| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,062.50 |
6,062.25 |
-0.25 |
0.0% |
5,984.00 |
| High |
6,084.00 |
6,088.50 |
4.50 |
0.1% |
6,071.50 |
| Low |
6,054.75 |
6,039.00 |
-15.75 |
-0.3% |
5,958.50 |
| Close |
6,064.50 |
6,065.25 |
0.75 |
0.0% |
6,064.25 |
| Range |
29.25 |
49.50 |
20.25 |
69.2% |
113.00 |
| ATR |
52.84 |
52.60 |
-0.24 |
-0.5% |
0.00 |
| Volume |
155,751 |
238,961 |
83,210 |
53.4% |
1,201,464 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,212.75 |
6,188.50 |
6,092.50 |
|
| R3 |
6,163.25 |
6,139.00 |
6,078.75 |
|
| R2 |
6,113.75 |
6,113.75 |
6,074.25 |
|
| R1 |
6,089.50 |
6,089.50 |
6,069.75 |
6,101.50 |
| PP |
6,064.25 |
6,064.25 |
6,064.25 |
6,070.25 |
| S1 |
6,040.00 |
6,040.00 |
6,060.75 |
6,052.00 |
| S2 |
6,014.75 |
6,014.75 |
6,056.25 |
|
| S3 |
5,965.25 |
5,990.50 |
6,051.75 |
|
| S4 |
5,915.75 |
5,941.00 |
6,038.00 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,370.50 |
6,330.25 |
6,126.50 |
|
| R3 |
6,257.50 |
6,217.25 |
6,095.25 |
|
| R2 |
6,144.50 |
6,144.50 |
6,085.00 |
|
| R1 |
6,104.25 |
6,104.25 |
6,074.50 |
6,124.50 |
| PP |
6,031.50 |
6,031.50 |
6,031.50 |
6,041.50 |
| S1 |
5,991.25 |
5,991.25 |
6,054.00 |
6,011.50 |
| S2 |
5,918.50 |
5,918.50 |
6,043.50 |
|
| S3 |
5,805.50 |
5,878.25 |
6,033.25 |
|
| S4 |
5,692.50 |
5,765.25 |
6,002.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,088.50 |
5,979.50 |
109.00 |
1.8% |
43.25 |
0.7% |
79% |
True |
False |
223,751 |
| 10 |
6,088.50 |
5,886.50 |
202.00 |
3.3% |
46.00 |
0.8% |
88% |
True |
False |
248,921 |
| 20 |
6,088.50 |
5,842.00 |
246.50 |
4.1% |
50.25 |
0.8% |
91% |
True |
False |
273,662 |
| 40 |
6,088.50 |
5,760.00 |
328.50 |
5.4% |
58.00 |
1.0% |
93% |
True |
False |
160,332 |
| 60 |
6,088.50 |
5,760.00 |
328.50 |
5.4% |
60.00 |
1.0% |
93% |
True |
False |
107,144 |
| 80 |
6,088.50 |
5,568.25 |
520.25 |
8.6% |
64.50 |
1.1% |
96% |
True |
False |
80,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,299.00 |
|
2.618 |
6,218.00 |
|
1.618 |
6,168.50 |
|
1.000 |
6,138.00 |
|
0.618 |
6,119.00 |
|
HIGH |
6,088.50 |
|
0.618 |
6,069.50 |
|
0.500 |
6,063.75 |
|
0.382 |
6,058.00 |
|
LOW |
6,039.00 |
|
0.618 |
6,008.50 |
|
1.000 |
5,989.50 |
|
1.618 |
5,959.00 |
|
2.618 |
5,909.50 |
|
4.250 |
5,828.50 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,064.75 |
6,064.50 |
| PP |
6,064.25 |
6,063.75 |
| S1 |
6,063.75 |
6,063.00 |
|