| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,556.50 |
2,560.00 |
3.50 |
0.1% |
2,543.25 |
| High |
2,562.25 |
2,561.50 |
-0.75 |
0.0% |
2,555.50 |
| Low |
2,556.25 |
2,542.50 |
-13.75 |
-0.5% |
2,539.25 |
| Close |
2,560.00 |
2,560.50 |
0.50 |
0.0% |
2,552.75 |
| Range |
6.00 |
19.00 |
13.00 |
216.7% |
16.25 |
| ATR |
10.47 |
11.08 |
0.61 |
5.8% |
0.00 |
| Volume |
753,384 |
1,362,805 |
609,421 |
80.9% |
4,559,979 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.75 |
2,605.25 |
2,571.00 |
|
| R3 |
2,592.75 |
2,586.25 |
2,565.75 |
|
| R2 |
2,573.75 |
2,573.75 |
2,564.00 |
|
| R1 |
2,567.25 |
2,567.25 |
2,562.25 |
2,570.50 |
| PP |
2,554.75 |
2,554.75 |
2,554.75 |
2,556.50 |
| S1 |
2,548.25 |
2,548.25 |
2,558.75 |
2,551.50 |
| S2 |
2,535.75 |
2,535.75 |
2,557.00 |
|
| S3 |
2,516.75 |
2,529.25 |
2,555.25 |
|
| S4 |
2,497.75 |
2,510.25 |
2,550.00 |
|
|
| 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 |
2,542.50 |
19.75 |
0.8% |
9.25 |
0.4% |
91% |
False |
True |
913,878 |
| 10 |
2,562.25 |
2,539.25 |
23.00 |
0.9% |
9.25 |
0.4% |
92% |
False |
False |
938,024 |
| 20 |
2,562.25 |
2,485.00 |
77.25 |
3.0% |
10.50 |
0.4% |
98% |
False |
False |
1,059,558 |
| 40 |
2,562.25 |
2,419.25 |
143.00 |
5.6% |
12.00 |
0.5% |
99% |
False |
False |
900,462 |
| 60 |
2,562.25 |
2,414.00 |
148.25 |
5.8% |
14.00 |
0.5% |
99% |
False |
False |
602,748 |
| 80 |
2,562.25 |
2,400.75 |
161.50 |
6.3% |
14.50 |
0.6% |
99% |
False |
False |
452,686 |
| 100 |
2,562.25 |
2,397.50 |
164.75 |
6.4% |
14.50 |
0.6% |
99% |
False |
False |
362,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.25 |
|
2.618 |
2,611.25 |
|
1.618 |
2,592.25 |
|
1.000 |
2,580.50 |
|
0.618 |
2,573.25 |
|
HIGH |
2,561.50 |
|
0.618 |
2,554.25 |
|
0.500 |
2,552.00 |
|
0.382 |
2,549.75 |
|
LOW |
2,542.50 |
|
0.618 |
2,530.75 |
|
1.000 |
2,523.50 |
|
1.618 |
2,511.75 |
|
2.618 |
2,492.75 |
|
4.250 |
2,461.75 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.75 |
2,557.75 |
| PP |
2,554.75 |
2,555.00 |
| S1 |
2,552.00 |
2,552.50 |
|