| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,503.25 |
2,507.75 |
4.50 |
0.2% |
2,499.00 |
| High |
2,508.25 |
2,517.75 |
9.50 |
0.4% |
2,517.75 |
| Low |
2,499.00 |
2,504.75 |
5.75 |
0.2% |
2,485.00 |
| Close |
2,507.75 |
2,516.00 |
8.25 |
0.3% |
2,516.00 |
| Range |
9.25 |
13.00 |
3.75 |
40.5% |
32.75 |
| ATR |
13.48 |
13.45 |
-0.03 |
-0.3% |
0.00 |
| Volume |
1,109,027 |
1,368,322 |
259,295 |
23.4% |
6,737,648 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.75 |
2,547.00 |
2,523.25 |
|
| R3 |
2,538.75 |
2,534.00 |
2,519.50 |
|
| R2 |
2,525.75 |
2,525.75 |
2,518.50 |
|
| R1 |
2,521.00 |
2,521.00 |
2,517.25 |
2,523.50 |
| PP |
2,512.75 |
2,512.75 |
2,512.75 |
2,514.00 |
| S1 |
2,508.00 |
2,508.00 |
2,514.75 |
2,510.50 |
| S2 |
2,499.75 |
2,499.75 |
2,513.50 |
|
| S3 |
2,486.75 |
2,495.00 |
2,512.50 |
|
| S4 |
2,473.75 |
2,482.00 |
2,508.75 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.50 |
2,593.00 |
2,534.00 |
|
| R3 |
2,571.75 |
2,560.25 |
2,525.00 |
|
| R2 |
2,539.00 |
2,539.00 |
2,522.00 |
|
| R1 |
2,527.50 |
2,527.50 |
2,519.00 |
2,533.25 |
| PP |
2,506.25 |
2,506.25 |
2,506.25 |
2,509.00 |
| S1 |
2,494.75 |
2,494.75 |
2,513.00 |
2,500.50 |
| S2 |
2,473.50 |
2,473.50 |
2,510.00 |
|
| S3 |
2,440.75 |
2,462.00 |
2,507.00 |
|
| S4 |
2,408.00 |
2,429.25 |
2,498.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,517.75 |
2,485.00 |
32.75 |
1.3% |
13.50 |
0.5% |
95% |
True |
False |
1,347,529 |
| 10 |
2,517.75 |
2,485.00 |
32.75 |
1.3% |
11.25 |
0.4% |
95% |
True |
False |
1,216,488 |
| 20 |
2,517.75 |
2,443.75 |
74.00 |
2.9% |
12.00 |
0.5% |
98% |
True |
False |
1,122,874 |
| 40 |
2,517.75 |
2,414.00 |
103.75 |
4.1% |
15.75 |
0.6% |
98% |
True |
False |
567,895 |
| 60 |
2,517.75 |
2,404.00 |
113.75 |
4.5% |
14.75 |
0.6% |
98% |
True |
False |
379,455 |
| 80 |
2,517.75 |
2,400.75 |
117.00 |
4.7% |
15.50 |
0.6% |
99% |
True |
False |
285,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.00 |
|
2.618 |
2,551.75 |
|
1.618 |
2,538.75 |
|
1.000 |
2,530.75 |
|
0.618 |
2,525.75 |
|
HIGH |
2,517.75 |
|
0.618 |
2,512.75 |
|
0.500 |
2,511.25 |
|
0.382 |
2,509.75 |
|
LOW |
2,504.75 |
|
0.618 |
2,496.75 |
|
1.000 |
2,491.75 |
|
1.618 |
2,483.75 |
|
2.618 |
2,470.75 |
|
4.250 |
2,449.50 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.50 |
2,512.50 |
| PP |
2,512.75 |
2,509.00 |
| S1 |
2,511.25 |
2,505.50 |
|