| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,552.25 |
2,548.00 |
-4.25 |
-0.2% |
2,543.25 |
| High |
2,553.25 |
2,555.50 |
2.25 |
0.1% |
2,555.50 |
| Low |
2,546.25 |
2,547.00 |
0.75 |
0.0% |
2,539.25 |
| Close |
2,549.50 |
2,552.75 |
3.25 |
0.1% |
2,552.75 |
| Range |
7.00 |
8.50 |
1.50 |
21.4% |
16.25 |
| ATR |
11.78 |
11.55 |
-0.23 |
-2.0% |
0.00 |
| Volume |
938,476 |
918,541 |
-19,935 |
-2.1% |
4,559,979 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.25 |
2,573.50 |
2,557.50 |
|
| R3 |
2,568.75 |
2,565.00 |
2,555.00 |
|
| R2 |
2,560.25 |
2,560.25 |
2,554.25 |
|
| R1 |
2,556.50 |
2,556.50 |
2,553.50 |
2,558.50 |
| PP |
2,551.75 |
2,551.75 |
2,551.75 |
2,552.75 |
| S1 |
2,548.00 |
2,548.00 |
2,552.00 |
2,550.00 |
| S2 |
2,543.25 |
2,543.25 |
2,551.25 |
|
| S3 |
2,534.75 |
2,539.50 |
2,550.50 |
|
| S4 |
2,526.25 |
2,531.00 |
2,548.00 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.00 |
2,591.50 |
2,561.75 |
|
| R3 |
2,581.75 |
2,575.25 |
2,557.25 |
|
| R2 |
2,565.50 |
2,565.50 |
2,555.75 |
|
| R1 |
2,559.00 |
2,559.00 |
2,554.25 |
2,562.25 |
| PP |
2,549.25 |
2,549.25 |
2,549.25 |
2,550.75 |
| S1 |
2,542.75 |
2,542.75 |
2,551.25 |
2,546.00 |
| S2 |
2,533.00 |
2,533.00 |
2,549.75 |
|
| S3 |
2,516.75 |
2,526.50 |
2,548.25 |
|
| S4 |
2,500.50 |
2,510.25 |
2,543.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,555.50 |
2,539.25 |
16.25 |
0.6% |
9.25 |
0.4% |
83% |
True |
False |
911,995 |
| 10 |
2,555.50 |
2,517.00 |
38.50 |
1.5% |
10.00 |
0.4% |
93% |
True |
False |
977,794 |
| 20 |
2,555.50 |
2,485.00 |
70.50 |
2.8% |
10.50 |
0.4% |
96% |
True |
False |
1,097,141 |
| 40 |
2,555.50 |
2,414.00 |
141.50 |
5.5% |
13.00 |
0.5% |
98% |
True |
False |
810,195 |
| 60 |
2,555.50 |
2,414.00 |
141.50 |
5.5% |
14.00 |
0.5% |
98% |
True |
False |
542,095 |
| 80 |
2,555.50 |
2,400.75 |
154.75 |
6.1% |
14.75 |
0.6% |
98% |
True |
False |
407,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,591.50 |
|
2.618 |
2,577.75 |
|
1.618 |
2,569.25 |
|
1.000 |
2,564.00 |
|
0.618 |
2,560.75 |
|
HIGH |
2,555.50 |
|
0.618 |
2,552.25 |
|
0.500 |
2,551.25 |
|
0.382 |
2,550.25 |
|
LOW |
2,547.00 |
|
0.618 |
2,541.75 |
|
1.000 |
2,538.50 |
|
1.618 |
2,533.25 |
|
2.618 |
2,524.75 |
|
4.250 |
2,511.00 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.25 |
2,551.75 |
| PP |
2,551.75 |
2,550.75 |
| S1 |
2,551.25 |
2,550.00 |
|