| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
23,380.89 |
23,415.02 |
34.13 |
0.1% |
23,348.95 |
| High |
23,459.84 |
23,449.40 |
-10.44 |
0.0% |
23,485.25 |
| Low |
23,380.89 |
23,353.16 |
-27.73 |
-0.1% |
23,251.11 |
| Close |
23,400.86 |
23,434.19 |
33.33 |
0.1% |
23,434.19 |
| Range |
78.95 |
96.24 |
17.29 |
21.9% |
234.14 |
| ATR |
115.20 |
113.85 |
-1.35 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,700.97 |
23,663.82 |
23,487.12 |
|
| R3 |
23,604.73 |
23,567.58 |
23,460.66 |
|
| R2 |
23,508.49 |
23,508.49 |
23,451.83 |
|
| R1 |
23,471.34 |
23,471.34 |
23,443.01 |
23,489.92 |
| PP |
23,412.25 |
23,412.25 |
23,412.25 |
23,421.54 |
| S1 |
23,375.10 |
23,375.10 |
23,425.37 |
23,393.68 |
| S2 |
23,316.01 |
23,316.01 |
23,416.55 |
|
| S3 |
23,219.77 |
23,278.86 |
23,407.72 |
|
| S4 |
23,123.53 |
23,182.62 |
23,381.26 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,092.60 |
23,997.54 |
23,562.97 |
|
| R3 |
23,858.46 |
23,763.40 |
23,498.58 |
|
| R2 |
23,624.32 |
23,624.32 |
23,477.12 |
|
| R1 |
23,529.26 |
23,529.26 |
23,455.65 |
23,576.79 |
| PP |
23,390.18 |
23,390.18 |
23,390.18 |
23,413.95 |
| S1 |
23,295.12 |
23,295.12 |
23,412.73 |
23,342.65 |
| S2 |
23,156.04 |
23,156.04 |
23,391.26 |
|
| S3 |
22,921.90 |
23,060.98 |
23,369.80 |
|
| S4 |
22,687.76 |
22,826.84 |
23,305.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,485.25 |
23,251.11 |
234.14 |
1.0% |
122.40 |
0.5% |
78% |
False |
False |
|
| 10 |
23,485.25 |
22,887.12 |
598.13 |
2.6% |
106.68 |
0.5% |
91% |
False |
False |
|
| 20 |
23,485.25 |
22,416.00 |
1,069.25 |
4.6% |
90.96 |
0.4% |
95% |
False |
False |
|
| 40 |
23,485.25 |
21,709.63 |
1,775.62 |
7.6% |
90.74 |
0.4% |
97% |
False |
False |
|
| 60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.0% |
95.69 |
0.4% |
97% |
False |
False |
|
| 80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.4% |
93.31 |
0.4% |
98% |
False |
False |
|
| 100 |
23,485.25 |
21,138.16 |
2,347.09 |
10.0% |
97.53 |
0.4% |
98% |
False |
False |
|
| 120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.5% |
97.82 |
0.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,858.42 |
|
2.618 |
23,701.36 |
|
1.618 |
23,605.12 |
|
1.000 |
23,545.64 |
|
0.618 |
23,508.88 |
|
HIGH |
23,449.40 |
|
0.618 |
23,412.64 |
|
0.500 |
23,401.28 |
|
0.382 |
23,389.92 |
|
LOW |
23,353.16 |
|
0.618 |
23,293.68 |
|
1.000 |
23,256.92 |
|
1.618 |
23,197.44 |
|
2.618 |
23,101.20 |
|
4.250 |
22,944.14 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
23,423.22 |
23,407.95 |
| PP |
23,412.25 |
23,381.71 |
| S1 |
23,401.28 |
23,355.48 |
|