| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,568.00 |
2,572.75 |
4.75 |
0.2% |
2,572.75 |
| High |
2,575.50 |
2,585.50 |
10.00 |
0.4% |
2,580.75 |
| Low |
2,566.75 |
2,571.00 |
4.25 |
0.2% |
2,541.50 |
| Close |
2,572.75 |
2,574.75 |
2.00 |
0.1% |
2,578.50 |
| Range |
8.75 |
14.50 |
5.75 |
65.7% |
39.25 |
| ATR |
12.71 |
12.84 |
0.13 |
1.0% |
0.00 |
| Volume |
1,051,279 |
1,290,220 |
238,941 |
22.7% |
7,373,224 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.50 |
2,612.25 |
2,582.75 |
|
| R3 |
2,606.00 |
2,597.75 |
2,578.75 |
|
| R2 |
2,591.50 |
2,591.50 |
2,577.50 |
|
| R1 |
2,583.25 |
2,583.25 |
2,576.00 |
2,587.50 |
| PP |
2,577.00 |
2,577.00 |
2,577.00 |
2,579.25 |
| S1 |
2,568.75 |
2,568.75 |
2,573.50 |
2,573.00 |
| S2 |
2,562.50 |
2,562.50 |
2,572.00 |
|
| S3 |
2,548.00 |
2,554.25 |
2,570.75 |
|
| S4 |
2,533.50 |
2,539.75 |
2,566.75 |
|
|
| 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 |
2,585.50 |
2,555.50 |
30.00 |
1.2% |
13.75 |
0.5% |
64% |
True |
False |
1,306,475 |
| 10 |
2,585.50 |
2,541.50 |
44.00 |
1.7% |
15.00 |
0.6% |
76% |
True |
False |
1,356,918 |
| 20 |
2,585.50 |
2,534.50 |
51.00 |
2.0% |
12.00 |
0.5% |
79% |
True |
False |
1,134,553 |
| 40 |
2,585.50 |
2,455.25 |
130.25 |
5.1% |
11.50 |
0.4% |
92% |
True |
False |
1,194,108 |
| 60 |
2,585.50 |
2,414.00 |
171.50 |
6.7% |
14.25 |
0.6% |
94% |
True |
False |
805,587 |
| 80 |
2,585.50 |
2,414.00 |
171.50 |
6.7% |
13.75 |
0.5% |
94% |
True |
False |
604,946 |
| 100 |
2,585.50 |
2,400.75 |
184.75 |
7.2% |
14.50 |
0.6% |
94% |
True |
False |
484,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,647.00 |
|
2.618 |
2,623.50 |
|
1.618 |
2,609.00 |
|
1.000 |
2,600.00 |
|
0.618 |
2,594.50 |
|
HIGH |
2,585.50 |
|
0.618 |
2,580.00 |
|
0.500 |
2,578.25 |
|
0.382 |
2,576.50 |
|
LOW |
2,571.00 |
|
0.618 |
2,562.00 |
|
1.000 |
2,556.50 |
|
1.618 |
2,547.50 |
|
2.618 |
2,533.00 |
|
4.250 |
2,509.50 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,578.25 |
2,575.50 |
| PP |
2,577.00 |
2,575.25 |
| S1 |
2,576.00 |
2,575.00 |
|