| 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 |
6,092.00 |
6,209.50 |
117.50 |
1.9% |
6,109.50 |
| High |
6,225.75 |
6,251.50 |
25.75 |
0.4% |
6,225.75 |
| Low |
6,078.75 |
6,202.25 |
123.50 |
2.0% |
6,011.00 |
| Close |
6,215.25 |
6,224.25 |
9.00 |
0.1% |
6,215.25 |
| Range |
147.00 |
49.25 |
-97.75 |
-66.5% |
214.75 |
| ATR |
55.97 |
55.49 |
-0.48 |
-0.9% |
0.00 |
| Volume |
435,844 |
360,344 |
-75,500 |
-17.3% |
1,676,206 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,373.75 |
6,348.25 |
6,251.25 |
|
| R3 |
6,324.50 |
6,299.00 |
6,237.75 |
|
| R2 |
6,275.25 |
6,275.25 |
6,233.25 |
|
| R1 |
6,249.75 |
6,249.75 |
6,228.75 |
6,262.50 |
| PP |
6,226.00 |
6,226.00 |
6,226.00 |
6,232.50 |
| S1 |
6,200.50 |
6,200.50 |
6,219.75 |
6,213.25 |
| S2 |
6,176.75 |
6,176.75 |
6,215.25 |
|
| S3 |
6,127.50 |
6,151.25 |
6,210.75 |
|
| S4 |
6,078.25 |
6,102.00 |
6,197.25 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.00 |
6,719.75 |
6,333.25 |
|
| R3 |
6,580.25 |
6,505.00 |
6,274.25 |
|
| R2 |
6,365.50 |
6,365.50 |
6,254.50 |
|
| R1 |
6,290.25 |
6,290.25 |
6,235.00 |
6,328.00 |
| PP |
6,150.75 |
6,150.75 |
6,150.75 |
6,169.50 |
| S1 |
6,075.50 |
6,075.50 |
6,195.50 |
6,113.00 |
| S2 |
5,936.00 |
5,936.00 |
6,176.00 |
|
| S3 |
5,721.25 |
5,860.75 |
6,156.25 |
|
| S4 |
5,506.50 |
5,646.00 |
6,097.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,251.50 |
6,011.00 |
240.50 |
3.9% |
74.00 |
1.2% |
89% |
True |
False |
357,733 |
| 10 |
6,251.50 |
6,011.00 |
240.50 |
3.9% |
59.25 |
1.0% |
89% |
True |
False |
292,582 |
| 20 |
6,251.50 |
5,978.75 |
272.75 |
4.4% |
47.75 |
0.8% |
90% |
True |
False |
248,979 |
| 40 |
6,251.50 |
5,842.00 |
409.50 |
6.6% |
52.00 |
0.8% |
93% |
True |
False |
250,979 |
| 60 |
6,251.50 |
5,760.00 |
491.50 |
7.9% |
58.50 |
0.9% |
94% |
True |
False |
167,890 |
| 80 |
6,251.50 |
5,657.50 |
594.00 |
9.5% |
57.75 |
0.9% |
95% |
True |
False |
126,044 |
| 100 |
6,251.50 |
5,568.25 |
683.25 |
11.0% |
65.00 |
1.0% |
96% |
True |
False |
100,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,460.75 |
|
2.618 |
6,380.50 |
|
1.618 |
6,331.25 |
|
1.000 |
6,300.75 |
|
0.618 |
6,282.00 |
|
HIGH |
6,251.50 |
|
0.618 |
6,232.75 |
|
0.500 |
6,227.00 |
|
0.382 |
6,221.00 |
|
LOW |
6,202.25 |
|
0.618 |
6,171.75 |
|
1.000 |
6,153.00 |
|
1.618 |
6,122.50 |
|
2.618 |
6,073.25 |
|
4.250 |
5,993.00 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,227.00 |
6,197.25 |
| PP |
6,226.00 |
6,170.25 |
| S1 |
6,225.00 |
6,143.25 |
|