| 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 |
2,548.75 |
2,552.25 |
3.50 |
0.1% |
2,518.00 |
| High |
2,553.50 |
2,553.25 |
-0.25 |
0.0% |
2,550.75 |
| Low |
2,544.25 |
2,546.25 |
2.00 |
0.1% |
2,517.00 |
| Close |
2,553.00 |
2,549.50 |
-3.50 |
-0.1% |
2,545.00 |
| Range |
9.25 |
7.00 |
-2.25 |
-24.3% |
33.75 |
| ATR |
12.15 |
11.78 |
-0.37 |
-3.0% |
0.00 |
| Volume |
818,238 |
938,476 |
120,238 |
14.7% |
5,217,962 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,570.75 |
2,567.00 |
2,553.25 |
|
| R3 |
2,563.75 |
2,560.00 |
2,551.50 |
|
| R2 |
2,556.75 |
2,556.75 |
2,550.75 |
|
| R1 |
2,553.00 |
2,553.00 |
2,550.25 |
2,551.50 |
| PP |
2,549.75 |
2,549.75 |
2,549.75 |
2,548.75 |
| S1 |
2,546.00 |
2,546.00 |
2,548.75 |
2,544.50 |
| S2 |
2,542.75 |
2,542.75 |
2,548.25 |
|
| S3 |
2,535.75 |
2,539.00 |
2,547.50 |
|
| S4 |
2,528.75 |
2,532.00 |
2,545.75 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.75 |
2,625.75 |
2,563.50 |
|
| R3 |
2,605.00 |
2,592.00 |
2,554.25 |
|
| R2 |
2,571.25 |
2,571.25 |
2,551.25 |
|
| R1 |
2,558.25 |
2,558.25 |
2,548.00 |
2,564.75 |
| PP |
2,537.50 |
2,537.50 |
2,537.50 |
2,541.00 |
| S1 |
2,524.50 |
2,524.50 |
2,542.00 |
2,531.00 |
| S2 |
2,503.75 |
2,503.75 |
2,538.75 |
|
| S3 |
2,470.00 |
2,490.75 |
2,535.75 |
|
| S4 |
2,436.25 |
2,457.00 |
2,526.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,553.50 |
2,539.25 |
14.25 |
0.6% |
9.25 |
0.4% |
72% |
False |
False |
962,171 |
| 10 |
2,553.50 |
2,504.75 |
48.75 |
1.9% |
10.25 |
0.4% |
92% |
False |
False |
1,022,772 |
| 20 |
2,553.50 |
2,485.00 |
68.50 |
2.7% |
10.75 |
0.4% |
94% |
False |
False |
1,119,583 |
| 40 |
2,553.50 |
2,414.00 |
139.50 |
5.5% |
14.00 |
0.5% |
97% |
False |
False |
787,678 |
| 60 |
2,553.50 |
2,414.00 |
139.50 |
5.5% |
14.00 |
0.5% |
97% |
False |
False |
526,826 |
| 80 |
2,553.50 |
2,400.75 |
152.75 |
6.0% |
14.75 |
0.6% |
97% |
False |
False |
395,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.00 |
|
2.618 |
2,571.50 |
|
1.618 |
2,564.50 |
|
1.000 |
2,560.25 |
|
0.618 |
2,557.50 |
|
HIGH |
2,553.25 |
|
0.618 |
2,550.50 |
|
0.500 |
2,549.75 |
|
0.382 |
2,549.00 |
|
LOW |
2,546.25 |
|
0.618 |
2,542.00 |
|
1.000 |
2,539.25 |
|
1.618 |
2,535.00 |
|
2.618 |
2,528.00 |
|
4.250 |
2,516.50 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,549.75 |
2,549.00 |
| PP |
2,549.75 |
2,548.50 |
| S1 |
2,549.50 |
2,548.00 |
|