| 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 |
12,979.0 |
12,957.5 |
-21.5 |
-0.2% |
12,863.5 |
| High |
12,988.5 |
12,974.5 |
-14.0 |
-0.1% |
12,985.0 |
| Low |
12,926.5 |
12,899.0 |
-27.5 |
-0.2% |
12,838.5 |
| Close |
12,968.5 |
12,940.0 |
-28.5 |
-0.2% |
12,945.5 |
| Range |
62.0 |
75.5 |
13.5 |
21.8% |
146.5 |
| ATR |
91.2 |
90.0 |
-1.1 |
-1.2% |
0.0 |
| Volume |
67,669 |
50,582 |
-17,087 |
-25.3% |
230,546 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,164.3 |
13,127.7 |
12,981.5 |
|
| R3 |
13,088.8 |
13,052.2 |
12,960.8 |
|
| R2 |
13,013.3 |
13,013.3 |
12,953.8 |
|
| R1 |
12,976.7 |
12,976.7 |
12,946.9 |
12,957.3 |
| PP |
12,937.8 |
12,937.8 |
12,937.8 |
12,928.1 |
| S1 |
12,901.2 |
12,901.2 |
12,933.1 |
12,881.8 |
| S2 |
12,862.3 |
12,862.3 |
12,926.2 |
|
| S3 |
12,786.8 |
12,825.7 |
12,919.2 |
|
| S4 |
12,711.3 |
12,750.2 |
12,898.5 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,362.5 |
13,300.5 |
13,026.1 |
|
| R3 |
13,216.0 |
13,154.0 |
12,985.8 |
|
| R2 |
13,069.5 |
13,069.5 |
12,972.4 |
|
| R1 |
13,007.5 |
13,007.5 |
12,958.9 |
13,038.5 |
| PP |
12,923.0 |
12,923.0 |
12,923.0 |
12,938.5 |
| S1 |
12,861.0 |
12,861.0 |
12,932.1 |
12,892.0 |
| S2 |
12,776.5 |
12,776.5 |
12,918.6 |
|
| S3 |
12,630.0 |
12,714.5 |
12,905.2 |
|
| S4 |
12,483.5 |
12,568.0 |
12,864.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,988.5 |
12,883.5 |
105.0 |
0.8% |
67.6 |
0.5% |
54% |
False |
False |
54,965 |
| 10 |
12,988.5 |
12,613.0 |
375.5 |
2.9% |
67.8 |
0.5% |
87% |
False |
False |
53,164 |
| 20 |
12,988.5 |
12,463.5 |
525.0 |
4.1% |
72.5 |
0.6% |
91% |
False |
False |
55,911 |
| 40 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
93.2 |
0.7% |
96% |
False |
False |
32,518 |
| 60 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
104.0 |
0.8% |
96% |
False |
False |
21,787 |
| 80 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
107.3 |
0.8% |
96% |
False |
False |
16,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,295.4 |
|
2.618 |
13,172.2 |
|
1.618 |
13,096.7 |
|
1.000 |
13,050.0 |
|
0.618 |
13,021.2 |
|
HIGH |
12,974.5 |
|
0.618 |
12,945.7 |
|
0.500 |
12,936.8 |
|
0.382 |
12,927.8 |
|
LOW |
12,899.0 |
|
0.618 |
12,852.3 |
|
1.000 |
12,823.5 |
|
1.618 |
12,776.8 |
|
2.618 |
12,701.3 |
|
4.250 |
12,578.1 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,938.9 |
12,943.8 |
| PP |
12,937.8 |
12,942.5 |
| S1 |
12,936.8 |
12,941.3 |
|