| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,561.50 |
2,575.50 |
14.00 |
0.5% |
2,572.75 |
| High |
2,580.75 |
2,578.25 |
-2.50 |
-0.1% |
2,580.75 |
| Low |
2,557.50 |
2,565.50 |
8.00 |
0.3% |
2,541.50 |
| Close |
2,578.50 |
2,568.25 |
-10.25 |
-0.4% |
2,578.50 |
| Range |
23.25 |
12.75 |
-10.50 |
-45.2% |
39.25 |
| ATR |
13.01 |
13.01 |
0.00 |
0.0% |
0.00 |
| Volume |
1,561,074 |
1,237,600 |
-323,474 |
-20.7% |
7,373,224 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.00 |
2,601.25 |
2,575.25 |
|
| R3 |
2,596.25 |
2,588.50 |
2,571.75 |
|
| R2 |
2,583.50 |
2,583.50 |
2,570.50 |
|
| R1 |
2,575.75 |
2,575.75 |
2,569.50 |
2,573.25 |
| PP |
2,570.75 |
2,570.75 |
2,570.75 |
2,569.50 |
| S1 |
2,563.00 |
2,563.00 |
2,567.00 |
2,560.50 |
| S2 |
2,558.00 |
2,558.00 |
2,566.00 |
|
| S3 |
2,545.25 |
2,550.25 |
2,564.75 |
|
| S4 |
2,532.50 |
2,537.50 |
2,561.25 |
|
|
| 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% |
15.75 |
0.6% |
68% |
False |
False |
1,467,571 |
| 10 |
2,580.75 |
2,541.50 |
39.25 |
1.5% |
14.00 |
0.5% |
68% |
False |
False |
1,271,980 |
| 20 |
2,580.75 |
2,525.50 |
55.25 |
2.2% |
11.75 |
0.5% |
77% |
False |
False |
1,107,765 |
| 40 |
2,580.75 |
2,443.75 |
137.00 |
5.3% |
12.00 |
0.5% |
91% |
False |
False |
1,143,141 |
| 60 |
2,580.75 |
2,414.00 |
166.75 |
6.5% |
14.50 |
0.6% |
93% |
False |
False |
766,761 |
| 80 |
2,580.75 |
2,408.50 |
172.25 |
6.7% |
13.75 |
0.5% |
93% |
False |
False |
575,725 |
| 100 |
2,580.75 |
2,400.75 |
180.00 |
7.0% |
14.75 |
0.6% |
93% |
False |
False |
460,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.50 |
|
2.618 |
2,611.75 |
|
1.618 |
2,599.00 |
|
1.000 |
2,591.00 |
|
0.618 |
2,586.25 |
|
HIGH |
2,578.25 |
|
0.618 |
2,573.50 |
|
0.500 |
2,572.00 |
|
0.382 |
2,570.25 |
|
LOW |
2,565.50 |
|
0.618 |
2,557.50 |
|
1.000 |
2,552.75 |
|
1.618 |
2,544.75 |
|
2.618 |
2,532.00 |
|
4.250 |
2,511.25 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.00 |
2,568.25 |
| PP |
2,570.75 |
2,568.25 |
| S1 |
2,569.50 |
2,568.00 |
|