| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,930.75 |
5,878.75 |
-52.00 |
-0.9% |
5,999.25 |
| High |
5,954.25 |
5,912.50 |
-41.75 |
-0.7% |
6,018.25 |
| Low |
5,842.00 |
5,862.75 |
20.75 |
0.4% |
5,911.00 |
| Close |
5,876.50 |
5,892.50 |
16.00 |
0.3% |
5,935.75 |
| Range |
112.25 |
49.75 |
-62.50 |
-55.7% |
107.25 |
| ATR |
62.07 |
61.19 |
-0.88 |
-1.4% |
0.00 |
| Volume |
447,828 |
343,472 |
-104,356 |
-23.3% |
1,411,761 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,038.50 |
6,015.25 |
5,919.75 |
|
| R3 |
5,988.75 |
5,965.50 |
5,906.25 |
|
| R2 |
5,939.00 |
5,939.00 |
5,901.50 |
|
| R1 |
5,915.75 |
5,915.75 |
5,897.00 |
5,927.50 |
| PP |
5,889.25 |
5,889.25 |
5,889.25 |
5,895.00 |
| S1 |
5,866.00 |
5,866.00 |
5,888.00 |
5,877.50 |
| S2 |
5,839.50 |
5,839.50 |
5,883.50 |
|
| S3 |
5,789.75 |
5,816.25 |
5,878.75 |
|
| S4 |
5,740.00 |
5,766.50 |
5,865.25 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.75 |
6,213.50 |
5,994.75 |
|
| R3 |
6,169.50 |
6,106.25 |
5,965.25 |
|
| R2 |
6,062.25 |
6,062.25 |
5,955.50 |
|
| R1 |
5,999.00 |
5,999.00 |
5,945.50 |
5,977.00 |
| PP |
5,955.00 |
5,955.00 |
5,955.00 |
5,944.00 |
| S1 |
5,891.75 |
5,891.75 |
5,926.00 |
5,869.75 |
| S2 |
5,847.75 |
5,847.75 |
5,916.00 |
|
| S3 |
5,740.50 |
5,784.50 |
5,906.25 |
|
| S4 |
5,633.25 |
5,677.25 |
5,876.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,000.50 |
5,842.00 |
158.50 |
2.7% |
65.50 |
1.1% |
32% |
False |
False |
350,971 |
| 10 |
6,018.25 |
5,842.00 |
176.25 |
3.0% |
54.50 |
0.9% |
29% |
False |
False |
298,402 |
| 20 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
59.75 |
1.0% |
45% |
False |
False |
195,415 |
| 40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.00 |
1.1% |
50% |
False |
False |
98,347 |
| 60 |
6,026.25 |
5,568.25 |
458.00 |
7.8% |
63.50 |
1.1% |
71% |
False |
False |
65,721 |
| 80 |
6,026.25 |
5,568.25 |
458.00 |
7.8% |
68.00 |
1.2% |
71% |
False |
False |
49,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,124.00 |
|
2.618 |
6,042.75 |
|
1.618 |
5,993.00 |
|
1.000 |
5,962.25 |
|
0.618 |
5,943.25 |
|
HIGH |
5,912.50 |
|
0.618 |
5,893.50 |
|
0.500 |
5,887.50 |
|
0.382 |
5,881.75 |
|
LOW |
5,862.75 |
|
0.618 |
5,832.00 |
|
1.000 |
5,813.00 |
|
1.618 |
5,782.25 |
|
2.618 |
5,732.50 |
|
4.250 |
5,651.25 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,891.00 |
5,898.00 |
| PP |
5,889.25 |
5,896.25 |
| S1 |
5,887.50 |
5,894.50 |
|