| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,464.75 |
2,467.75 |
3.00 |
0.1% |
2,460.25 |
| High |
2,465.75 |
2,487.25 |
21.50 |
0.9% |
2,469.50 |
| Low |
2,455.25 |
2,466.75 |
11.50 |
0.5% |
2,443.75 |
| Close |
2,461.00 |
2,485.75 |
24.75 |
1.0% |
2,461.00 |
| Range |
10.50 |
20.50 |
10.00 |
95.2% |
25.75 |
| ATR |
16.84 |
17.52 |
0.67 |
4.0% |
0.00 |
| Volume |
1,465,772 |
1,893,177 |
427,405 |
29.2% |
2,468,452 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,541.50 |
2,534.00 |
2,497.00 |
|
| R3 |
2,521.00 |
2,513.50 |
2,491.50 |
|
| R2 |
2,500.50 |
2,500.50 |
2,489.50 |
|
| R1 |
2,493.00 |
2,493.00 |
2,487.75 |
2,496.75 |
| PP |
2,480.00 |
2,480.00 |
2,480.00 |
2,481.75 |
| S1 |
2,472.50 |
2,472.50 |
2,483.75 |
2,476.25 |
| S2 |
2,459.50 |
2,459.50 |
2,482.00 |
|
| S3 |
2,439.00 |
2,452.00 |
2,480.00 |
|
| S4 |
2,418.50 |
2,431.50 |
2,474.50 |
|
|
| 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 |
2,487.25 |
2,443.75 |
43.50 |
1.7% |
16.00 |
0.6% |
97% |
True |
False |
872,325 |
| 10 |
2,487.25 |
2,419.25 |
68.00 |
2.7% |
16.50 |
0.7% |
98% |
True |
False |
448,789 |
| 20 |
2,487.25 |
2,414.00 |
73.25 |
2.9% |
18.50 |
0.7% |
98% |
True |
False |
229,874 |
| 40 |
2,487.25 |
2,414.00 |
73.25 |
2.9% |
16.00 |
0.6% |
98% |
True |
False |
117,117 |
| 60 |
2,487.25 |
2,400.75 |
86.50 |
3.5% |
16.50 |
0.7% |
98% |
True |
False |
78,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.50 |
|
2.618 |
2,541.00 |
|
1.618 |
2,520.50 |
|
1.000 |
2,507.75 |
|
0.618 |
2,500.00 |
|
HIGH |
2,487.25 |
|
0.618 |
2,479.50 |
|
0.500 |
2,477.00 |
|
0.382 |
2,474.50 |
|
LOW |
2,466.75 |
|
0.618 |
2,454.00 |
|
1.000 |
2,446.25 |
|
1.618 |
2,433.50 |
|
2.618 |
2,413.00 |
|
4.250 |
2,379.50 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,482.75 |
2,481.00 |
| PP |
2,480.00 |
2,476.00 |
| S1 |
2,477.00 |
2,471.25 |
|