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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 3,507.0 3,511.0 4.0 0.1% 3,504.0 High 3,524.0 3,519.0 -5.0 -0.1% 3,524.0 Low 3,507.0 3,503.0 -4.0 -0.1% 3,495.0 Close 3,515.0 3,513.0 -2.0 -0.1% 3,515.0 Range 17.0 16.0 -1.0 -5.9% 29.0 ATR 24.6 24.0 -0.6 -2.5% 0.0 Volume 10,026 40 -9,986 -99.6% 23,281
Daily Pivots for day following 25-Sep-2017 Classic Woodie Camarilla DeMark R4 3,559.7 3,552.3 3,521.8 R3 3,543.7 3,536.3 3,517.4 R2 3,527.7 3,527.7 3,515.9 R1 3,520.3 3,520.3 3,514.5 3,524.0 PP 3,511.7 3,511.7 3,511.7 3,513.5 S1 3,504.3 3,504.3 3,511.5 3,508.0 S2 3,495.7 3,495.7 3,510.1 S3 3,479.7 3,488.3 3,508.6 S4 3,463.7 3,472.3 3,504.2	Weekly Pivots for week ending 22-Sep-2017 Classic Woodie Camarilla DeMark R4 3,598.3 3,585.7 3,531.0 R3 3,569.3 3,556.7 3,523.0 R2 3,540.3 3,540.3 3,520.3 R1 3,527.7 3,527.7 3,517.7 3,534.0 PP 3,511.3 3,511.3 3,511.3 3,514.5 S1 3,498.7 3,498.7 3,512.3 3,505.0 S2 3,482.3 3,482.3 3,509.7 S3 3,453.3 3,469.7 3,507.0 S4 3,424.3 3,440.7 3,499.1
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3,524.0 3,495.0 29.0 0.8% 14.2 0.4% 62% False False 4,577 10 3,524.0 3,477.0 47.0 1.3% 15.4 0.4% 77% False False 2,974 20 3,524.0 3,336.0 188.0 5.4% 19.1 0.5% 94% False False 1,857
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.2 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 3,587.0 2.618 3,560.9 1.618 3,544.9 1.000 3,535.0 0.618 3,528.9 HIGH 3,519.0 0.618 3,512.9 0.500 3,511.0 0.382 3,509.1 LOW 3,503.0 0.618 3,493.1 1.000 3,487.0 1.618 3,477.1 2.618 3,461.1 4.250 3,435.0
Fisher Pivots for day following 25-Sep-2017 Pivot 1 day 3 day R1 3,512.3 3,513.5 PP 3,511.7 3,513.3 S1 3,511.0 3,513.2

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