| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
249.80 |
248.69 |
-1.11 |
-0.4% |
248.04 |
| High |
250.32 |
249.29 |
-1.03 |
-0.4% |
250.32 |
| Low |
249.60 |
248.57 |
-1.03 |
-0.4% |
248.02 |
| Close |
250.09 |
249.19 |
-0.90 |
-0.4% |
249.19 |
| Range |
0.72 |
0.72 |
0.00 |
0.0% |
2.30 |
| ATR |
1.44 |
1.45 |
0.01 |
0.4% |
0.00 |
| Volume |
95,446,304 |
95,432,304 |
-14,000 |
0.0% |
378,367,408 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
251.18 |
250.90 |
249.59 |
|
| R3 |
250.46 |
250.18 |
249.39 |
|
| R2 |
249.74 |
249.74 |
249.32 |
|
| R1 |
249.46 |
249.46 |
249.26 |
249.60 |
| PP |
249.02 |
249.02 |
249.02 |
249.09 |
| S1 |
248.74 |
248.74 |
249.12 |
248.88 |
| S2 |
248.30 |
248.30 |
249.06 |
|
| S3 |
247.58 |
248.02 |
248.99 |
|
| S4 |
246.86 |
247.30 |
248.79 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
256.08 |
254.93 |
250.46 |
|
| R3 |
253.78 |
252.63 |
249.82 |
|
| R2 |
251.48 |
251.48 |
249.61 |
|
| R1 |
250.33 |
250.33 |
249.40 |
250.91 |
| PP |
249.18 |
249.18 |
249.18 |
249.46 |
| S1 |
248.03 |
248.03 |
248.98 |
248.61 |
| S2 |
246.88 |
246.88 |
248.77 |
|
| S3 |
244.58 |
245.73 |
248.56 |
|
| S4 |
242.28 |
243.43 |
247.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
250.32 |
248.02 |
2.30 |
0.9% |
0.80 |
0.3% |
51% |
False |
False |
75,673,481 |
| 10 |
250.32 |
244.95 |
5.37 |
2.2% |
1.00 |
0.4% |
79% |
False |
False |
71,155,731 |
| 20 |
250.32 |
241.83 |
8.49 |
3.4% |
1.28 |
0.5% |
87% |
False |
False |
69,990,480 |
| 40 |
250.32 |
241.83 |
8.49 |
3.4% |
1.26 |
0.5% |
87% |
False |
False |
67,326,828 |
| 60 |
250.32 |
239.96 |
10.36 |
4.2% |
1.30 |
0.5% |
89% |
False |
False |
64,090,730 |
| 80 |
250.32 |
239.93 |
10.39 |
4.2% |
1.27 |
0.5% |
89% |
False |
False |
64,889,755 |
| 100 |
250.32 |
235.43 |
14.89 |
6.0% |
1.25 |
0.5% |
92% |
False |
False |
66,047,451 |
| 120 |
250.32 |
232.51 |
17.81 |
7.1% |
1.32 |
0.5% |
94% |
False |
False |
68,621,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
252.35 |
|
2.618 |
251.17 |
|
1.618 |
250.45 |
|
1.000 |
250.01 |
|
0.618 |
249.73 |
|
HIGH |
249.29 |
|
0.618 |
249.01 |
|
0.500 |
248.93 |
|
0.382 |
248.85 |
|
LOW |
248.57 |
|
0.618 |
248.13 |
|
1.000 |
247.85 |
|
1.618 |
247.41 |
|
2.618 |
246.69 |
|
4.250 |
245.51 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
249.10 |
249.45 |
| PP |
249.02 |
249.36 |
| S1 |
248.93 |
249.28 |
|