| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,493.75 |
2,499.00 |
5.25 |
0.2% |
2,467.75 |
| High |
2,500.00 |
2,506.00 |
6.00 |
0.2% |
2,500.00 |
| Low |
2,487.00 |
2,497.75 |
10.75 |
0.4% |
2,466.75 |
| Close |
2,497.25 |
2,502.75 |
5.50 |
0.2% |
2,497.25 |
| Range |
13.00 |
8.25 |
-4.75 |
-36.5% |
33.25 |
| ATR |
15.49 |
15.01 |
-0.48 |
-3.1% |
0.00 |
| Volume |
1,367,390 |
1,090,827 |
-276,563 |
-20.2% |
7,798,660 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.00 |
2,523.00 |
2,507.25 |
|
| R3 |
2,518.75 |
2,514.75 |
2,505.00 |
|
| R2 |
2,510.50 |
2,510.50 |
2,504.25 |
|
| R1 |
2,506.50 |
2,506.50 |
2,503.50 |
2,508.50 |
| PP |
2,502.25 |
2,502.25 |
2,502.25 |
2,503.00 |
| S1 |
2,498.25 |
2,498.25 |
2,502.00 |
2,500.25 |
| S2 |
2,494.00 |
2,494.00 |
2,501.25 |
|
| S3 |
2,485.75 |
2,490.00 |
2,500.50 |
|
| S4 |
2,477.50 |
2,481.75 |
2,498.25 |
|
|
| 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 |
2,506.00 |
2,485.25 |
20.75 |
0.8% |
9.25 |
0.4% |
84% |
True |
False |
1,399,262 |
| 10 |
2,506.00 |
2,443.75 |
62.25 |
2.5% |
12.75 |
0.5% |
95% |
True |
False |
1,135,793 |
| 20 |
2,506.00 |
2,414.00 |
92.00 |
3.7% |
15.00 |
0.6% |
96% |
True |
False |
577,259 |
| 40 |
2,506.00 |
2,414.00 |
92.00 |
3.7% |
15.50 |
0.6% |
96% |
True |
False |
291,812 |
| 60 |
2,506.00 |
2,400.75 |
105.25 |
4.2% |
16.00 |
0.6% |
97% |
True |
False |
195,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,541.00 |
|
2.618 |
2,527.50 |
|
1.618 |
2,519.25 |
|
1.000 |
2,514.25 |
|
0.618 |
2,511.00 |
|
HIGH |
2,506.00 |
|
0.618 |
2,502.75 |
|
0.500 |
2,502.00 |
|
0.382 |
2,501.00 |
|
LOW |
2,497.75 |
|
0.618 |
2,492.75 |
|
1.000 |
2,489.50 |
|
1.618 |
2,484.50 |
|
2.618 |
2,476.25 |
|
4.250 |
2,462.75 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,502.50 |
2,500.75 |
| PP |
2,502.25 |
2,498.50 |
| S1 |
2,502.00 |
2,496.50 |
|