| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,467.75 |
2,486.50 |
18.75 |
0.8% |
2,460.25 |
| High |
2,487.25 |
2,495.00 |
7.75 |
0.3% |
2,469.50 |
| Low |
2,466.75 |
2,485.25 |
18.50 |
0.7% |
2,443.75 |
| Close |
2,485.75 |
2,494.25 |
8.50 |
0.3% |
2,461.00 |
| Range |
20.50 |
9.75 |
-10.75 |
-52.4% |
25.75 |
| ATR |
17.52 |
16.96 |
-0.55 |
-3.2% |
0.00 |
| Volume |
1,893,177 |
1,739,059 |
-154,118 |
-8.1% |
2,468,452 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.75 |
2,517.25 |
2,499.50 |
|
| R3 |
2,511.00 |
2,507.50 |
2,497.00 |
|
| R2 |
2,501.25 |
2,501.25 |
2,496.00 |
|
| R1 |
2,497.75 |
2,497.75 |
2,495.25 |
2,499.50 |
| PP |
2,491.50 |
2,491.50 |
2,491.50 |
2,492.50 |
| S1 |
2,488.00 |
2,488.00 |
2,493.25 |
2,489.75 |
| S2 |
2,481.75 |
2,481.75 |
2,492.50 |
|
| S3 |
2,472.00 |
2,478.25 |
2,491.50 |
|
| S4 |
2,462.25 |
2,468.50 |
2,489.00 |
|
|
| 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 |
2,495.00 |
2,454.75 |
40.25 |
1.6% |
13.00 |
0.5% |
98% |
True |
False |
1,203,983 |
| 10 |
2,495.00 |
2,419.25 |
75.75 |
3.0% |
16.25 |
0.7% |
99% |
True |
False |
621,027 |
| 20 |
2,495.00 |
2,414.00 |
81.00 |
3.2% |
17.50 |
0.7% |
99% |
True |
False |
316,410 |
| 40 |
2,495.00 |
2,414.00 |
81.00 |
3.2% |
16.00 |
0.6% |
99% |
True |
False |
160,551 |
| 60 |
2,495.00 |
2,400.75 |
94.25 |
3.8% |
16.25 |
0.7% |
99% |
True |
False |
107,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.50 |
|
2.618 |
2,520.50 |
|
1.618 |
2,510.75 |
|
1.000 |
2,504.75 |
|
0.618 |
2,501.00 |
|
HIGH |
2,495.00 |
|
0.618 |
2,491.25 |
|
0.500 |
2,490.00 |
|
0.382 |
2,489.00 |
|
LOW |
2,485.25 |
|
0.618 |
2,479.25 |
|
1.000 |
2,475.50 |
|
1.618 |
2,469.50 |
|
2.618 |
2,459.75 |
|
4.250 |
2,443.75 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,493.00 |
2,488.00 |
| PP |
2,491.50 |
2,481.50 |
| S1 |
2,490.00 |
2,475.00 |
|