| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,281.5 |
1,283.9 |
2.4 |
0.2% |
1,306.0 |
| High |
1,284.7 |
1,285.3 |
0.6 |
0.0% |
1,308.4 |
| Low |
1,273.6 |
1,274.8 |
1.2 |
0.1% |
1,277.6 |
| Close |
1,280.9 |
1,278.3 |
-2.6 |
-0.2% |
1,280.5 |
| Range |
11.1 |
10.5 |
-0.6 |
-5.4% |
30.8 |
| ATR |
14.1 |
13.8 |
-0.3 |
-1.8% |
0.0 |
| Volume |
284,480 |
268,907 |
-15,573 |
-5.5% |
1,542,755 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.0 |
1,305.1 |
1,284.1 |
|
| R3 |
1,300.5 |
1,294.6 |
1,281.2 |
|
| R2 |
1,290.0 |
1,290.0 |
1,280.2 |
|
| R1 |
1,284.1 |
1,284.1 |
1,279.3 |
1,281.8 |
| PP |
1,279.5 |
1,279.5 |
1,279.5 |
1,278.3 |
| S1 |
1,273.6 |
1,273.6 |
1,277.3 |
1,271.3 |
| S2 |
1,269.0 |
1,269.0 |
1,276.4 |
|
| S3 |
1,258.5 |
1,263.1 |
1,275.4 |
|
| S4 |
1,248.0 |
1,252.6 |
1,272.5 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.2 |
1,361.7 |
1,297.4 |
|
| R3 |
1,350.4 |
1,330.9 |
1,289.0 |
|
| R2 |
1,319.6 |
1,319.6 |
1,286.1 |
|
| R1 |
1,300.1 |
1,300.1 |
1,283.3 |
1,294.5 |
| PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,286.0 |
| S1 |
1,269.3 |
1,269.3 |
1,277.7 |
1,263.7 |
| S2 |
1,258.0 |
1,258.0 |
1,274.9 |
|
| S3 |
1,227.2 |
1,238.5 |
1,272.0 |
|
| S4 |
1,196.4 |
1,207.7 |
1,263.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.9 |
1,273.6 |
19.3 |
1.5% |
12.5 |
1.0% |
24% |
False |
False |
296,489 |
| 10 |
1,308.4 |
1,273.6 |
34.8 |
2.7% |
12.4 |
1.0% |
14% |
False |
False |
290,115 |
| 20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.3 |
1.0% |
34% |
False |
False |
285,898 |
| 40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.0 |
1.1% |
16% |
False |
False |
315,562 |
| 60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.9 |
1.1% |
20% |
False |
False |
299,004 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.4 |
1.1% |
44% |
False |
False |
239,526 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
44% |
False |
False |
192,970 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
44% |
False |
False |
161,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.9 |
|
2.618 |
1,312.8 |
|
1.618 |
1,302.3 |
|
1.000 |
1,295.8 |
|
0.618 |
1,291.8 |
|
HIGH |
1,285.3 |
|
0.618 |
1,281.3 |
|
0.500 |
1,280.1 |
|
0.382 |
1,278.8 |
|
LOW |
1,274.8 |
|
0.618 |
1,268.3 |
|
1.000 |
1,264.3 |
|
1.618 |
1,257.8 |
|
2.618 |
1,247.3 |
|
4.250 |
1,230.2 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,280.1 |
1,283.3 |
| PP |
1,279.5 |
1,281.6 |
| S1 |
1,278.9 |
1,280.0 |
|