| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,502.75 |
2,503.75 |
1.00 |
0.0% |
2,467.75 |
| High |
2,506.00 |
2,507.25 |
1.25 |
0.0% |
2,500.00 |
| Low |
2,501.00 |
2,494.00 |
-7.00 |
-0.3% |
2,466.75 |
| Close |
2,504.75 |
2,505.25 |
0.50 |
0.0% |
2,497.25 |
| Range |
5.00 |
13.25 |
8.25 |
165.0% |
33.25 |
| ATR |
14.29 |
14.22 |
-0.07 |
-0.5% |
0.00 |
| Volume |
961,109 |
1,232,948 |
271,839 |
28.3% |
7,798,660 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.00 |
2,536.75 |
2,512.50 |
|
| R3 |
2,528.75 |
2,523.50 |
2,509.00 |
|
| R2 |
2,515.50 |
2,515.50 |
2,507.75 |
|
| R1 |
2,510.25 |
2,510.25 |
2,506.50 |
2,513.00 |
| PP |
2,502.25 |
2,502.25 |
2,502.25 |
2,503.50 |
| S1 |
2,497.00 |
2,497.00 |
2,504.00 |
2,499.50 |
| S2 |
2,489.00 |
2,489.00 |
2,502.75 |
|
| S3 |
2,475.75 |
2,483.75 |
2,501.50 |
|
| S4 |
2,462.50 |
2,470.50 |
2,498.00 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.75 |
2,575.75 |
2,515.50 |
|
| R3 |
2,554.50 |
2,542.50 |
2,506.50 |
|
| R2 |
2,521.25 |
2,521.25 |
2,503.25 |
|
| R1 |
2,509.25 |
2,509.25 |
2,500.25 |
2,515.25 |
| PP |
2,488.00 |
2,488.00 |
2,488.00 |
2,491.00 |
| S1 |
2,476.00 |
2,476.00 |
2,494.25 |
2,482.00 |
| S2 |
2,454.75 |
2,454.75 |
2,491.25 |
|
| S3 |
2,421.50 |
2,442.75 |
2,488.00 |
|
| S4 |
2,388.25 |
2,409.50 |
2,479.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,507.25 |
2,487.00 |
20.25 |
0.8% |
9.75 |
0.4% |
90% |
True |
False |
1,204,971 |
| 10 |
2,507.25 |
2,455.25 |
52.00 |
2.1% |
10.75 |
0.4% |
96% |
True |
False |
1,324,916 |
| 20 |
2,507.25 |
2,419.25 |
88.00 |
3.5% |
13.75 |
0.6% |
98% |
True |
False |
685,904 |
| 40 |
2,507.25 |
2,414.00 |
93.25 |
3.7% |
15.50 |
0.6% |
98% |
True |
False |
346,508 |
| 60 |
2,507.25 |
2,400.75 |
106.50 |
4.3% |
15.75 |
0.6% |
98% |
True |
False |
231,790 |
| 80 |
2,507.25 |
2,397.50 |
109.75 |
4.4% |
15.25 |
0.6% |
98% |
True |
False |
174,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.50 |
|
2.618 |
2,542.00 |
|
1.618 |
2,528.75 |
|
1.000 |
2,520.50 |
|
0.618 |
2,515.50 |
|
HIGH |
2,507.25 |
|
0.618 |
2,502.25 |
|
0.500 |
2,500.50 |
|
0.382 |
2,499.00 |
|
LOW |
2,494.00 |
|
0.618 |
2,485.75 |
|
1.000 |
2,480.75 |
|
1.618 |
2,472.50 |
|
2.618 |
2,459.25 |
|
4.250 |
2,437.75 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,503.75 |
2,503.75 |
| PP |
2,502.25 |
2,502.25 |
| S1 |
2,500.50 |
2,500.50 |
|