| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,518.00 |
2,527.25 |
9.25 |
0.4% |
2,499.00 |
| High |
2,528.00 |
2,533.50 |
5.50 |
0.2% |
2,517.75 |
| Low |
2,517.00 |
2,525.50 |
8.50 |
0.3% |
2,485.00 |
| Close |
2,526.25 |
2,532.75 |
6.50 |
0.3% |
2,516.00 |
| Range |
11.00 |
8.00 |
-3.00 |
-27.3% |
32.75 |
| ATR |
13.34 |
12.96 |
-0.38 |
-2.9% |
0.00 |
| Volume |
1,138,362 |
849,153 |
-289,209 |
-25.4% |
6,737,648 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.50 |
2,551.75 |
2,537.25 |
|
| R3 |
2,546.50 |
2,543.75 |
2,535.00 |
|
| R2 |
2,538.50 |
2,538.50 |
2,534.25 |
|
| R1 |
2,535.75 |
2,535.75 |
2,533.50 |
2,537.00 |
| PP |
2,530.50 |
2,530.50 |
2,530.50 |
2,531.25 |
| S1 |
2,527.75 |
2,527.75 |
2,532.00 |
2,529.00 |
| S2 |
2,522.50 |
2,522.50 |
2,531.25 |
|
| S3 |
2,514.50 |
2,519.75 |
2,530.50 |
|
| S4 |
2,506.50 |
2,511.75 |
2,528.25 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.50 |
2,593.00 |
2,534.00 |
|
| R3 |
2,571.75 |
2,560.25 |
2,525.00 |
|
| R2 |
2,539.00 |
2,539.00 |
2,522.00 |
|
| R1 |
2,527.50 |
2,527.50 |
2,519.00 |
2,533.25 |
| PP |
2,506.25 |
2,506.25 |
2,506.25 |
2,509.00 |
| S1 |
2,494.75 |
2,494.75 |
2,513.00 |
2,500.50 |
| S2 |
2,473.50 |
2,473.50 |
2,510.00 |
|
| S3 |
2,440.75 |
2,462.00 |
2,507.00 |
|
| S4 |
2,408.00 |
2,429.25 |
2,498.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,533.50 |
2,493.00 |
40.50 |
1.6% |
11.50 |
0.5% |
98% |
True |
False |
1,208,179 |
| 10 |
2,533.50 |
2,485.00 |
48.50 |
1.9% |
11.75 |
0.5% |
98% |
True |
False |
1,210,046 |
| 20 |
2,533.50 |
2,454.75 |
78.75 |
3.1% |
11.25 |
0.4% |
99% |
True |
False |
1,216,937 |
| 40 |
2,533.50 |
2,414.00 |
119.50 |
4.7% |
15.75 |
0.6% |
99% |
True |
False |
617,409 |
| 60 |
2,533.50 |
2,408.50 |
125.00 |
4.9% |
14.50 |
0.6% |
99% |
True |
False |
412,508 |
| 80 |
2,533.50 |
2,400.75 |
132.75 |
5.2% |
15.25 |
0.6% |
99% |
True |
False |
309,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.50 |
|
2.618 |
2,554.50 |
|
1.618 |
2,546.50 |
|
1.000 |
2,541.50 |
|
0.618 |
2,538.50 |
|
HIGH |
2,533.50 |
|
0.618 |
2,530.50 |
|
0.500 |
2,529.50 |
|
0.382 |
2,528.50 |
|
LOW |
2,525.50 |
|
0.618 |
2,520.50 |
|
1.000 |
2,517.50 |
|
1.618 |
2,512.50 |
|
2.618 |
2,504.50 |
|
4.250 |
2,491.50 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.75 |
2,528.25 |
| PP |
2,530.50 |
2,523.75 |
| S1 |
2,529.50 |
2,519.00 |
|