| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,982.5 |
12,995.5 |
13.0 |
0.1% |
13,017.5 |
| High |
13,051.5 |
13,042.0 |
-9.5 |
-0.1% |
13,089.0 |
| Low |
12,975.0 |
12,906.5 |
-68.5 |
-0.5% |
12,903.0 |
| Close |
13,017.0 |
12,939.5 |
-77.5 |
-0.6% |
12,979.0 |
| Range |
76.5 |
135.5 |
59.0 |
77.1% |
186.0 |
| ATR |
87.7 |
91.1 |
3.4 |
3.9% |
0.0 |
| Volume |
94,868 |
108,419 |
13,551 |
14.3% |
372,192 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,369.2 |
13,289.8 |
13,014.0 |
|
| R3 |
13,233.7 |
13,154.3 |
12,976.8 |
|
| R2 |
13,098.2 |
13,098.2 |
12,964.3 |
|
| R1 |
13,018.8 |
13,018.8 |
12,951.9 |
12,990.8 |
| PP |
12,962.7 |
12,962.7 |
12,962.7 |
12,948.6 |
| S1 |
12,883.3 |
12,883.3 |
12,927.1 |
12,855.3 |
| S2 |
12,827.2 |
12,827.2 |
12,914.7 |
|
| S3 |
12,691.7 |
12,747.8 |
12,902.2 |
|
| S4 |
12,556.2 |
12,612.3 |
12,865.0 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,548.3 |
13,449.7 |
13,081.3 |
|
| R3 |
13,362.3 |
13,263.7 |
13,030.2 |
|
| R2 |
13,176.3 |
13,176.3 |
13,013.1 |
|
| R1 |
13,077.7 |
13,077.7 |
12,996.1 |
13,034.0 |
| PP |
12,990.3 |
12,990.3 |
12,990.3 |
12,968.5 |
| S1 |
12,891.7 |
12,891.7 |
12,962.0 |
12,848.0 |
| S2 |
12,804.3 |
12,804.3 |
12,944.9 |
|
| S3 |
12,618.3 |
12,705.7 |
12,927.9 |
|
| S4 |
12,432.3 |
12,519.7 |
12,876.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,066.0 |
12,903.0 |
163.0 |
1.3% |
112.9 |
0.9% |
22% |
False |
False |
81,863 |
| 10 |
13,089.0 |
12,903.0 |
186.0 |
1.4% |
89.6 |
0.7% |
20% |
False |
False |
75,047 |
| 20 |
13,089.0 |
12,654.0 |
435.0 |
3.4% |
77.8 |
0.6% |
66% |
False |
False |
63,885 |
| 40 |
13,089.0 |
11,975.5 |
1,113.5 |
8.6% |
85.5 |
0.7% |
87% |
False |
False |
52,459 |
| 60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.5% |
97.2 |
0.8% |
88% |
False |
False |
35,124 |
| 80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.5% |
101.3 |
0.8% |
88% |
False |
False |
26,408 |
| 100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.5% |
104.1 |
0.8% |
88% |
False |
False |
21,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,617.9 |
|
2.618 |
13,396.7 |
|
1.618 |
13,261.2 |
|
1.000 |
13,177.5 |
|
0.618 |
13,125.7 |
|
HIGH |
13,042.0 |
|
0.618 |
12,990.2 |
|
0.500 |
12,974.3 |
|
0.382 |
12,958.3 |
|
LOW |
12,906.5 |
|
0.618 |
12,822.8 |
|
1.000 |
12,771.0 |
|
1.618 |
12,687.3 |
|
2.618 |
12,551.8 |
|
4.250 |
12,330.6 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,974.3 |
12,986.3 |
| PP |
12,962.7 |
12,970.7 |
| S1 |
12,951.1 |
12,955.1 |
|