| 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 |
22,330.93 |
22,306.83 |
-24.10 |
-0.1% |
22,297.92 |
| High |
22,371.10 |
22,394.74 |
23.64 |
0.1% |
22,419.51 |
| Low |
22,254.93 |
22,288.97 |
34.04 |
0.2% |
22,283.35 |
| Close |
22,340.71 |
22,381.20 |
40.49 |
0.2% |
22,349.59 |
| Range |
116.17 |
105.77 |
-10.40 |
-9.0% |
136.16 |
| ATR |
106.95 |
106.87 |
-0.08 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,672.28 |
22,632.51 |
22,439.37 |
|
| R3 |
22,566.51 |
22,526.74 |
22,410.29 |
|
| R2 |
22,460.74 |
22,460.74 |
22,400.59 |
|
| R1 |
22,420.97 |
22,420.97 |
22,390.90 |
22,440.86 |
| PP |
22,354.97 |
22,354.97 |
22,354.97 |
22,364.91 |
| S1 |
22,315.20 |
22,315.20 |
22,371.50 |
22,335.09 |
| S2 |
22,249.20 |
22,249.20 |
22,361.81 |
|
| S3 |
22,143.43 |
22,209.43 |
22,352.11 |
|
| S4 |
22,037.66 |
22,103.66 |
22,323.03 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,759.30 |
22,690.60 |
22,424.48 |
|
| R3 |
22,623.14 |
22,554.44 |
22,387.03 |
|
| R2 |
22,486.98 |
22,486.98 |
22,374.55 |
|
| R1 |
22,418.28 |
22,418.28 |
22,362.07 |
22,452.63 |
| PP |
22,350.82 |
22,350.82 |
22,350.82 |
22,367.99 |
| S1 |
22,282.12 |
22,282.12 |
22,337.11 |
22,316.47 |
| S2 |
22,214.66 |
22,214.66 |
22,324.63 |
|
| S3 |
22,078.50 |
22,145.96 |
22,312.15 |
|
| S4 |
21,942.34 |
22,009.80 |
22,274.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,394.74 |
22,219.11 |
175.63 |
0.8% |
103.45 |
0.5% |
92% |
True |
False |
|
| 10 |
22,419.51 |
22,214.52 |
204.99 |
0.9% |
85.69 |
0.4% |
81% |
False |
False |
|
| 20 |
22,419.51 |
21,709.63 |
709.88 |
3.2% |
90.65 |
0.4% |
95% |
False |
False |
|
| 40 |
22,419.51 |
21,600.34 |
819.17 |
3.7% |
97.57 |
0.4% |
95% |
False |
False |
|
| 60 |
22,419.51 |
21,279.30 |
1,140.21 |
5.1% |
95.01 |
0.4% |
97% |
False |
False |
|
| 80 |
22,419.51 |
21,113.31 |
1,306.20 |
5.8% |
99.22 |
0.4% |
97% |
False |
False |
|
| 100 |
22,419.51 |
20,553.45 |
1,866.06 |
8.3% |
99.55 |
0.4% |
98% |
False |
False |
|
| 120 |
22,419.51 |
20,379.55 |
2,039.96 |
9.1% |
101.76 |
0.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,844.26 |
|
2.618 |
22,671.65 |
|
1.618 |
22,565.88 |
|
1.000 |
22,500.51 |
|
0.618 |
22,460.11 |
|
HIGH |
22,394.74 |
|
0.618 |
22,354.34 |
|
0.500 |
22,341.86 |
|
0.382 |
22,329.37 |
|
LOW |
22,288.97 |
|
0.618 |
22,223.60 |
|
1.000 |
22,183.20 |
|
1.618 |
22,117.83 |
|
2.618 |
22,012.06 |
|
4.250 |
21,839.45 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,368.09 |
22,362.41 |
| PP |
22,354.97 |
22,343.62 |
| S1 |
22,341.86 |
22,324.84 |
|