| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,535.25 |
2,548.75 |
13.50 |
0.5% |
2,518.00 |
| High |
2,550.75 |
2,549.75 |
-1.00 |
0.0% |
2,550.75 |
| Low |
2,534.50 |
2,541.50 |
7.00 |
0.3% |
2,517.00 |
| Close |
2,550.00 |
2,545.00 |
-5.00 |
-0.2% |
2,545.00 |
| Range |
16.25 |
8.25 |
-8.00 |
-49.2% |
33.75 |
| ATR |
12.93 |
12.62 |
-0.32 |
-2.4% |
0.00 |
| Volume |
1,104,438 |
1,169,419 |
64,981 |
5.9% |
5,217,962 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,570.25 |
2,565.75 |
2,549.50 |
|
| R3 |
2,562.00 |
2,557.50 |
2,547.25 |
|
| R2 |
2,553.75 |
2,553.75 |
2,546.50 |
|
| R1 |
2,549.25 |
2,549.25 |
2,545.75 |
2,547.50 |
| PP |
2,545.50 |
2,545.50 |
2,545.50 |
2,544.50 |
| S1 |
2,541.00 |
2,541.00 |
2,544.25 |
2,539.00 |
| S2 |
2,537.25 |
2,537.25 |
2,543.50 |
|
| S3 |
2,529.00 |
2,532.75 |
2,542.75 |
|
| S4 |
2,520.75 |
2,524.50 |
2,540.50 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.75 |
2,625.75 |
2,563.50 |
|
| R3 |
2,605.00 |
2,592.00 |
2,554.25 |
|
| R2 |
2,571.25 |
2,571.25 |
2,551.25 |
|
| R1 |
2,558.25 |
2,558.25 |
2,548.00 |
2,564.75 |
| PP |
2,537.50 |
2,537.50 |
2,537.50 |
2,541.00 |
| S1 |
2,524.50 |
2,524.50 |
2,542.00 |
2,531.00 |
| S2 |
2,503.75 |
2,503.75 |
2,538.75 |
|
| S3 |
2,470.00 |
2,490.75 |
2,535.75 |
|
| S4 |
2,436.25 |
2,457.00 |
2,526.50 |
|
|
| 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 |
2,517.00 |
33.75 |
1.3% |
10.50 |
0.4% |
83% |
False |
False |
1,043,592 |
| 10 |
2,550.75 |
2,485.00 |
65.75 |
2.6% |
12.00 |
0.5% |
91% |
False |
False |
1,195,561 |
| 20 |
2,550.75 |
2,466.75 |
84.00 |
3.3% |
11.25 |
0.4% |
93% |
False |
False |
1,259,075 |
| 40 |
2,550.75 |
2,414.00 |
136.75 |
5.4% |
14.75 |
0.6% |
96% |
False |
False |
697,368 |
| 60 |
2,550.75 |
2,414.00 |
136.75 |
5.4% |
14.25 |
0.6% |
96% |
False |
False |
466,251 |
| 80 |
2,550.75 |
2,400.75 |
150.00 |
5.9% |
15.00 |
0.6% |
96% |
False |
False |
350,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,584.75 |
|
2.618 |
2,571.25 |
|
1.618 |
2,563.00 |
|
1.000 |
2,558.00 |
|
0.618 |
2,554.75 |
|
HIGH |
2,549.75 |
|
0.618 |
2,546.50 |
|
0.500 |
2,545.50 |
|
0.382 |
2,544.75 |
|
LOW |
2,541.50 |
|
0.618 |
2,536.50 |
|
1.000 |
2,533.25 |
|
1.618 |
2,528.25 |
|
2.618 |
2,520.00 |
|
4.250 |
2,506.50 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.50 |
2,543.25 |
| PP |
2,545.50 |
2,541.50 |
| S1 |
2,545.25 |
2,540.00 |
|