| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1,414.1 |
1,423.8 |
9.7 |
0.7% |
1,418.0 |
| High |
1,424.7 |
1,430.0 |
5.3 |
0.4% |
1,419.5 |
| Low |
1,414.1 |
1,420.5 |
6.4 |
0.5% |
1,393.0 |
| Close |
1,423.4 |
1,427.2 |
3.8 |
0.3% |
1,403.0 |
| Range |
10.6 |
9.5 |
-1.1 |
-10.4% |
26.5 |
| ATR |
15.2 |
14.8 |
-0.4 |
-2.7% |
0.0 |
| Volume |
78,850 |
34,499 |
-44,351 |
-56.2% |
470,093 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.5 |
1,450.3 |
1,432.5 |
|
| R3 |
1,445.0 |
1,440.8 |
1,429.8 |
|
| R2 |
1,435.5 |
1,435.5 |
1,429.0 |
|
| R1 |
1,431.3 |
1,431.3 |
1,428.0 |
1,433.3 |
| PP |
1,426.0 |
1,426.0 |
1,426.0 |
1,427.0 |
| S1 |
1,421.8 |
1,421.8 |
1,426.3 |
1,423.8 |
| S2 |
1,416.5 |
1,416.5 |
1,425.5 |
|
| S3 |
1,407.0 |
1,412.3 |
1,424.5 |
|
| S4 |
1,397.5 |
1,402.8 |
1,422.0 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.8 |
1,470.3 |
1,417.5 |
|
| R3 |
1,458.3 |
1,443.8 |
1,410.3 |
|
| R2 |
1,431.8 |
1,431.8 |
1,407.8 |
|
| R1 |
1,417.3 |
1,417.3 |
1,405.5 |
1,411.3 |
| PP |
1,405.3 |
1,405.3 |
1,405.3 |
1,402.0 |
| S1 |
1,390.8 |
1,390.8 |
1,400.5 |
1,384.8 |
| S2 |
1,378.8 |
1,378.8 |
1,398.3 |
|
| S3 |
1,352.3 |
1,364.3 |
1,395.8 |
|
| S4 |
1,325.8 |
1,337.8 |
1,388.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,430.0 |
1,393.0 |
37.0 |
2.6% |
11.3 |
0.8% |
92% |
True |
False |
87,027 |
| 10 |
1,430.0 |
1,379.0 |
51.0 |
3.6% |
13.3 |
0.9% |
95% |
True |
False |
94,523 |
| 20 |
1,430.0 |
1,348.8 |
81.2 |
5.7% |
14.8 |
1.0% |
97% |
True |
False |
99,613 |
| 40 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
15.3 |
1.1% |
76% |
False |
False |
102,319 |
| 60 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
15.8 |
1.1% |
76% |
False |
False |
105,769 |
| 80 |
1,452.3 |
1,348.8 |
103.5 |
7.3% |
15.8 |
1.1% |
76% |
False |
False |
98,417 |
| 100 |
1,452.3 |
1,344.3 |
108.0 |
7.6% |
14.3 |
1.0% |
77% |
False |
False |
78,757 |
| 120 |
1,452.3 |
1,339.5 |
112.8 |
7.9% |
13.5 |
0.9% |
78% |
False |
False |
65,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.5 |
|
2.618 |
1,454.8 |
|
1.618 |
1,445.3 |
|
1.000 |
1,439.5 |
|
0.618 |
1,435.8 |
|
HIGH |
1,430.0 |
|
0.618 |
1,426.3 |
|
0.500 |
1,425.3 |
|
0.382 |
1,424.3 |
|
LOW |
1,420.5 |
|
0.618 |
1,414.8 |
|
1.000 |
1,411.0 |
|
1.618 |
1,405.3 |
|
2.618 |
1,395.8 |
|
4.250 |
1,380.0 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.5 |
1,424.0 |
| PP |
1,426.0 |
1,421.0 |
| S1 |
1,425.3 |
1,418.0 |
|