| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,503.75 |
2,504.50 |
0.75 |
0.0% |
2,467.75 |
| High |
2,507.25 |
2,506.25 |
-1.00 |
0.0% |
2,500.00 |
| Low |
2,494.00 |
2,496.50 |
2.50 |
0.1% |
2,466.75 |
| Close |
2,505.25 |
2,501.00 |
-4.25 |
-0.2% |
2,497.25 |
| Range |
13.25 |
9.75 |
-3.50 |
-26.4% |
33.25 |
| ATR |
14.22 |
13.90 |
-0.32 |
-2.2% |
0.00 |
| Volume |
1,232,948 |
1,117,630 |
-115,318 |
-9.4% |
7,798,660 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.50 |
2,525.50 |
2,506.25 |
|
| R3 |
2,520.75 |
2,515.75 |
2,503.75 |
|
| R2 |
2,511.00 |
2,511.00 |
2,502.75 |
|
| R1 |
2,506.00 |
2,506.00 |
2,502.00 |
2,503.50 |
| PP |
2,501.25 |
2,501.25 |
2,501.25 |
2,500.00 |
| S1 |
2,496.25 |
2,496.25 |
2,500.00 |
2,494.00 |
| S2 |
2,491.50 |
2,491.50 |
2,499.25 |
|
| S3 |
2,481.75 |
2,486.50 |
2,498.25 |
|
| S4 |
2,472.00 |
2,476.75 |
2,495.75 |
|
|
| 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 |
2,507.25 |
2,487.00 |
20.25 |
0.8% |
9.75 |
0.4% |
69% |
False |
False |
1,153,980 |
| 10 |
2,507.25 |
2,455.25 |
52.00 |
2.1% |
10.50 |
0.4% |
88% |
False |
False |
1,366,694 |
| 20 |
2,507.25 |
2,419.25 |
88.00 |
3.5% |
13.50 |
0.5% |
93% |
False |
False |
741,367 |
| 40 |
2,507.25 |
2,414.00 |
93.25 |
3.7% |
15.50 |
0.6% |
93% |
False |
False |
374,343 |
| 60 |
2,507.25 |
2,400.75 |
106.50 |
4.3% |
15.75 |
0.6% |
94% |
False |
False |
250,396 |
| 80 |
2,507.25 |
2,397.50 |
109.75 |
4.4% |
15.25 |
0.6% |
94% |
False |
False |
188,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.75 |
|
2.618 |
2,531.75 |
|
1.618 |
2,522.00 |
|
1.000 |
2,516.00 |
|
0.618 |
2,512.25 |
|
HIGH |
2,506.25 |
|
0.618 |
2,502.50 |
|
0.500 |
2,501.50 |
|
0.382 |
2,500.25 |
|
LOW |
2,496.50 |
|
0.618 |
2,490.50 |
|
1.000 |
2,486.75 |
|
1.618 |
2,480.75 |
|
2.618 |
2,471.00 |
|
4.250 |
2,455.00 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,501.50 |
2,501.00 |
| PP |
2,501.25 |
2,500.75 |
| S1 |
2,501.00 |
2,500.50 |
|