| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
22,784.76 |
22,827.65 |
42.89 |
0.2% |
22,423.47 |
| High |
22,850.51 |
22,872.89 |
22.38 |
0.1% |
22,777.04 |
| Low |
22,770.99 |
22,821.66 |
50.67 |
0.2% |
22,416.00 |
| Close |
22,830.68 |
22,872.89 |
42.21 |
0.2% |
22,773.67 |
| Range |
79.52 |
51.23 |
-28.29 |
-35.6% |
361.04 |
| ATR |
96.77 |
93.52 |
-3.25 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,009.50 |
22,992.43 |
22,901.07 |
|
| R3 |
22,958.27 |
22,941.20 |
22,886.98 |
|
| R2 |
22,907.04 |
22,907.04 |
22,882.28 |
|
| R1 |
22,889.97 |
22,889.97 |
22,877.59 |
22,898.51 |
| PP |
22,855.81 |
22,855.81 |
22,855.81 |
22,860.08 |
| S1 |
22,838.74 |
22,838.74 |
22,868.19 |
22,847.28 |
| S2 |
22,804.58 |
22,804.58 |
22,863.50 |
|
| S3 |
22,753.35 |
22,787.51 |
22,858.80 |
|
| S4 |
22,702.12 |
22,736.28 |
22,844.71 |
|
|
| 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 |
22,872.89 |
22,655.14 |
217.75 |
1.0% |
71.89 |
0.3% |
100% |
True |
False |
|
| 10 |
22,872.89 |
22,288.97 |
583.92 |
2.6% |
81.78 |
0.4% |
100% |
True |
False |
|
| 20 |
22,872.89 |
22,135.26 |
737.63 |
3.2% |
82.51 |
0.4% |
100% |
True |
False |
|
| 40 |
22,872.89 |
21,600.34 |
1,272.55 |
5.6% |
97.95 |
0.4% |
100% |
True |
False |
|
| 60 |
22,872.89 |
21,496.13 |
1,376.76 |
6.0% |
91.34 |
0.4% |
100% |
True |
False |
|
| 80 |
22,872.89 |
21,197.08 |
1,675.81 |
7.3% |
97.00 |
0.4% |
100% |
True |
False |
|
| 100 |
22,872.89 |
20,860.16 |
2,012.73 |
8.8% |
94.87 |
0.4% |
100% |
True |
False |
|
| 120 |
22,872.89 |
20,553.45 |
2,319.44 |
10.1% |
96.74 |
0.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,090.62 |
|
2.618 |
23,007.01 |
|
1.618 |
22,955.78 |
|
1.000 |
22,924.12 |
|
0.618 |
22,904.55 |
|
HIGH |
22,872.89 |
|
0.618 |
22,853.32 |
|
0.500 |
22,847.28 |
|
0.382 |
22,841.23 |
|
LOW |
22,821.66 |
|
0.618 |
22,790.00 |
|
1.000 |
22,770.43 |
|
1.618 |
22,738.77 |
|
2.618 |
22,687.54 |
|
4.250 |
22,603.93 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,864.35 |
22,850.64 |
| PP |
22,855.81 |
22,828.39 |
| S1 |
22,847.28 |
22,806.14 |
|