| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,494.50 |
2,493.75 |
-0.75 |
0.0% |
2,467.75 |
| High |
2,496.25 |
2,500.00 |
3.75 |
0.2% |
2,500.00 |
| Low |
2,487.50 |
2,487.00 |
-0.50 |
0.0% |
2,466.75 |
| Close |
2,494.25 |
2,497.25 |
3.00 |
0.1% |
2,497.25 |
| Range |
8.75 |
13.00 |
4.25 |
48.6% |
33.25 |
| ATR |
15.68 |
15.49 |
-0.19 |
-1.2% |
0.00 |
| Volume |
1,372,582 |
1,367,390 |
-5,192 |
-0.4% |
7,798,660 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.75 |
2,528.50 |
2,504.50 |
|
| R3 |
2,520.75 |
2,515.50 |
2,500.75 |
|
| R2 |
2,507.75 |
2,507.75 |
2,499.75 |
|
| R1 |
2,502.50 |
2,502.50 |
2,498.50 |
2,505.00 |
| PP |
2,494.75 |
2,494.75 |
2,494.75 |
2,496.00 |
| S1 |
2,489.50 |
2,489.50 |
2,496.00 |
2,492.00 |
| S2 |
2,481.75 |
2,481.75 |
2,494.75 |
|
| S3 |
2,468.75 |
2,476.50 |
2,493.75 |
|
| S4 |
2,455.75 |
2,463.50 |
2,490.00 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.75 |
2,575.75 |
2,515.50 |
|
| R3 |
2,554.50 |
2,542.50 |
2,506.50 |
|
| R2 |
2,521.25 |
2,521.25 |
2,503.25 |
|
| R1 |
2,509.25 |
2,509.25 |
2,500.25 |
2,515.25 |
| PP |
2,488.00 |
2,488.00 |
2,488.00 |
2,491.00 |
| S1 |
2,476.00 |
2,476.00 |
2,494.25 |
2,482.00 |
| S2 |
2,454.75 |
2,454.75 |
2,491.25 |
|
| S3 |
2,421.50 |
2,442.75 |
2,488.00 |
|
| S4 |
2,388.25 |
2,409.50 |
2,479.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.00 |
2,466.75 |
33.25 |
1.3% |
11.75 |
0.5% |
92% |
True |
False |
1,559,732 |
| 10 |
2,500.00 |
2,443.75 |
56.25 |
2.3% |
12.75 |
0.5% |
95% |
True |
False |
1,029,260 |
| 20 |
2,500.00 |
2,414.00 |
86.00 |
3.4% |
15.50 |
0.6% |
97% |
True |
False |
523,248 |
| 40 |
2,500.00 |
2,414.00 |
86.00 |
3.4% |
15.75 |
0.6% |
97% |
True |
False |
264,573 |
| 60 |
2,500.00 |
2,400.75 |
99.25 |
4.0% |
16.00 |
0.6% |
97% |
True |
False |
177,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.25 |
|
2.618 |
2,534.00 |
|
1.618 |
2,521.00 |
|
1.000 |
2,513.00 |
|
0.618 |
2,508.00 |
|
HIGH |
2,500.00 |
|
0.618 |
2,495.00 |
|
0.500 |
2,493.50 |
|
0.382 |
2,492.00 |
|
LOW |
2,487.00 |
|
0.618 |
2,479.00 |
|
1.000 |
2,474.00 |
|
1.618 |
2,466.00 |
|
2.618 |
2,453.00 |
|
4.250 |
2,431.75 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,496.00 |
2,496.00 |
| PP |
2,494.75 |
2,494.75 |
| S1 |
2,493.50 |
2,493.50 |
|