| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
22,669.08 |
22,762.03 |
92.95 |
0.4% |
22,423.47 |
| High |
22,777.04 |
22,773.67 |
-3.37 |
0.0% |
22,777.04 |
| Low |
22,655.14 |
22,730.85 |
75.71 |
0.3% |
22,416.00 |
| Close |
22,775.39 |
22,773.67 |
-1.72 |
0.0% |
22,773.67 |
| Range |
121.90 |
42.82 |
-79.08 |
-64.9% |
361.04 |
| ATR |
104.16 |
99.90 |
-4.26 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,887.86 |
22,873.58 |
22,797.22 |
|
| R3 |
22,845.04 |
22,830.76 |
22,785.45 |
|
| R2 |
22,802.22 |
22,802.22 |
22,781.52 |
|
| R1 |
22,787.94 |
22,787.94 |
22,777.60 |
22,795.08 |
| PP |
22,759.40 |
22,759.40 |
22,759.40 |
22,762.97 |
| S1 |
22,745.12 |
22,745.12 |
22,769.74 |
22,752.26 |
| S2 |
22,716.58 |
22,716.58 |
22,765.82 |
|
| S3 |
22,673.76 |
22,702.30 |
22,761.89 |
|
| S4 |
22,630.94 |
22,659.48 |
22,750.12 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,738.69 |
23,617.22 |
22,972.24 |
|
| R3 |
23,377.65 |
23,256.18 |
22,872.96 |
|
| R2 |
23,016.61 |
23,016.61 |
22,839.86 |
|
| R1 |
22,895.14 |
22,895.14 |
22,806.77 |
22,955.88 |
| PP |
22,655.57 |
22,655.57 |
22,655.57 |
22,685.94 |
| S1 |
22,534.10 |
22,534.10 |
22,740.57 |
22,594.84 |
| S2 |
22,294.53 |
22,294.53 |
22,707.48 |
|
| S3 |
21,933.49 |
22,173.06 |
22,674.38 |
|
| S4 |
21,572.45 |
21,812.02 |
22,575.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,777.04 |
22,416.00 |
361.04 |
1.6% |
88.93 |
0.4% |
99% |
False |
False |
|
| 10 |
22,777.04 |
22,219.11 |
557.93 |
2.4% |
96.99 |
0.4% |
99% |
False |
False |
|
| 20 |
22,777.04 |
21,927.79 |
849.25 |
3.7% |
85.23 |
0.4% |
100% |
False |
False |
|
| 40 |
22,777.04 |
21,600.34 |
1,176.70 |
5.2% |
98.32 |
0.4% |
100% |
False |
False |
|
| 60 |
22,777.04 |
21,471.14 |
1,305.90 |
5.7% |
93.48 |
0.4% |
100% |
False |
False |
|
| 80 |
22,777.04 |
21,197.08 |
1,579.96 |
6.9% |
98.00 |
0.4% |
100% |
False |
False |
|
| 100 |
22,777.04 |
20,553.45 |
2,223.59 |
9.8% |
99.13 |
0.4% |
100% |
False |
False |
|
| 120 |
22,777.04 |
20,379.55 |
2,397.49 |
10.5% |
99.16 |
0.4% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,955.66 |
|
2.618 |
22,885.77 |
|
1.618 |
22,842.95 |
|
1.000 |
22,816.49 |
|
0.618 |
22,800.13 |
|
HIGH |
22,773.67 |
|
0.618 |
22,757.31 |
|
0.500 |
22,752.26 |
|
0.382 |
22,747.21 |
|
LOW |
22,730.85 |
|
0.618 |
22,704.39 |
|
1.000 |
22,688.03 |
|
1.618 |
22,661.57 |
|
2.618 |
22,618.75 |
|
4.250 |
22,548.87 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,766.53 |
22,750.75 |
| PP |
22,759.40 |
22,727.84 |
| S1 |
22,752.26 |
22,704.92 |
|