| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,495.25 |
2,494.50 |
-0.75 |
0.0% |
2,460.25 |
| High |
2,495.50 |
2,496.25 |
0.75 |
0.0% |
2,469.50 |
| Low |
2,489.00 |
2,487.50 |
-1.50 |
-0.1% |
2,443.75 |
| Close |
2,494.75 |
2,494.25 |
-0.50 |
0.0% |
2,461.00 |
| Range |
6.50 |
8.75 |
2.25 |
34.6% |
25.75 |
| ATR |
16.21 |
15.68 |
-0.53 |
-3.3% |
0.00 |
| Volume |
1,426,452 |
1,372,582 |
-53,870 |
-3.8% |
2,468,452 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.00 |
2,515.25 |
2,499.00 |
|
| R3 |
2,510.25 |
2,506.50 |
2,496.75 |
|
| R2 |
2,501.50 |
2,501.50 |
2,495.75 |
|
| R1 |
2,497.75 |
2,497.75 |
2,495.00 |
2,495.25 |
| PP |
2,492.75 |
2,492.75 |
2,492.75 |
2,491.50 |
| S1 |
2,489.00 |
2,489.00 |
2,493.50 |
2,486.50 |
| S2 |
2,484.00 |
2,484.00 |
2,492.75 |
|
| S3 |
2,475.25 |
2,480.25 |
2,491.75 |
|
| S4 |
2,466.50 |
2,471.50 |
2,489.50 |
|
|
| 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 |
2,496.25 |
2,455.25 |
41.00 |
1.6% |
11.25 |
0.4% |
95% |
True |
False |
1,579,408 |
| 10 |
2,496.25 |
2,443.75 |
52.50 |
2.1% |
13.50 |
0.5% |
96% |
True |
False |
896,729 |
| 20 |
2,496.25 |
2,414.00 |
82.25 |
3.3% |
17.25 |
0.7% |
98% |
True |
False |
455,772 |
| 40 |
2,496.25 |
2,414.00 |
82.25 |
3.3% |
15.50 |
0.6% |
98% |
True |
False |
230,448 |
| 60 |
2,496.25 |
2,400.75 |
95.50 |
3.8% |
16.00 |
0.6% |
98% |
True |
False |
154,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.50 |
|
2.618 |
2,519.25 |
|
1.618 |
2,510.50 |
|
1.000 |
2,505.00 |
|
0.618 |
2,501.75 |
|
HIGH |
2,496.25 |
|
0.618 |
2,493.00 |
|
0.500 |
2,492.00 |
|
0.382 |
2,490.75 |
|
LOW |
2,487.50 |
|
0.618 |
2,482.00 |
|
1.000 |
2,478.75 |
|
1.618 |
2,473.25 |
|
2.618 |
2,464.50 |
|
4.250 |
2,450.25 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,493.50 |
2,493.00 |
| PP |
2,492.75 |
2,492.00 |
| S1 |
2,492.00 |
2,490.75 |
|