| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,064.50 |
6,083.50 |
19.00 |
0.3% |
5,984.00 |
| High |
6,086.00 |
6,097.00 |
11.00 |
0.2% |
6,071.50 |
| Low |
6,053.25 |
6,066.50 |
13.25 |
0.2% |
5,958.50 |
| Close |
6,082.50 |
6,074.75 |
-7.75 |
-0.1% |
6,064.25 |
| Range |
32.75 |
30.50 |
-2.25 |
-6.9% |
113.00 |
| ATR |
51.19 |
49.71 |
-1.48 |
-2.9% |
0.00 |
| Volume |
180,901 |
200,082 |
19,181 |
10.6% |
1,201,464 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,171.00 |
6,153.25 |
6,091.50 |
|
| R3 |
6,140.50 |
6,122.75 |
6,083.25 |
|
| R2 |
6,110.00 |
6,110.00 |
6,080.25 |
|
| R1 |
6,092.25 |
6,092.25 |
6,077.50 |
6,086.00 |
| PP |
6,079.50 |
6,079.50 |
6,079.50 |
6,076.25 |
| S1 |
6,061.75 |
6,061.75 |
6,072.00 |
6,055.50 |
| S2 |
6,049.00 |
6,049.00 |
6,069.25 |
|
| S3 |
6,018.50 |
6,031.25 |
6,066.25 |
|
| S4 |
5,988.00 |
6,000.75 |
6,058.00 |
|
|
| 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 |
6,097.00 |
6,037.50 |
59.50 |
1.0% |
35.25 |
0.6% |
63% |
True |
False |
201,660 |
| 10 |
6,097.00 |
5,933.00 |
164.00 |
2.7% |
41.00 |
0.7% |
86% |
True |
False |
225,282 |
| 20 |
6,097.00 |
5,842.00 |
255.00 |
4.2% |
50.00 |
0.8% |
91% |
True |
False |
267,063 |
| 40 |
6,097.00 |
5,760.00 |
337.00 |
5.5% |
57.25 |
0.9% |
93% |
True |
False |
169,790 |
| 60 |
6,097.00 |
5,760.00 |
337.00 |
5.5% |
59.25 |
1.0% |
93% |
True |
False |
113,484 |
| 80 |
6,097.00 |
5,568.25 |
528.75 |
8.7% |
63.50 |
1.0% |
96% |
True |
False |
85,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,226.50 |
|
2.618 |
6,176.75 |
|
1.618 |
6,146.25 |
|
1.000 |
6,127.50 |
|
0.618 |
6,115.75 |
|
HIGH |
6,097.00 |
|
0.618 |
6,085.25 |
|
0.500 |
6,081.75 |
|
0.382 |
6,078.25 |
|
LOW |
6,066.50 |
|
0.618 |
6,047.75 |
|
1.000 |
6,036.00 |
|
1.618 |
6,017.25 |
|
2.618 |
5,986.75 |
|
4.250 |
5,937.00 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,081.75 |
6,072.50 |
| PP |
6,079.50 |
6,070.25 |
| S1 |
6,077.00 |
6,068.00 |
|