| 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 |
2,500.75 |
2,499.00 |
-1.75 |
-0.1% |
2,499.00 |
| High |
2,501.00 |
2,504.50 |
3.50 |
0.1% |
2,507.25 |
| Low |
2,492.00 |
2,485.00 |
-7.00 |
-0.3% |
2,492.00 |
| Close |
2,499.50 |
2,497.00 |
-2.50 |
-0.1% |
2,499.50 |
| Range |
9.00 |
19.50 |
10.50 |
116.7% |
15.25 |
| ATR |
13.55 |
13.97 |
0.43 |
3.1% |
0.00 |
| Volume |
1,024,727 |
1,539,626 |
514,899 |
50.2% |
5,427,241 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.00 |
2,545.00 |
2,507.75 |
|
| R3 |
2,534.50 |
2,525.50 |
2,502.25 |
|
| R2 |
2,515.00 |
2,515.00 |
2,500.50 |
|
| R1 |
2,506.00 |
2,506.00 |
2,498.75 |
2,500.75 |
| PP |
2,495.50 |
2,495.50 |
2,495.50 |
2,493.00 |
| S1 |
2,486.50 |
2,486.50 |
2,495.25 |
2,481.25 |
| S2 |
2,476.00 |
2,476.00 |
2,493.50 |
|
| S3 |
2,456.50 |
2,467.00 |
2,491.75 |
|
| S4 |
2,437.00 |
2,447.50 |
2,486.25 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.25 |
2,537.75 |
2,508.00 |
|
| R3 |
2,530.00 |
2,522.50 |
2,503.75 |
|
| R2 |
2,514.75 |
2,514.75 |
2,502.25 |
|
| R1 |
2,507.25 |
2,507.25 |
2,501.00 |
2,511.00 |
| PP |
2,499.50 |
2,499.50 |
2,499.50 |
2,501.50 |
| S1 |
2,492.00 |
2,492.00 |
2,498.00 |
2,495.75 |
| S2 |
2,484.25 |
2,484.25 |
2,496.75 |
|
| S3 |
2,469.00 |
2,476.75 |
2,495.25 |
|
| S4 |
2,453.75 |
2,461.50 |
2,491.00 |
|
|
| 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 |
2,485.00 |
22.25 |
0.9% |
11.25 |
0.5% |
54% |
False |
True |
1,175,208 |
| 10 |
2,507.25 |
2,485.00 |
22.25 |
0.9% |
10.25 |
0.4% |
54% |
False |
True |
1,287,235 |
| 20 |
2,507.25 |
2,419.25 |
88.00 |
3.5% |
13.50 |
0.5% |
88% |
False |
False |
868,012 |
| 40 |
2,507.25 |
2,414.00 |
93.25 |
3.7% |
15.50 |
0.6% |
89% |
False |
False |
438,300 |
| 60 |
2,507.25 |
2,403.50 |
103.75 |
4.2% |
15.00 |
0.6% |
90% |
False |
False |
292,977 |
| 80 |
2,507.25 |
2,400.75 |
106.50 |
4.3% |
15.25 |
0.6% |
90% |
False |
False |
220,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.50 |
|
2.618 |
2,555.50 |
|
1.618 |
2,536.00 |
|
1.000 |
2,524.00 |
|
0.618 |
2,516.50 |
|
HIGH |
2,504.50 |
|
0.618 |
2,497.00 |
|
0.500 |
2,494.75 |
|
0.382 |
2,492.50 |
|
LOW |
2,485.00 |
|
0.618 |
2,473.00 |
|
1.000 |
2,465.50 |
|
1.618 |
2,453.50 |
|
2.618 |
2,434.00 |
|
4.250 |
2,402.00 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,496.25 |
2,496.50 |
| PP |
2,495.50 |
2,496.00 |
| S1 |
2,494.75 |
2,495.50 |
|