| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,268.0 |
1,274.3 |
6.3 |
0.5% |
1,281.5 |
| High |
1,275.2 |
1,279.9 |
4.7 |
0.4% |
1,285.3 |
| Low |
1,263.8 |
1,269.8 |
6.0 |
0.5% |
1,263.8 |
| Close |
1,271.8 |
1,277.7 |
5.9 |
0.5% |
1,271.8 |
| Range |
11.4 |
10.1 |
-1.3 |
-11.4% |
21.5 |
| ATR |
13.6 |
13.4 |
-0.3 |
-1.8% |
0.0 |
| Volume |
363,096 |
260,077 |
-103,019 |
-28.4% |
1,680,001 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.1 |
1,302.0 |
1,283.3 |
|
| R3 |
1,296.0 |
1,291.9 |
1,280.5 |
|
| R2 |
1,285.9 |
1,285.9 |
1,279.6 |
|
| R1 |
1,281.8 |
1,281.8 |
1,278.6 |
1,283.9 |
| PP |
1,275.8 |
1,275.8 |
1,275.8 |
1,276.8 |
| S1 |
1,271.7 |
1,271.7 |
1,276.8 |
1,273.8 |
| S2 |
1,265.7 |
1,265.7 |
1,275.8 |
|
| S3 |
1,255.6 |
1,261.6 |
1,274.9 |
|
| S4 |
1,245.5 |
1,251.5 |
1,272.1 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.1 |
1,326.5 |
1,283.6 |
|
| R3 |
1,316.6 |
1,305.0 |
1,277.7 |
|
| R2 |
1,295.1 |
1,295.1 |
1,275.7 |
|
| R1 |
1,283.5 |
1,283.5 |
1,273.8 |
1,278.6 |
| PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,271.2 |
| S1 |
1,262.0 |
1,262.0 |
1,269.8 |
1,257.1 |
| S2 |
1,252.1 |
1,252.1 |
1,267.9 |
|
| S3 |
1,230.6 |
1,240.5 |
1,265.9 |
|
| S4 |
1,209.1 |
1,219.0 |
1,260.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,285.3 |
1,263.8 |
21.5 |
1.7% |
11.7 |
0.9% |
65% |
False |
False |
331,119 |
| 10 |
1,298.4 |
1,263.8 |
34.6 |
2.7% |
12.6 |
1.0% |
40% |
False |
False |
321,155 |
| 20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.1 |
0.9% |
33% |
False |
False |
294,061 |
| 40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.5 |
1.1% |
15% |
False |
False |
309,999 |
| 60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.8 |
1.1% |
20% |
False |
False |
307,076 |
| 80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
44% |
False |
False |
255,664 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
44% |
False |
False |
206,698 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
44% |
False |
False |
173,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,322.8 |
|
2.618 |
1,306.3 |
|
1.618 |
1,296.2 |
|
1.000 |
1,290.0 |
|
0.618 |
1,286.1 |
|
HIGH |
1,279.9 |
|
0.618 |
1,276.0 |
|
0.500 |
1,274.9 |
|
0.382 |
1,273.7 |
|
LOW |
1,269.8 |
|
0.618 |
1,263.6 |
|
1.000 |
1,259.7 |
|
1.618 |
1,253.5 |
|
2.618 |
1,243.4 |
|
4.250 |
1,226.9 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.8 |
1,276.4 |
| PP |
1,275.8 |
1,275.1 |
| S1 |
1,274.9 |
1,273.8 |
|