| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,954.0 |
12,945.0 |
-9.0 |
-0.1% |
12,552.0 |
| High |
12,974.5 |
12,979.0 |
4.5 |
0.0% |
12,840.0 |
| Low |
12,883.5 |
12,923.5 |
40.0 |
0.3% |
12,538.5 |
| Close |
12,956.0 |
12,954.5 |
-1.5 |
0.0% |
12,798.0 |
| Range |
91.0 |
55.5 |
-35.5 |
-39.0% |
301.5 |
| ATR |
99.6 |
96.4 |
-3.1 |
-3.2% |
0.0 |
| Volume |
52,762 |
57,838 |
5,076 |
9.6% |
307,034 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,118.8 |
13,092.2 |
12,985.0 |
|
| R3 |
13,063.3 |
13,036.7 |
12,969.8 |
|
| R2 |
13,007.8 |
13,007.8 |
12,964.7 |
|
| R1 |
12,981.2 |
12,981.2 |
12,959.6 |
12,994.5 |
| PP |
12,952.3 |
12,952.3 |
12,952.3 |
12,959.0 |
| S1 |
12,925.7 |
12,925.7 |
12,949.4 |
12,939.0 |
| S2 |
12,896.8 |
12,896.8 |
12,944.3 |
|
| S3 |
12,841.3 |
12,870.2 |
12,939.2 |
|
| S4 |
12,785.8 |
12,814.7 |
12,924.0 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,630.0 |
13,515.5 |
12,963.8 |
|
| R3 |
13,328.5 |
13,214.0 |
12,880.9 |
|
| R2 |
13,027.0 |
13,027.0 |
12,853.3 |
|
| R1 |
12,912.5 |
12,912.5 |
12,825.6 |
12,969.8 |
| PP |
12,725.5 |
12,725.5 |
12,725.5 |
12,754.1 |
| S1 |
12,611.0 |
12,611.0 |
12,770.4 |
12,668.3 |
| S2 |
12,424.0 |
12,424.0 |
12,742.7 |
|
| S3 |
12,122.5 |
12,309.5 |
12,715.1 |
|
| S4 |
11,821.0 |
12,008.0 |
12,632.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,979.0 |
12,710.5 |
268.5 |
2.1% |
68.9 |
0.5% |
91% |
True |
False |
50,407 |
| 10 |
12,979.0 |
12,538.5 |
440.5 |
3.4% |
74.6 |
0.6% |
94% |
True |
False |
55,539 |
| 20 |
12,979.0 |
12,235.0 |
744.0 |
5.7% |
77.3 |
0.6% |
97% |
True |
False |
55,821 |
| 40 |
12,979.0 |
11,865.0 |
1,114.0 |
8.6% |
99.4 |
0.8% |
98% |
True |
False |
28,427 |
| 60 |
12,979.0 |
11,865.0 |
1,114.0 |
8.6% |
104.7 |
0.8% |
98% |
True |
False |
19,058 |
| 80 |
12,979.0 |
11,865.0 |
1,114.0 |
8.6% |
109.4 |
0.8% |
98% |
True |
False |
14,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,214.9 |
|
2.618 |
13,124.3 |
|
1.618 |
13,068.8 |
|
1.000 |
13,034.5 |
|
0.618 |
13,013.3 |
|
HIGH |
12,979.0 |
|
0.618 |
12,957.8 |
|
0.500 |
12,951.3 |
|
0.382 |
12,944.7 |
|
LOW |
12,923.5 |
|
0.618 |
12,889.2 |
|
1.000 |
12,868.0 |
|
1.618 |
12,833.7 |
|
2.618 |
12,778.2 |
|
4.250 |
12,687.6 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,953.4 |
12,946.8 |
| PP |
12,952.3 |
12,939.0 |
| S1 |
12,951.3 |
12,931.3 |
|