| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,559.50 |
2,561.50 |
2.00 |
0.1% |
2,572.75 |
| High |
2,565.00 |
2,580.75 |
15.75 |
0.6% |
2,580.75 |
| Low |
2,555.50 |
2,557.50 |
2.00 |
0.1% |
2,541.50 |
| Close |
2,561.50 |
2,578.50 |
17.00 |
0.7% |
2,578.50 |
| Range |
9.50 |
23.25 |
13.75 |
144.7% |
39.25 |
| ATR |
12.23 |
13.01 |
0.79 |
6.4% |
0.00 |
| Volume |
1,392,205 |
1,561,074 |
168,869 |
12.1% |
7,373,224 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.00 |
2,633.50 |
2,591.25 |
|
| R3 |
2,618.75 |
2,610.25 |
2,585.00 |
|
| R2 |
2,595.50 |
2,595.50 |
2,582.75 |
|
| R1 |
2,587.00 |
2,587.00 |
2,580.75 |
2,591.25 |
| PP |
2,572.25 |
2,572.25 |
2,572.25 |
2,574.50 |
| S1 |
2,563.75 |
2,563.75 |
2,576.25 |
2,568.00 |
| S2 |
2,549.00 |
2,549.00 |
2,574.25 |
|
| S3 |
2,525.75 |
2,540.50 |
2,572.00 |
|
| S4 |
2,502.50 |
2,517.25 |
2,565.75 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.75 |
2,670.75 |
2,600.00 |
|
| R3 |
2,645.50 |
2,631.50 |
2,589.25 |
|
| R2 |
2,606.25 |
2,606.25 |
2,585.75 |
|
| R1 |
2,592.25 |
2,592.25 |
2,582.00 |
2,599.25 |
| PP |
2,567.00 |
2,567.00 |
2,567.00 |
2,570.50 |
| S1 |
2,553.00 |
2,553.00 |
2,575.00 |
2,560.00 |
| S2 |
2,527.75 |
2,527.75 |
2,571.25 |
|
| S3 |
2,488.50 |
2,513.75 |
2,567.75 |
|
| S4 |
2,449.25 |
2,474.50 |
2,557.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,580.75 |
2,541.50 |
39.25 |
1.5% |
16.25 |
0.6% |
94% |
True |
False |
1,474,644 |
| 10 |
2,580.75 |
2,541.50 |
39.25 |
1.5% |
13.50 |
0.5% |
94% |
True |
False |
1,227,812 |
| 20 |
2,580.75 |
2,517.00 |
63.75 |
2.5% |
11.75 |
0.5% |
96% |
True |
False |
1,102,803 |
| 40 |
2,580.75 |
2,443.75 |
137.00 |
5.3% |
11.75 |
0.5% |
98% |
True |
False |
1,112,839 |
| 60 |
2,580.75 |
2,414.00 |
166.75 |
6.5% |
14.25 |
0.6% |
99% |
True |
False |
746,198 |
| 80 |
2,580.75 |
2,404.00 |
176.75 |
6.9% |
14.00 |
0.5% |
99% |
True |
False |
560,292 |
| 100 |
2,580.75 |
2,400.75 |
180.00 |
7.0% |
14.75 |
0.6% |
99% |
True |
False |
448,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.50 |
|
2.618 |
2,641.50 |
|
1.618 |
2,618.25 |
|
1.000 |
2,604.00 |
|
0.618 |
2,595.00 |
|
HIGH |
2,580.75 |
|
0.618 |
2,571.75 |
|
0.500 |
2,569.00 |
|
0.382 |
2,566.50 |
|
LOW |
2,557.50 |
|
0.618 |
2,543.25 |
|
1.000 |
2,534.25 |
|
1.618 |
2,520.00 |
|
2.618 |
2,496.75 |
|
4.250 |
2,458.75 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.50 |
2,572.75 |
| PP |
2,572.25 |
2,567.00 |
| S1 |
2,569.00 |
2,561.00 |
|