| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,957.5 |
12,970.0 |
12.5 |
0.1% |
12,863.5 |
| High |
12,974.5 |
12,978.0 |
3.5 |
0.0% |
12,985.0 |
| Low |
12,899.0 |
12,915.5 |
16.5 |
0.1% |
12,838.5 |
| Close |
12,940.0 |
12,964.5 |
24.5 |
0.2% |
12,945.5 |
| Range |
75.5 |
62.5 |
-13.0 |
-17.2% |
146.5 |
| ATR |
90.0 |
88.1 |
-2.0 |
-2.2% |
0.0 |
| Volume |
50,582 |
53,284 |
2,702 |
5.3% |
230,546 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,140.2 |
13,114.8 |
12,998.9 |
|
| R3 |
13,077.7 |
13,052.3 |
12,981.7 |
|
| R2 |
13,015.2 |
13,015.2 |
12,976.0 |
|
| R1 |
12,989.8 |
12,989.8 |
12,970.2 |
12,971.3 |
| PP |
12,952.7 |
12,952.7 |
12,952.7 |
12,943.4 |
| S1 |
12,927.3 |
12,927.3 |
12,958.8 |
12,908.8 |
| S2 |
12,890.2 |
12,890.2 |
12,953.0 |
|
| S3 |
12,827.7 |
12,864.8 |
12,947.3 |
|
| S4 |
12,765.2 |
12,802.3 |
12,930.1 |
|
|
| 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 |
12,899.0 |
89.5 |
0.7% |
61.9 |
0.5% |
73% |
False |
False |
55,069 |
| 10 |
12,988.5 |
12,654.0 |
334.5 |
2.6% |
66.0 |
0.5% |
93% |
False |
False |
52,723 |
| 20 |
12,988.5 |
12,486.5 |
502.0 |
3.9% |
71.0 |
0.5% |
95% |
False |
False |
56,166 |
| 40 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
93.0 |
0.7% |
98% |
False |
False |
33,845 |
| 60 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
102.3 |
0.8% |
98% |
False |
False |
22,674 |
| 80 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
106.1 |
0.8% |
98% |
False |
False |
17,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,243.6 |
|
2.618 |
13,141.6 |
|
1.618 |
13,079.1 |
|
1.000 |
13,040.5 |
|
0.618 |
13,016.6 |
|
HIGH |
12,978.0 |
|
0.618 |
12,954.1 |
|
0.500 |
12,946.8 |
|
0.382 |
12,939.4 |
|
LOW |
12,915.5 |
|
0.618 |
12,876.9 |
|
1.000 |
12,853.0 |
|
1.618 |
12,814.4 |
|
2.618 |
12,751.9 |
|
4.250 |
12,649.9 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,958.6 |
12,957.6 |
| PP |
12,952.7 |
12,950.7 |
| S1 |
12,946.8 |
12,943.8 |
|