| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,498.00 |
2,495.00 |
-3.00 |
-0.1% |
2,499.00 |
| High |
2,501.25 |
2,509.25 |
8.00 |
0.3% |
2,507.25 |
| Low |
2,492.25 |
2,493.00 |
0.75 |
0.0% |
2,492.00 |
| Close |
2,495.50 |
2,504.50 |
9.00 |
0.4% |
2,499.50 |
| Range |
9.00 |
16.25 |
7.25 |
80.6% |
15.25 |
| ATR |
13.62 |
13.81 |
0.19 |
1.4% |
0.00 |
| Volume |
1,144,642 |
1,576,031 |
431,389 |
37.7% |
5,427,241 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.00 |
2,544.00 |
2,513.50 |
|
| R3 |
2,534.75 |
2,527.75 |
2,509.00 |
|
| R2 |
2,518.50 |
2,518.50 |
2,507.50 |
|
| R1 |
2,511.50 |
2,511.50 |
2,506.00 |
2,515.00 |
| PP |
2,502.25 |
2,502.25 |
2,502.25 |
2,504.00 |
| S1 |
2,495.25 |
2,495.25 |
2,503.00 |
2,498.75 |
| S2 |
2,486.00 |
2,486.00 |
2,501.50 |
|
| S3 |
2,469.75 |
2,479.00 |
2,500.00 |
|
| S4 |
2,453.50 |
2,462.75 |
2,495.50 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.25 |
2,537.75 |
2,508.00 |
|
| R3 |
2,530.00 |
2,522.50 |
2,503.75 |
|
| R2 |
2,514.75 |
2,514.75 |
2,502.25 |
|
| R1 |
2,507.25 |
2,507.25 |
2,501.00 |
2,511.00 |
| PP |
2,499.50 |
2,499.50 |
2,499.50 |
2,501.50 |
| S1 |
2,492.00 |
2,492.00 |
2,498.00 |
2,495.75 |
| S2 |
2,484.25 |
2,484.25 |
2,496.75 |
|
| S3 |
2,469.00 |
2,476.75 |
2,495.25 |
|
| S4 |
2,453.75 |
2,461.50 |
2,491.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,509.25 |
2,485.00 |
24.25 |
1.0% |
12.75 |
0.5% |
80% |
True |
False |
1,280,531 |
| 10 |
2,509.25 |
2,485.00 |
24.25 |
1.0% |
11.25 |
0.4% |
80% |
True |
False |
1,242,751 |
| 20 |
2,509.25 |
2,440.75 |
68.50 |
2.7% |
12.75 |
0.5% |
93% |
True |
False |
1,002,058 |
| 40 |
2,509.25 |
2,414.00 |
95.25 |
3.8% |
15.50 |
0.6% |
95% |
True |
False |
506,215 |
| 60 |
2,509.25 |
2,403.50 |
105.75 |
4.2% |
15.00 |
0.6% |
96% |
True |
False |
338,267 |
| 80 |
2,509.25 |
2,400.75 |
108.50 |
4.3% |
15.50 |
0.6% |
96% |
True |
False |
254,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.25 |
|
2.618 |
2,551.75 |
|
1.618 |
2,535.50 |
|
1.000 |
2,525.50 |
|
0.618 |
2,519.25 |
|
HIGH |
2,509.25 |
|
0.618 |
2,503.00 |
|
0.500 |
2,501.00 |
|
0.382 |
2,499.25 |
|
LOW |
2,493.00 |
|
0.618 |
2,483.00 |
|
1.000 |
2,476.75 |
|
1.618 |
2,466.75 |
|
2.618 |
2,450.50 |
|
4.250 |
2,424.00 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,503.50 |
2,502.00 |
| PP |
2,502.25 |
2,499.50 |
| S1 |
2,501.00 |
2,497.00 |
|