| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,567.0 |
12,559.0 |
-8.0 |
-0.1% |
12,355.5 |
| High |
12,604.5 |
12,565.0 |
-39.5 |
-0.3% |
12,556.0 |
| Low |
12,522.5 |
12,514.0 |
-8.5 |
-0.1% |
12,355.5 |
| Close |
12,553.5 |
12,551.0 |
-2.5 |
0.0% |
12,512.0 |
| Range |
82.0 |
51.0 |
-31.0 |
-37.8% |
200.5 |
| ATR |
121.7 |
116.6 |
-5.0 |
-4.1% |
0.0 |
| Volume |
54,448 |
61,856 |
7,408 |
13.6% |
297,443 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,696.3 |
12,674.7 |
12,579.1 |
|
| R3 |
12,645.3 |
12,623.7 |
12,565.0 |
|
| R2 |
12,594.3 |
12,594.3 |
12,560.4 |
|
| R1 |
12,572.7 |
12,572.7 |
12,555.7 |
12,558.0 |
| PP |
12,543.3 |
12,543.3 |
12,543.3 |
12,536.0 |
| S1 |
12,521.7 |
12,521.7 |
12,546.3 |
12,507.0 |
| S2 |
12,492.3 |
12,492.3 |
12,541.7 |
|
| S3 |
12,441.3 |
12,470.7 |
12,537.0 |
|
| S4 |
12,390.3 |
12,419.7 |
12,523.0 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,076.0 |
12,994.5 |
12,622.3 |
|
| R3 |
12,875.5 |
12,794.0 |
12,567.1 |
|
| R2 |
12,675.0 |
12,675.0 |
12,548.8 |
|
| R1 |
12,593.5 |
12,593.5 |
12,530.4 |
12,634.3 |
| PP |
12,474.5 |
12,474.5 |
12,474.5 |
12,494.9 |
| S1 |
12,393.0 |
12,393.0 |
12,493.6 |
12,433.8 |
| S2 |
12,274.0 |
12,274.0 |
12,475.2 |
|
| S3 |
12,073.5 |
12,192.5 |
12,456.9 |
|
| S4 |
11,873.0 |
11,992.0 |
12,401.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,604.5 |
12,463.5 |
141.0 |
1.1% |
68.3 |
0.5% |
62% |
False |
False |
57,425 |
| 10 |
12,604.5 |
12,052.5 |
552.0 |
4.4% |
96.8 |
0.8% |
90% |
False |
False |
46,071 |
| 20 |
12,604.5 |
11,865.0 |
739.5 |
5.9% |
103.3 |
0.8% |
93% |
False |
False |
23,431 |
| 40 |
12,604.5 |
11,865.0 |
739.5 |
5.9% |
111.1 |
0.9% |
93% |
False |
False |
11,847 |
| 60 |
12,737.5 |
11,865.0 |
872.5 |
7.0% |
116.1 |
0.9% |
79% |
False |
False |
7,986 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
110.0 |
0.9% |
64% |
False |
False |
6,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,781.8 |
|
2.618 |
12,698.5 |
|
1.618 |
12,647.5 |
|
1.000 |
12,616.0 |
|
0.618 |
12,596.5 |
|
HIGH |
12,565.0 |
|
0.618 |
12,545.5 |
|
0.500 |
12,539.5 |
|
0.382 |
12,533.5 |
|
LOW |
12,514.0 |
|
0.618 |
12,482.5 |
|
1.000 |
12,463.0 |
|
1.618 |
12,431.5 |
|
2.618 |
12,380.5 |
|
4.250 |
12,297.3 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,547.2 |
12,550.5 |
| PP |
12,543.3 |
12,550.0 |
| S1 |
12,539.5 |
12,549.5 |
|