| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,278.6 |
1,286.8 |
8.2 |
0.6% |
1,282.2 |
| High |
1,288.0 |
1,296.7 |
8.7 |
0.7% |
1,285.0 |
| Low |
1,277.7 |
1,284.6 |
6.9 |
0.5% |
1,262.8 |
| Close |
1,285.0 |
1,293.8 |
8.8 |
0.7% |
1,274.9 |
| Range |
10.3 |
12.1 |
1.8 |
17.5% |
22.2 |
| ATR |
14.7 |
14.5 |
-0.2 |
-1.3% |
0.0 |
| Volume |
200,991 |
316,581 |
115,590 |
57.5% |
1,348,522 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.0 |
1,323.0 |
1,300.5 |
|
| R3 |
1,315.9 |
1,310.9 |
1,297.1 |
|
| R2 |
1,303.8 |
1,303.8 |
1,296.0 |
|
| R1 |
1,298.8 |
1,298.8 |
1,294.9 |
1,301.3 |
| PP |
1,291.7 |
1,291.7 |
1,291.7 |
1,293.0 |
| S1 |
1,286.7 |
1,286.7 |
1,292.7 |
1,289.2 |
| S2 |
1,279.6 |
1,279.6 |
1,291.6 |
|
| S3 |
1,267.5 |
1,274.6 |
1,290.5 |
|
| S4 |
1,255.4 |
1,262.5 |
1,287.1 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.8 |
1,330.1 |
1,287.1 |
|
| R3 |
1,318.6 |
1,307.9 |
1,281.0 |
|
| R2 |
1,296.4 |
1,296.4 |
1,279.0 |
|
| R1 |
1,285.7 |
1,285.7 |
1,276.9 |
1,280.0 |
| PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,271.4 |
| S1 |
1,263.5 |
1,263.5 |
1,272.9 |
1,257.8 |
| S2 |
1,252.0 |
1,252.0 |
1,270.8 |
|
| S3 |
1,229.8 |
1,241.3 |
1,268.8 |
|
| S4 |
1,207.6 |
1,219.1 |
1,262.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,296.7 |
1,262.8 |
33.9 |
2.6% |
12.8 |
1.0% |
91% |
True |
False |
277,193 |
| 10 |
1,299.2 |
1,262.8 |
36.4 |
2.8% |
12.2 |
0.9% |
85% |
False |
False |
281,682 |
| 20 |
1,340.5 |
1,262.8 |
77.7 |
6.0% |
14.0 |
1.1% |
40% |
False |
False |
304,666 |
| 40 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
14.5 |
1.1% |
31% |
False |
False |
317,544 |
| 60 |
1,362.4 |
1,239.1 |
123.3 |
9.5% |
13.7 |
1.1% |
44% |
False |
False |
266,531 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.2 |
1.0% |
55% |
False |
False |
204,488 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.0 |
1.0% |
55% |
False |
False |
164,471 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.9 |
1.0% |
55% |
False |
False |
137,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.1 |
|
2.618 |
1,328.4 |
|
1.618 |
1,316.3 |
|
1.000 |
1,308.8 |
|
0.618 |
1,304.2 |
|
HIGH |
1,296.7 |
|
0.618 |
1,292.1 |
|
0.500 |
1,290.7 |
|
0.382 |
1,289.2 |
|
LOW |
1,284.6 |
|
0.618 |
1,277.1 |
|
1.000 |
1,272.5 |
|
1.618 |
1,265.0 |
|
2.618 |
1,252.9 |
|
4.250 |
1,233.2 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.8 |
1,289.1 |
| PP |
1,291.7 |
1,284.4 |
| S1 |
1,290.7 |
1,279.8 |
|