| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,462.25 |
2,464.75 |
2.50 |
0.1% |
2,460.25 |
| High |
2,467.00 |
2,465.75 |
-1.25 |
-0.1% |
2,469.50 |
| Low |
2,455.75 |
2,455.25 |
-0.50 |
0.0% |
2,443.75 |
| Close |
2,464.75 |
2,461.00 |
-3.75 |
-0.2% |
2,461.00 |
| Range |
11.25 |
10.50 |
-0.75 |
-6.7% |
25.75 |
| ATR |
17.33 |
16.84 |
-0.49 |
-2.8% |
0.00 |
| Volume |
699,851 |
1,465,772 |
765,921 |
109.4% |
2,468,452 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.25 |
2,487.00 |
2,466.75 |
|
| R3 |
2,481.75 |
2,476.50 |
2,464.00 |
|
| R2 |
2,471.25 |
2,471.25 |
2,463.00 |
|
| R1 |
2,466.00 |
2,466.00 |
2,462.00 |
2,463.50 |
| PP |
2,460.75 |
2,460.75 |
2,460.75 |
2,459.25 |
| S1 |
2,455.50 |
2,455.50 |
2,460.00 |
2,453.00 |
| S2 |
2,450.25 |
2,450.25 |
2,459.00 |
|
| S3 |
2,439.75 |
2,445.00 |
2,458.00 |
|
| S4 |
2,429.25 |
2,434.50 |
2,455.25 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.25 |
2,524.00 |
2,475.25 |
|
| R3 |
2,509.50 |
2,498.25 |
2,468.00 |
|
| R2 |
2,483.75 |
2,483.75 |
2,465.75 |
|
| R1 |
2,472.50 |
2,472.50 |
2,463.25 |
2,478.00 |
| PP |
2,458.00 |
2,458.00 |
2,458.00 |
2,461.00 |
| S1 |
2,446.75 |
2,446.75 |
2,458.75 |
2,452.50 |
| S2 |
2,432.25 |
2,432.25 |
2,456.25 |
|
| S3 |
2,406.50 |
2,421.00 |
2,454.00 |
|
| S4 |
2,380.75 |
2,395.25 |
2,446.75 |
|
|
| 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 |
2,443.75 |
34.00 |
1.4% |
14.00 |
0.6% |
51% |
False |
False |
498,788 |
| 10 |
2,477.75 |
2,419.25 |
58.50 |
2.4% |
16.25 |
0.7% |
71% |
False |
False |
261,376 |
| 20 |
2,477.75 |
2,414.00 |
63.75 |
2.6% |
18.25 |
0.7% |
74% |
False |
False |
135,661 |
| 40 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
15.75 |
0.6% |
65% |
False |
False |
69,839 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
70% |
False |
False |
47,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.50 |
|
2.618 |
2,493.25 |
|
1.618 |
2,482.75 |
|
1.000 |
2,476.25 |
|
0.618 |
2,472.25 |
|
HIGH |
2,465.75 |
|
0.618 |
2,461.75 |
|
0.500 |
2,460.50 |
|
0.382 |
2,459.25 |
|
LOW |
2,455.25 |
|
0.618 |
2,448.75 |
|
1.000 |
2,444.75 |
|
1.618 |
2,438.25 |
|
2.618 |
2,427.75 |
|
4.250 |
2,410.50 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.75 |
2,461.00 |
| PP |
2,460.75 |
2,461.00 |
| S1 |
2,460.50 |
2,461.00 |
|