| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,976.00 |
5,944.25 |
-31.75 |
-0.5% |
5,999.25 |
| High |
5,980.25 |
5,945.50 |
-34.75 |
-0.6% |
6,018.25 |
| Low |
5,919.25 |
5,911.00 |
-8.25 |
-0.1% |
5,911.00 |
| Close |
5,945.25 |
5,935.75 |
-9.50 |
-0.2% |
5,935.75 |
| Range |
61.00 |
34.50 |
-26.50 |
-43.4% |
107.25 |
| ATR |
60.04 |
58.21 |
-1.82 |
-3.0% |
0.00 |
| Volume |
343,404 |
272,649 |
-70,755 |
-20.6% |
1,411,761 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,034.25 |
6,019.50 |
5,954.75 |
|
| R3 |
5,999.75 |
5,985.00 |
5,945.25 |
|
| R2 |
5,965.25 |
5,965.25 |
5,942.00 |
|
| R1 |
5,950.50 |
5,950.50 |
5,939.00 |
5,940.50 |
| PP |
5,930.75 |
5,930.75 |
5,930.75 |
5,925.75 |
| S1 |
5,916.00 |
5,916.00 |
5,932.50 |
5,906.00 |
| S2 |
5,896.25 |
5,896.25 |
5,929.50 |
|
| S3 |
5,861.75 |
5,881.50 |
5,926.25 |
|
| S4 |
5,827.25 |
5,847.00 |
5,916.75 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.75 |
6,213.50 |
5,994.75 |
|
| R3 |
6,169.50 |
6,106.25 |
5,965.25 |
|
| R2 |
6,062.25 |
6,062.25 |
5,955.50 |
|
| R1 |
5,999.00 |
5,999.00 |
5,945.50 |
5,977.00 |
| PP |
5,955.00 |
5,955.00 |
5,955.00 |
5,944.00 |
| S1 |
5,891.75 |
5,891.75 |
5,926.00 |
5,869.75 |
| S2 |
5,847.75 |
5,847.75 |
5,916.00 |
|
| S3 |
5,740.50 |
5,784.50 |
5,906.25 |
|
| S4 |
5,633.25 |
5,677.25 |
5,876.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,018.25 |
5,911.00 |
107.25 |
1.8% |
49.25 |
0.8% |
23% |
False |
True |
282,352 |
| 10 |
6,018.25 |
5,911.00 |
107.25 |
1.8% |
48.00 |
0.8% |
23% |
False |
True |
275,039 |
| 20 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
57.00 |
1.0% |
63% |
False |
False |
155,968 |
| 40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
63.25 |
1.1% |
66% |
False |
False |
78,599 |
| 60 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
64.75 |
1.1% |
80% |
False |
False |
52,563 |
| 80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
67.25 |
1.1% |
80% |
False |
False |
39,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,092.00 |
|
2.618 |
6,035.75 |
|
1.618 |
6,001.25 |
|
1.000 |
5,980.00 |
|
0.618 |
5,966.75 |
|
HIGH |
5,945.50 |
|
0.618 |
5,932.25 |
|
0.500 |
5,928.25 |
|
0.382 |
5,924.25 |
|
LOW |
5,911.00 |
|
0.618 |
5,889.75 |
|
1.000 |
5,876.50 |
|
1.618 |
5,855.25 |
|
2.618 |
5,820.75 |
|
4.250 |
5,764.50 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,933.25 |
5,955.75 |
| PP |
5,930.75 |
5,949.00 |
| S1 |
5,928.25 |
5,942.50 |
|