| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,495.00 |
2,503.25 |
8.25 |
0.3% |
2,499.00 |
| High |
2,509.25 |
2,508.25 |
-1.00 |
0.0% |
2,507.25 |
| Low |
2,493.00 |
2,499.00 |
6.00 |
0.2% |
2,492.00 |
| Close |
2,504.50 |
2,507.75 |
3.25 |
0.1% |
2,499.50 |
| Range |
16.25 |
9.25 |
-7.00 |
-43.1% |
15.25 |
| ATR |
13.81 |
13.48 |
-0.33 |
-2.4% |
0.00 |
| Volume |
1,576,031 |
1,109,027 |
-467,004 |
-29.6% |
5,427,241 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.75 |
2,529.50 |
2,512.75 |
|
| R3 |
2,523.50 |
2,520.25 |
2,510.25 |
|
| R2 |
2,514.25 |
2,514.25 |
2,509.50 |
|
| R1 |
2,511.00 |
2,511.00 |
2,508.50 |
2,512.50 |
| PP |
2,505.00 |
2,505.00 |
2,505.00 |
2,505.75 |
| S1 |
2,501.75 |
2,501.75 |
2,507.00 |
2,503.50 |
| S2 |
2,495.75 |
2,495.75 |
2,506.00 |
|
| S3 |
2,486.50 |
2,492.50 |
2,505.25 |
|
| S4 |
2,477.25 |
2,483.25 |
2,502.75 |
|
|
| 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% |
12.50 |
0.5% |
94% |
False |
False |
1,278,810 |
| 10 |
2,509.25 |
2,485.00 |
24.25 |
1.0% |
11.25 |
0.4% |
94% |
False |
False |
1,216,395 |
| 20 |
2,509.25 |
2,443.75 |
65.50 |
2.6% |
12.25 |
0.5% |
98% |
False |
False |
1,056,562 |
| 40 |
2,509.25 |
2,414.00 |
95.25 |
3.8% |
15.50 |
0.6% |
98% |
False |
False |
533,834 |
| 60 |
2,509.25 |
2,403.50 |
105.75 |
4.2% |
14.75 |
0.6% |
99% |
False |
False |
356,713 |
| 80 |
2,509.25 |
2,400.75 |
108.50 |
4.3% |
15.50 |
0.6% |
99% |
False |
False |
267,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.50 |
|
2.618 |
2,532.50 |
|
1.618 |
2,523.25 |
|
1.000 |
2,517.50 |
|
0.618 |
2,514.00 |
|
HIGH |
2,508.25 |
|
0.618 |
2,504.75 |
|
0.500 |
2,503.50 |
|
0.382 |
2,502.50 |
|
LOW |
2,499.00 |
|
0.618 |
2,493.25 |
|
1.000 |
2,489.75 |
|
1.618 |
2,484.00 |
|
2.618 |
2,474.75 |
|
4.250 |
2,459.75 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.50 |
2,505.50 |
| PP |
2,505.00 |
2,503.00 |
| S1 |
2,503.50 |
2,500.75 |
|