| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,555.50 |
2,556.50 |
1.00 |
0.0% |
2,543.25 |
| High |
2,557.75 |
2,562.25 |
4.50 |
0.2% |
2,555.50 |
| Low |
2,552.25 |
2,556.25 |
4.00 |
0.2% |
2,539.25 |
| Close |
2,557.00 |
2,560.00 |
3.00 |
0.1% |
2,552.75 |
| Range |
5.50 |
6.00 |
0.50 |
9.1% |
16.25 |
| ATR |
10.82 |
10.47 |
-0.34 |
-3.2% |
0.00 |
| Volume |
738,739 |
753,384 |
14,645 |
2.0% |
4,559,979 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.50 |
2,574.75 |
2,563.25 |
|
| R3 |
2,571.50 |
2,568.75 |
2,561.75 |
|
| R2 |
2,565.50 |
2,565.50 |
2,561.00 |
|
| R1 |
2,562.75 |
2,562.75 |
2,560.50 |
2,564.00 |
| PP |
2,559.50 |
2,559.50 |
2,559.50 |
2,560.25 |
| S1 |
2,556.75 |
2,556.75 |
2,559.50 |
2,558.00 |
| S2 |
2,553.50 |
2,553.50 |
2,559.00 |
|
| S3 |
2,547.50 |
2,550.75 |
2,558.25 |
|
| S4 |
2,541.50 |
2,544.75 |
2,556.75 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.00 |
2,591.50 |
2,561.75 |
|
| R3 |
2,581.75 |
2,575.25 |
2,557.25 |
|
| R2 |
2,565.50 |
2,565.50 |
2,555.75 |
|
| R1 |
2,559.00 |
2,559.00 |
2,554.25 |
2,562.25 |
| PP |
2,549.25 |
2,549.25 |
2,549.25 |
2,550.75 |
| S1 |
2,542.75 |
2,542.75 |
2,551.25 |
2,546.00 |
| S2 |
2,533.00 |
2,533.00 |
2,549.75 |
|
| S3 |
2,516.75 |
2,526.50 |
2,548.25 |
|
| S4 |
2,500.50 |
2,510.25 |
2,543.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,562.25 |
2,546.25 |
16.00 |
0.6% |
6.75 |
0.3% |
86% |
True |
False |
829,012 |
| 10 |
2,562.25 |
2,534.50 |
27.75 |
1.1% |
9.00 |
0.3% |
92% |
True |
False |
912,188 |
| 20 |
2,562.25 |
2,485.00 |
77.25 |
3.0% |
10.25 |
0.4% |
97% |
True |
False |
1,047,299 |
| 40 |
2,562.25 |
2,419.25 |
143.00 |
5.6% |
12.00 |
0.5% |
98% |
True |
False |
866,601 |
| 60 |
2,562.25 |
2,414.00 |
148.25 |
5.8% |
13.75 |
0.5% |
98% |
True |
False |
580,105 |
| 80 |
2,562.25 |
2,400.75 |
161.50 |
6.3% |
14.50 |
0.6% |
99% |
True |
False |
435,667 |
| 100 |
2,562.25 |
2,397.50 |
164.75 |
6.4% |
14.25 |
0.6% |
99% |
True |
False |
348,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.75 |
|
2.618 |
2,578.00 |
|
1.618 |
2,572.00 |
|
1.000 |
2,568.25 |
|
0.618 |
2,566.00 |
|
HIGH |
2,562.25 |
|
0.618 |
2,560.00 |
|
0.500 |
2,559.25 |
|
0.382 |
2,558.50 |
|
LOW |
2,556.25 |
|
0.618 |
2,552.50 |
|
1.000 |
2,550.25 |
|
1.618 |
2,546.50 |
|
2.618 |
2,540.50 |
|
4.250 |
2,530.75 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,559.75 |
2,558.75 |
| PP |
2,559.50 |
2,557.75 |
| S1 |
2,559.25 |
2,556.50 |
|