| 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 |
2,533.00 |
2,535.25 |
2.25 |
0.1% |
2,499.00 |
| High |
2,538.00 |
2,550.75 |
12.75 |
0.5% |
2,517.75 |
| Low |
2,529.00 |
2,534.50 |
5.50 |
0.2% |
2,485.00 |
| Close |
2,536.25 |
2,550.00 |
13.75 |
0.5% |
2,516.00 |
| Range |
9.00 |
16.25 |
7.25 |
80.6% |
32.75 |
| ATR |
12.68 |
12.93 |
0.26 |
2.0% |
0.00 |
| Volume |
956,590 |
1,104,438 |
147,848 |
15.5% |
6,737,648 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.75 |
2,588.25 |
2,559.00 |
|
| R3 |
2,577.50 |
2,572.00 |
2,554.50 |
|
| R2 |
2,561.25 |
2,561.25 |
2,553.00 |
|
| R1 |
2,555.75 |
2,555.75 |
2,551.50 |
2,558.50 |
| PP |
2,545.00 |
2,545.00 |
2,545.00 |
2,546.50 |
| S1 |
2,539.50 |
2,539.50 |
2,548.50 |
2,542.25 |
| S2 |
2,528.75 |
2,528.75 |
2,547.00 |
|
| S3 |
2,512.50 |
2,523.25 |
2,545.50 |
|
| S4 |
2,496.25 |
2,507.00 |
2,541.00 |
|
|
| 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 |
2,550.75 |
2,504.75 |
46.00 |
1.8% |
11.50 |
0.4% |
98% |
True |
False |
1,083,373 |
| 10 |
2,550.75 |
2,485.00 |
65.75 |
2.6% |
12.00 |
0.5% |
99% |
True |
False |
1,181,091 |
| 20 |
2,550.75 |
2,455.25 |
95.50 |
3.7% |
11.25 |
0.4% |
99% |
True |
False |
1,273,893 |
| 40 |
2,550.75 |
2,414.00 |
136.75 |
5.4% |
15.50 |
0.6% |
99% |
True |
False |
668,494 |
| 60 |
2,550.75 |
2,414.00 |
136.75 |
5.4% |
14.25 |
0.6% |
99% |
True |
False |
446,785 |
| 80 |
2,550.75 |
2,400.75 |
150.00 |
5.9% |
15.25 |
0.6% |
100% |
True |
False |
335,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.75 |
|
2.618 |
2,593.25 |
|
1.618 |
2,577.00 |
|
1.000 |
2,567.00 |
|
0.618 |
2,560.75 |
|
HIGH |
2,550.75 |
|
0.618 |
2,544.50 |
|
0.500 |
2,542.50 |
|
0.382 |
2,540.75 |
|
LOW |
2,534.50 |
|
0.618 |
2,524.50 |
|
1.000 |
2,518.25 |
|
1.618 |
2,508.25 |
|
2.618 |
2,492.00 |
|
4.250 |
2,465.50 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.50 |
2,546.00 |
| PP |
2,545.00 |
2,542.00 |
| S1 |
2,542.50 |
2,538.00 |
|