| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
21,927.79 |
22,090.56 |
162.77 |
0.7% |
21,912.37 |
| High |
22,067.10 |
22,134.57 |
67.47 |
0.3% |
21,921.09 |
| Low |
21,927.79 |
22,087.09 |
159.30 |
0.7% |
21,709.63 |
| Close |
22,057.37 |
22,118.86 |
61.49 |
0.3% |
21,797.79 |
| Range |
139.31 |
47.48 |
-91.83 |
-65.9% |
211.46 |
| ATR |
135.16 |
131.02 |
-4.14 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,255.95 |
22,234.88 |
22,144.97 |
|
| R3 |
22,208.47 |
22,187.40 |
22,131.92 |
|
| R2 |
22,160.99 |
22,160.99 |
22,127.56 |
|
| R1 |
22,139.92 |
22,139.92 |
22,123.21 |
22,150.46 |
| PP |
22,113.51 |
22,113.51 |
22,113.51 |
22,118.77 |
| S1 |
22,092.44 |
22,092.44 |
22,114.51 |
22,102.98 |
| S2 |
22,066.03 |
22,066.03 |
22,110.16 |
|
| S3 |
22,018.55 |
22,044.96 |
22,105.80 |
|
| S4 |
21,971.07 |
21,997.48 |
22,092.75 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,443.88 |
22,332.30 |
21,914.09 |
|
| R3 |
22,232.42 |
22,120.84 |
21,855.94 |
|
| R2 |
22,020.96 |
22,020.96 |
21,836.56 |
|
| R1 |
21,909.38 |
21,909.38 |
21,817.17 |
21,859.44 |
| PP |
21,809.50 |
21,809.50 |
21,809.50 |
21,784.54 |
| S1 |
21,697.92 |
21,697.92 |
21,778.41 |
21,647.98 |
| S2 |
21,598.04 |
21,598.04 |
21,759.02 |
|
| S3 |
21,386.58 |
21,486.46 |
21,739.64 |
|
| S4 |
21,175.12 |
21,275.00 |
21,681.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,134.57 |
21,731.12 |
403.45 |
1.8% |
92.35 |
0.4% |
96% |
True |
False |
|
| 10 |
22,134.57 |
21,673.58 |
460.99 |
2.1% |
109.30 |
0.5% |
97% |
True |
False |
|
| 20 |
22,134.57 |
21,600.34 |
534.23 |
2.4% |
113.65 |
0.5% |
97% |
True |
False |
|
| 40 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
97.17 |
0.4% |
91% |
False |
False |
|
| 60 |
22,179.11 |
21,197.08 |
982.03 |
4.4% |
102.34 |
0.5% |
94% |
False |
False |
|
| 80 |
22,179.11 |
20,687.94 |
1,491.17 |
6.7% |
99.30 |
0.4% |
96% |
False |
False |
|
| 100 |
22,179.11 |
20,505.33 |
1,673.78 |
7.6% |
99.92 |
0.5% |
96% |
False |
False |
|
| 120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.1% |
107.70 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,336.36 |
|
2.618 |
22,258.87 |
|
1.618 |
22,211.39 |
|
1.000 |
22,182.05 |
|
0.618 |
22,163.91 |
|
HIGH |
22,134.57 |
|
0.618 |
22,116.43 |
|
0.500 |
22,110.83 |
|
0.382 |
22,105.23 |
|
LOW |
22,087.09 |
|
0.618 |
22,057.75 |
|
1.000 |
22,039.61 |
|
1.618 |
22,010.27 |
|
2.618 |
21,962.79 |
|
4.250 |
21,885.30 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,116.18 |
22,056.86 |
| PP |
22,113.51 |
21,994.85 |
| S1 |
22,110.83 |
21,932.85 |
|