| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
248.69 |
249.61 |
0.92 |
0.4% |
248.04 |
| High |
249.29 |
250.12 |
0.83 |
0.3% |
250.32 |
| Low |
248.57 |
249.28 |
0.71 |
0.3% |
248.02 |
| Close |
249.19 |
249.72 |
0.53 |
0.2% |
249.19 |
| Range |
0.72 |
0.84 |
0.12 |
16.7% |
2.30 |
| ATR |
1.45 |
1.41 |
-0.04 |
-2.6% |
0.00 |
| Volume |
95,432,304 |
46,235,200 |
-49,197,104 |
-51.6% |
378,367,408 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
252.23 |
251.81 |
250.18 |
|
| R3 |
251.39 |
250.97 |
249.95 |
|
| R2 |
250.55 |
250.55 |
249.87 |
|
| R1 |
250.13 |
250.13 |
249.80 |
250.34 |
| PP |
249.71 |
249.71 |
249.71 |
249.81 |
| S1 |
249.29 |
249.29 |
249.64 |
249.50 |
| S2 |
248.87 |
248.87 |
249.57 |
|
| S3 |
248.03 |
248.45 |
249.49 |
|
| S4 |
247.19 |
247.61 |
249.26 |
|
|
| 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 |
248.57 |
1.75 |
0.7% |
0.71 |
0.3% |
66% |
False |
False |
70,647,561 |
| 10 |
250.32 |
244.95 |
5.37 |
2.2% |
1.02 |
0.4% |
89% |
False |
False |
69,578,561 |
| 20 |
250.32 |
241.83 |
8.49 |
3.4% |
1.23 |
0.5% |
93% |
False |
False |
65,464,845 |
| 40 |
250.32 |
241.83 |
8.49 |
3.4% |
1.26 |
0.5% |
93% |
False |
False |
66,264,933 |
| 60 |
250.32 |
239.96 |
10.36 |
4.1% |
1.30 |
0.5% |
94% |
False |
False |
64,125,516 |
| 80 |
250.32 |
239.96 |
10.36 |
4.1% |
1.27 |
0.5% |
94% |
False |
False |
64,852,931 |
| 100 |
250.32 |
235.43 |
14.89 |
6.0% |
1.25 |
0.5% |
96% |
False |
False |
65,662,779 |
| 120 |
250.32 |
232.51 |
17.81 |
7.1% |
1.31 |
0.5% |
97% |
False |
False |
68,227,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
253.69 |
|
2.618 |
252.32 |
|
1.618 |
251.48 |
|
1.000 |
250.96 |
|
0.618 |
250.64 |
|
HIGH |
250.12 |
|
0.618 |
249.80 |
|
0.500 |
249.70 |
|
0.382 |
249.60 |
|
LOW |
249.28 |
|
0.618 |
248.76 |
|
1.000 |
248.44 |
|
1.618 |
247.92 |
|
2.618 |
247.08 |
|
4.250 |
245.71 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
249.71 |
249.63 |
| PP |
249.71 |
249.54 |
| S1 |
249.70 |
249.45 |
|