| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
19,615 |
19,800 |
185 |
0.9% |
19,400 |
| High |
19,815 |
19,815 |
0 |
0.0% |
19,540 |
| Low |
19,565 |
19,710 |
145 |
0.7% |
19,140 |
| Close |
19,765 |
19,790 |
25 |
0.1% |
19,200 |
| Range |
250 |
105 |
-145 |
-58.0% |
400 |
| ATR |
208 |
201 |
-7 |
-3.5% |
0 |
| Volume |
9,809 |
6,357 |
-3,452 |
-35.2% |
62,277 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,087 |
20,043 |
19,848 |
|
| R3 |
19,982 |
19,938 |
19,819 |
|
| R2 |
19,877 |
19,877 |
19,809 |
|
| R1 |
19,833 |
19,833 |
19,800 |
19,803 |
| PP |
19,772 |
19,772 |
19,772 |
19,756 |
| S1 |
19,728 |
19,728 |
19,781 |
19,698 |
| S2 |
19,667 |
19,667 |
19,771 |
|
| S3 |
19,562 |
19,623 |
19,761 |
|
| S4 |
19,457 |
19,518 |
19,732 |
|
|
| 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 |
19,815 |
19,140 |
675 |
3.4% |
209 |
1.1% |
96% |
True |
False |
9,125 |
| 10 |
19,815 |
19,140 |
675 |
3.4% |
204 |
1.0% |
96% |
True |
False |
9,376 |
| 20 |
19,815 |
18,980 |
835 |
4.2% |
202 |
1.0% |
97% |
True |
False |
4,735 |
| 40 |
20,095 |
18,980 |
1,115 |
5.6% |
156 |
0.8% |
73% |
False |
False |
2,370 |
| 60 |
20,235 |
18,980 |
1,255 |
6.3% |
133 |
0.7% |
65% |
False |
False |
1,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,261 |
|
2.618 |
20,090 |
|
1.618 |
19,985 |
|
1.000 |
19,920 |
|
0.618 |
19,880 |
|
HIGH |
19,815 |
|
0.618 |
19,775 |
|
0.500 |
19,763 |
|
0.382 |
19,750 |
|
LOW |
19,710 |
|
0.618 |
19,645 |
|
1.000 |
19,605 |
|
1.618 |
19,540 |
|
2.618 |
19,435 |
|
4.250 |
19,264 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,781 |
19,704 |
| PP |
19,772 |
19,618 |
| S1 |
19,763 |
19,533 |
|