| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
255.23 |
255.90 |
0.67 |
0.3% |
254.63 |
| High |
255.52 |
255.95 |
0.43 |
0.2% |
255.27 |
| Low |
254.98 |
255.50 |
0.52 |
0.2% |
253.65 |
| Close |
255.47 |
255.72 |
0.25 |
0.1% |
254.95 |
| Range |
0.54 |
0.45 |
-0.09 |
-16.7% |
1.62 |
| ATR |
1.00 |
0.96 |
-0.04 |
-3.7% |
0.00 |
| Volume |
31,560,900 |
40,888,300 |
9,327,400 |
29.6% |
228,400,200 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
257.07 |
256.85 |
255.97 |
|
| R3 |
256.62 |
256.40 |
255.84 |
|
| R2 |
256.17 |
256.17 |
255.80 |
|
| R1 |
255.95 |
255.95 |
255.76 |
255.84 |
| PP |
255.72 |
255.72 |
255.72 |
255.67 |
| S1 |
255.50 |
255.50 |
255.68 |
255.39 |
| S2 |
255.27 |
255.27 |
255.64 |
|
| S3 |
254.82 |
255.05 |
255.60 |
|
| S4 |
254.37 |
254.60 |
255.47 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
259.48 |
258.84 |
255.84 |
|
| R3 |
257.86 |
257.22 |
255.40 |
|
| R2 |
256.24 |
256.24 |
255.25 |
|
| R1 |
255.60 |
255.60 |
255.10 |
255.92 |
| PP |
254.62 |
254.62 |
254.62 |
254.79 |
| S1 |
253.98 |
253.98 |
254.80 |
254.30 |
| S2 |
253.00 |
253.00 |
254.65 |
|
| S3 |
251.38 |
252.36 |
254.50 |
|
| S4 |
249.76 |
250.74 |
254.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
255.95 |
254.37 |
1.59 |
0.6% |
0.60 |
0.2% |
85% |
True |
False |
42,507,260 |
| 10 |
255.95 |
253.20 |
2.75 |
1.1% |
0.82 |
0.3% |
92% |
True |
False |
48,323,960 |
| 20 |
255.95 |
248.08 |
7.87 |
3.1% |
0.91 |
0.4% |
97% |
True |
False |
54,347,795 |
| 40 |
255.95 |
242.93 |
13.02 |
5.1% |
1.02 |
0.4% |
98% |
True |
False |
59,358,127 |
| 60 |
255.95 |
241.83 |
14.12 |
5.5% |
1.15 |
0.5% |
98% |
True |
False |
62,378,293 |
| 80 |
255.95 |
239.96 |
15.99 |
6.3% |
1.19 |
0.5% |
99% |
True |
False |
61,468,522 |
| 100 |
255.95 |
239.96 |
15.99 |
6.3% |
1.20 |
0.5% |
99% |
True |
False |
62,711,710 |
| 120 |
255.95 |
235.43 |
20.52 |
8.0% |
1.19 |
0.5% |
99% |
True |
False |
63,658,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
257.86 |
|
2.618 |
257.13 |
|
1.618 |
256.68 |
|
1.000 |
256.40 |
|
0.618 |
256.23 |
|
HIGH |
255.95 |
|
0.618 |
255.78 |
|
0.500 |
255.73 |
|
0.382 |
255.67 |
|
LOW |
255.50 |
|
0.618 |
255.22 |
|
1.000 |
255.05 |
|
1.618 |
254.77 |
|
2.618 |
254.32 |
|
4.250 |
253.59 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
255.73 |
255.61 |
| PP |
255.72 |
255.50 |
| S1 |
255.72 |
255.39 |
|