| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,464.00 |
2,466.50 |
2.50 |
0.1% |
2,461.25 |
| High |
2,468.75 |
2,467.50 |
-1.25 |
-0.1% |
2,471.25 |
| Low |
2,457.50 |
2,456.75 |
-0.75 |
0.0% |
2,445.50 |
| Close |
2,466.50 |
2,462.50 |
-4.00 |
-0.2% |
2,462.50 |
| Range |
11.25 |
10.75 |
-0.50 |
-4.4% |
25.75 |
| ATR |
17.56 |
17.08 |
-0.49 |
-2.8% |
0.00 |
| Volume |
1,534,736 |
1,242,750 |
-291,986 |
-19.0% |
6,475,211 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.50 |
2,489.25 |
2,468.50 |
|
| R3 |
2,483.75 |
2,478.50 |
2,465.50 |
|
| R2 |
2,473.00 |
2,473.00 |
2,464.50 |
|
| R1 |
2,467.75 |
2,467.75 |
2,463.50 |
2,465.00 |
| PP |
2,462.25 |
2,462.25 |
2,462.25 |
2,461.00 |
| S1 |
2,457.00 |
2,457.00 |
2,461.50 |
2,454.25 |
| S2 |
2,451.50 |
2,451.50 |
2,460.50 |
|
| S3 |
2,440.75 |
2,446.25 |
2,459.50 |
|
| S4 |
2,430.00 |
2,435.50 |
2,456.50 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.00 |
2,525.50 |
2,476.75 |
|
| R3 |
2,511.25 |
2,499.75 |
2,469.50 |
|
| R2 |
2,485.50 |
2,485.50 |
2,467.25 |
|
| R1 |
2,474.00 |
2,474.00 |
2,464.75 |
2,479.75 |
| PP |
2,459.75 |
2,459.75 |
2,459.75 |
2,462.50 |
| S1 |
2,448.25 |
2,448.25 |
2,460.25 |
2,454.00 |
| S2 |
2,434.00 |
2,434.00 |
2,457.75 |
|
| S3 |
2,408.25 |
2,422.50 |
2,455.50 |
|
| S4 |
2,382.50 |
2,396.75 |
2,448.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,479.75 |
2,445.50 |
34.25 |
1.4% |
14.00 |
0.6% |
50% |
False |
False |
1,506,447 |
| 10 |
2,479.75 |
2,421.00 |
58.75 |
2.4% |
16.25 |
0.7% |
71% |
False |
False |
1,436,604 |
| 20 |
2,479.75 |
2,415.75 |
64.00 |
2.6% |
18.50 |
0.7% |
73% |
False |
False |
1,475,076 |
| 40 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
16.00 |
0.7% |
64% |
False |
False |
1,324,959 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.75 |
0.7% |
70% |
False |
False |
1,330,965 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.50 |
0.7% |
82% |
False |
False |
1,112,867 |
| 100 |
2,488.50 |
2,328.50 |
160.00 |
6.5% |
16.00 |
0.7% |
84% |
False |
False |
891,046 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.75 |
0.7% |
85% |
False |
False |
742,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.25 |
|
2.618 |
2,495.75 |
|
1.618 |
2,485.00 |
|
1.000 |
2,478.25 |
|
0.618 |
2,474.25 |
|
HIGH |
2,467.50 |
|
0.618 |
2,463.50 |
|
0.500 |
2,462.00 |
|
0.382 |
2,460.75 |
|
LOW |
2,456.75 |
|
0.618 |
2,450.00 |
|
1.000 |
2,446.00 |
|
1.618 |
2,439.25 |
|
2.618 |
2,428.50 |
|
4.250 |
2,411.00 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,462.50 |
2,462.75 |
| PP |
2,462.25 |
2,462.75 |
| S1 |
2,462.00 |
2,462.50 |
|