| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,550.5 |
12,552.0 |
1.5 |
0.0% |
12,567.0 |
| High |
12,637.0 |
12,624.5 |
-12.5 |
-0.1% |
12,637.0 |
| Low |
12,543.5 |
12,538.5 |
-5.0 |
0.0% |
12,504.0 |
| Close |
12,586.5 |
12,583.0 |
-3.5 |
0.0% |
12,586.5 |
| Range |
93.5 |
86.0 |
-7.5 |
-8.0% |
133.0 |
| ATR |
111.6 |
109.8 |
-1.8 |
-1.6% |
0.0 |
| Volume |
63,793 |
56,514 |
-7,279 |
-11.4% |
291,577 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,840.0 |
12,797.5 |
12,630.3 |
|
| R3 |
12,754.0 |
12,711.5 |
12,606.7 |
|
| R2 |
12,668.0 |
12,668.0 |
12,598.8 |
|
| R1 |
12,625.5 |
12,625.5 |
12,590.9 |
12,646.8 |
| PP |
12,582.0 |
12,582.0 |
12,582.0 |
12,592.6 |
| S1 |
12,539.5 |
12,539.5 |
12,575.1 |
12,560.8 |
| S2 |
12,496.0 |
12,496.0 |
12,567.2 |
|
| S3 |
12,410.0 |
12,453.5 |
12,559.4 |
|
| S4 |
12,324.0 |
12,367.5 |
12,535.7 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,974.8 |
12,913.7 |
12,659.7 |
|
| R3 |
12,841.8 |
12,780.7 |
12,623.1 |
|
| R2 |
12,708.8 |
12,708.8 |
12,610.9 |
|
| R1 |
12,647.7 |
12,647.7 |
12,598.7 |
12,678.3 |
| PP |
12,575.8 |
12,575.8 |
12,575.8 |
12,591.1 |
| S1 |
12,514.7 |
12,514.7 |
12,574.3 |
12,545.3 |
| S2 |
12,442.8 |
12,442.8 |
12,562.1 |
|
| S3 |
12,309.8 |
12,381.7 |
12,549.9 |
|
| S4 |
12,176.8 |
12,248.7 |
12,513.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,637.0 |
12,504.0 |
133.0 |
1.1% |
80.2 |
0.6% |
59% |
False |
False |
58,728 |
| 10 |
12,637.0 |
12,463.5 |
173.5 |
1.4% |
76.3 |
0.6% |
69% |
False |
False |
58,908 |
| 20 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
99.9 |
0.8% |
93% |
False |
False |
34,984 |
| 40 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
110.7 |
0.9% |
93% |
False |
False |
17,617 |
| 60 |
12,655.0 |
11,865.0 |
790.0 |
6.3% |
108.8 |
0.9% |
91% |
False |
False |
11,829 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
111.8 |
0.9% |
67% |
False |
False |
8,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,990.0 |
|
2.618 |
12,849.6 |
|
1.618 |
12,763.6 |
|
1.000 |
12,710.5 |
|
0.618 |
12,677.6 |
|
HIGH |
12,624.5 |
|
0.618 |
12,591.6 |
|
0.500 |
12,581.5 |
|
0.382 |
12,571.4 |
|
LOW |
12,538.5 |
|
0.618 |
12,485.4 |
|
1.000 |
12,452.5 |
|
1.618 |
12,399.4 |
|
2.618 |
12,313.4 |
|
4.250 |
12,173.0 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,582.5 |
12,587.8 |
| PP |
12,582.0 |
12,586.2 |
| S1 |
12,581.5 |
12,584.6 |
|