.50 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,462.75 |
2,462.75 |
| PP |
2,462.00 |
2,461.75 |
| S1 |
2,461.00 |
2,460.75 |
|