| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,970.0 |
12,962.5 |
-7.5 |
-0.1% |
12,863.5 |
| High |
12,978.0 |
12,995.5 |
17.5 |
0.1% |
12,985.0 |
| Low |
12,915.5 |
12,934.0 |
18.5 |
0.1% |
12,838.5 |
| Close |
12,964.5 |
12,980.5 |
16.0 |
0.1% |
12,945.5 |
| Range |
62.5 |
61.5 |
-1.0 |
-1.6% |
146.5 |
| ATR |
88.1 |
86.2 |
-1.9 |
-2.2% |
0.0 |
| Volume |
53,284 |
64,806 |
11,522 |
21.6% |
230,546 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,154.5 |
13,129.0 |
13,014.3 |
|
| R3 |
13,093.0 |
13,067.5 |
12,997.4 |
|
| R2 |
13,031.5 |
13,031.5 |
12,991.8 |
|
| R1 |
13,006.0 |
13,006.0 |
12,986.1 |
13,018.8 |
| PP |
12,970.0 |
12,970.0 |
12,970.0 |
12,976.4 |
| S1 |
12,944.5 |
12,944.5 |
12,974.9 |
12,957.3 |
| S2 |
12,908.5 |
12,908.5 |
12,969.2 |
|
| S3 |
12,847.0 |
12,883.0 |
12,963.6 |
|
| S4 |
12,785.5 |
12,821.5 |
12,946.7 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,362.5 |
13,300.5 |
13,026.1 |
|
| R3 |
13,216.0 |
13,154.0 |
12,985.8 |
|
| R2 |
13,069.5 |
13,069.5 |
12,972.4 |
|
| R1 |
13,007.5 |
13,007.5 |
12,958.9 |
13,038.5 |
| PP |
12,923.0 |
12,923.0 |
12,923.0 |
12,938.5 |
| S1 |
12,861.0 |
12,861.0 |
12,932.1 |
12,892.0 |
| S2 |
12,776.5 |
12,776.5 |
12,918.6 |
|
| S3 |
12,630.0 |
12,714.5 |
12,905.2 |
|
| S4 |
12,483.5 |
12,568.0 |
12,864.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,995.5 |
12,899.0 |
96.5 |
0.7% |
63.1 |
0.5% |
84% |
True |
False |
56,463 |
| 10 |
12,995.5 |
12,710.5 |
285.0 |
2.2% |
66.0 |
0.5% |
95% |
True |
False |
53,435 |
| 20 |
12,995.5 |
12,494.5 |
501.0 |
3.9% |
71.1 |
0.5% |
97% |
True |
False |
56,005 |
| 40 |
12,995.5 |
11,865.0 |
1,130.5 |
8.7% |
92.3 |
0.7% |
99% |
True |
False |
35,463 |
| 60 |
12,995.5 |
11,865.0 |
1,130.5 |
8.7% |
102.6 |
0.8% |
99% |
True |
False |
23,752 |
| 80 |
12,995.5 |
11,865.0 |
1,130.5 |
8.7% |
105.7 |
0.8% |
99% |
True |
False |
17,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,256.9 |
|
2.618 |
13,156.5 |
|
1.618 |
13,095.0 |
|
1.000 |
13,057.0 |
|
0.618 |
13,033.5 |
|
HIGH |
12,995.5 |
|
0.618 |
12,972.0 |
|
0.500 |
12,964.8 |
|
0.382 |
12,957.5 |
|
LOW |
12,934.0 |
|
0.618 |
12,896.0 |
|
1.000 |
12,872.5 |
|
1.618 |
12,834.5 |
|
2.618 |
12,773.0 |
|
4.250 |
12,672.6 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,975.3 |
12,969.4 |
| PP |
12,970.0 |
12,958.3 |
| S1 |
12,964.8 |
12,947.3 |
|