| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
256.60 |
256.18 |
-0.42 |
-0.2% |
255.21 |
| High |
256.83 |
256.31 |
-0.52 |
-0.2% |
257.14 |
| Low |
256.15 |
254.00 |
-2.15 |
-0.8% |
254.35 |
| Close |
256.56 |
255.29 |
-1.27 |
-0.5% |
257.11 |
| Range |
0.68 |
2.31 |
1.63 |
239.7% |
2.79 |
| ATR |
1.03 |
1.14 |
0.11 |
10.6% |
0.00 |
| Volume |
66,935,900 |
103,715,200 |
36,779,300 |
54.9% |
261,750,804 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
262.13 |
261.02 |
256.56 |
|
| R3 |
259.82 |
258.71 |
255.93 |
|
| R2 |
257.51 |
257.51 |
255.71 |
|
| R1 |
256.40 |
256.40 |
255.50 |
255.80 |
| PP |
255.20 |
255.20 |
255.20 |
254.90 |
| S1 |
254.09 |
254.09 |
255.08 |
253.49 |
| S2 |
252.89 |
252.89 |
254.87 |
|
| S3 |
250.58 |
251.78 |
254.65 |
|
| S4 |
248.27 |
249.47 |
254.02 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
264.57 |
263.63 |
258.64 |
|
| R3 |
261.78 |
260.84 |
257.88 |
|
| R2 |
258.99 |
258.99 |
257.62 |
|
| R1 |
258.05 |
258.05 |
257.37 |
258.52 |
| PP |
256.20 |
256.20 |
256.20 |
256.44 |
| S1 |
255.26 |
255.26 |
256.85 |
255.73 |
| S2 |
253.41 |
253.41 |
256.60 |
|
| S3 |
250.62 |
252.47 |
256.34 |
|
| S4 |
247.83 |
249.68 |
255.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
257.51 |
254.00 |
3.51 |
1.4% |
1.47 |
0.6% |
37% |
False |
True |
77,129,280 |
| 10 |
257.51 |
254.00 |
3.51 |
1.4% |
1.03 |
0.4% |
37% |
False |
True |
59,818,270 |
| 20 |
257.51 |
249.63 |
7.88 |
3.1% |
1.00 |
0.4% |
72% |
False |
False |
59,051,470 |
| 40 |
257.51 |
244.62 |
12.89 |
5.0% |
1.04 |
0.4% |
83% |
False |
False |
62,572,788 |
| 60 |
257.51 |
241.83 |
15.68 |
6.1% |
1.18 |
0.5% |
86% |
False |
False |
63,983,747 |
| 80 |
257.51 |
240.34 |
17.17 |
6.7% |
1.16 |
0.5% |
87% |
False |
False |
61,473,924 |
| 100 |
257.51 |
239.96 |
17.55 |
6.9% |
1.22 |
0.5% |
87% |
False |
False |
63,274,927 |
| 120 |
257.51 |
235.43 |
22.08 |
8.6% |
1.21 |
0.5% |
90% |
False |
False |
64,197,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
266.13 |
|
2.618 |
262.36 |
|
1.618 |
260.05 |
|
1.000 |
258.62 |
|
0.618 |
257.74 |
|
HIGH |
256.31 |
|
0.618 |
255.43 |
|
0.500 |
255.16 |
|
0.382 |
254.88 |
|
LOW |
254.00 |
|
0.618 |
252.57 |
|
1.000 |
251.69 |
|
1.618 |
250.26 |
|
2.618 |
247.95 |
|
4.250 |
244.18 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
255.25 |
255.76 |
| PP |
255.20 |
255.60 |
| S1 |
255.16 |
255.45 |
|