| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,294.6 |
1,296.0 |
1.4 |
0.1% |
1,278.6 |
| High |
1,299.8 |
1,306.4 |
6.6 |
0.5% |
1,306.4 |
| Low |
1,291.8 |
1,292.9 |
1.1 |
0.1% |
1,277.7 |
| Close |
1,296.5 |
1,304.6 |
8.1 |
0.6% |
1,304.6 |
| Range |
8.0 |
13.5 |
5.5 |
68.8% |
28.7 |
| ATR |
13.9 |
13.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
246,084 |
297,569 |
51,485 |
20.9% |
1,322,580 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,341.8 |
1,336.7 |
1,312.0 |
|
| R3 |
1,328.3 |
1,323.2 |
1,308.3 |
|
| R2 |
1,314.8 |
1,314.8 |
1,307.1 |
|
| R1 |
1,309.7 |
1,309.7 |
1,305.8 |
1,312.3 |
| PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,302.6 |
| S1 |
1,296.2 |
1,296.2 |
1,303.4 |
1,298.8 |
| S2 |
1,287.8 |
1,287.8 |
1,302.1 |
|
| S3 |
1,274.3 |
1,282.7 |
1,300.9 |
|
| S4 |
1,260.8 |
1,269.2 |
1,297.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.3 |
1,372.2 |
1,320.4 |
|
| R3 |
1,353.6 |
1,343.5 |
1,312.5 |
|
| R2 |
1,324.9 |
1,324.9 |
1,309.9 |
|
| R1 |
1,314.8 |
1,314.8 |
1,307.2 |
1,319.9 |
| PP |
1,296.2 |
1,296.2 |
1,296.2 |
1,298.8 |
| S1 |
1,286.1 |
1,286.1 |
1,302.0 |
1,291.2 |
| S2 |
1,267.5 |
1,267.5 |
1,299.3 |
|
| S3 |
1,238.8 |
1,257.4 |
1,296.7 |
|
| S4 |
1,210.1 |
1,228.7 |
1,288.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.4 |
1,277.7 |
28.7 |
2.2% |
10.6 |
0.8% |
94% |
True |
False |
264,516 |
| 10 |
1,306.4 |
1,262.8 |
43.6 |
3.3% |
11.2 |
0.9% |
96% |
True |
False |
267,110 |
| 20 |
1,324.0 |
1,262.8 |
61.2 |
4.7% |
13.2 |
1.0% |
68% |
False |
False |
296,744 |
| 40 |
1,362.4 |
1,262.8 |
99.6 |
7.6% |
14.3 |
1.1% |
42% |
False |
False |
315,404 |
| 60 |
1,362.4 |
1,249.4 |
113.0 |
8.7% |
13.6 |
1.0% |
49% |
False |
False |
278,250 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.2 |
1.0% |
62% |
False |
False |
214,340 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.0 |
1.0% |
62% |
False |
False |
172,396 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
12.8 |
1.0% |
62% |
False |
False |
144,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.8 |
|
2.618 |
1,341.7 |
|
1.618 |
1,328.2 |
|
1.000 |
1,319.9 |
|
0.618 |
1,314.7 |
|
HIGH |
1,306.4 |
|
0.618 |
1,301.2 |
|
0.500 |
1,299.7 |
|
0.382 |
1,298.1 |
|
LOW |
1,292.9 |
|
0.618 |
1,284.6 |
|
1.000 |
1,279.4 |
|
1.618 |
1,271.1 |
|
2.618 |
1,257.6 |
|
4.250 |
1,235.5 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.0 |
1,301.9 |
| PP |
1,301.3 |
1,299.3 |
| S1 |
1,299.7 |
1,296.6 |
|