| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
19,320 |
19,250 |
-70 |
-0.4% |
19,400 |
| High |
19,330 |
19,610 |
280 |
1.4% |
19,540 |
| Low |
19,140 |
19,250 |
110 |
0.6% |
19,140 |
| Close |
19,200 |
19,595 |
395 |
2.1% |
19,200 |
| Range |
190 |
360 |
170 |
89.5% |
400 |
| ATR |
190 |
205 |
16 |
8.3% |
0 |
| Volume |
8,306 |
8,873 |
567 |
6.8% |
62,277 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,565 |
20,440 |
19,793 |
|
| R3 |
20,205 |
20,080 |
19,694 |
|
| R2 |
19,845 |
19,845 |
19,661 |
|
| R1 |
19,720 |
19,720 |
19,628 |
19,783 |
| PP |
19,485 |
19,485 |
19,485 |
19,516 |
| S1 |
19,360 |
19,360 |
19,562 |
19,423 |
| S2 |
19,125 |
19,125 |
19,529 |
|
| S3 |
18,765 |
19,000 |
19,496 |
|
| S4 |
18,405 |
18,640 |
19,397 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,493 |
20,247 |
19,420 |
|
| R3 |
20,093 |
19,847 |
19,310 |
|
| R2 |
19,693 |
19,693 |
19,273 |
|
| R1 |
19,447 |
19,447 |
19,237 |
19,370 |
| PP |
19,293 |
19,293 |
19,293 |
19,255 |
| S1 |
19,047 |
19,047 |
19,163 |
18,970 |
| S2 |
18,893 |
18,893 |
19,127 |
|
| S3 |
18,493 |
18,647 |
19,090 |
|
| S4 |
18,093 |
18,247 |
18,980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,610 |
19,140 |
470 |
2.4% |
253 |
1.3% |
97% |
True |
False |
14,230 |
| 10 |
19,665 |
18,980 |
685 |
3.5% |
223 |
1.1% |
90% |
False |
False |
7,803 |
| 20 |
19,745 |
18,980 |
765 |
3.9% |
204 |
1.0% |
80% |
False |
False |
3,929 |
| 40 |
20,095 |
18,980 |
1,115 |
5.7% |
151 |
0.8% |
55% |
False |
False |
1,966 |
| 60 |
20,235 |
18,980 |
1,255 |
6.4% |
128 |
0.7% |
49% |
False |
False |
1,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,140 |
|
2.618 |
20,553 |
|
1.618 |
20,193 |
|
1.000 |
19,970 |
|
0.618 |
19,833 |
|
HIGH |
19,610 |
|
0.618 |
19,473 |
|
0.500 |
19,430 |
|
0.382 |
19,388 |
|
LOW |
19,250 |
|
0.618 |
19,028 |
|
1.000 |
18,890 |
|
1.618 |
18,668 |
|
2.618 |
18,308 |
|
4.250 |
17,720 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,540 |
19,522 |
| PP |
19,485 |
19,448 |
| S1 |
19,430 |
19,375 |
|