| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,548.00 |
2,552.25 |
4.25 |
0.2% |
2,543.25 |
| High |
2,555.50 |
2,557.75 |
2.25 |
0.1% |
2,555.50 |
| Low |
2,547.00 |
2,550.75 |
3.75 |
0.1% |
2,539.25 |
| Close |
2,552.75 |
2,556.25 |
3.50 |
0.1% |
2,552.75 |
| Range |
8.50 |
7.00 |
-1.50 |
-17.6% |
16.25 |
| ATR |
11.55 |
11.22 |
-0.32 |
-2.8% |
0.00 |
| Volume |
918,541 |
795,923 |
-122,618 |
-13.3% |
4,559,979 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.00 |
2,573.00 |
2,560.00 |
|
| R3 |
2,569.00 |
2,566.00 |
2,558.25 |
|
| R2 |
2,562.00 |
2,562.00 |
2,557.50 |
|
| R1 |
2,559.00 |
2,559.00 |
2,557.00 |
2,560.50 |
| PP |
2,555.00 |
2,555.00 |
2,555.00 |
2,555.50 |
| S1 |
2,552.00 |
2,552.00 |
2,555.50 |
2,553.50 |
| S2 |
2,548.00 |
2,548.00 |
2,555.00 |
|
| S3 |
2,541.00 |
2,545.00 |
2,554.25 |
|
| S4 |
2,534.00 |
2,538.00 |
2,552.50 |
|
|
| 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 |
2,557.75 |
2,542.75 |
15.00 |
0.6% |
8.50 |
0.3% |
90% |
True |
False |
924,082 |
| 10 |
2,557.75 |
2,525.50 |
32.25 |
1.3% |
9.50 |
0.4% |
95% |
True |
False |
943,550 |
| 20 |
2,557.75 |
2,485.00 |
72.75 |
2.8% |
10.50 |
0.4% |
98% |
True |
False |
1,082,396 |
| 40 |
2,557.75 |
2,414.00 |
143.75 |
5.6% |
12.75 |
0.5% |
99% |
True |
False |
829,827 |
| 60 |
2,557.75 |
2,414.00 |
143.75 |
5.6% |
14.00 |
0.5% |
99% |
True |
False |
555,340 |
| 80 |
2,557.75 |
2,400.75 |
157.00 |
6.1% |
14.50 |
0.6% |
99% |
True |
False |
417,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.50 |
|
2.618 |
2,576.00 |
|
1.618 |
2,569.00 |
|
1.000 |
2,564.75 |
|
0.618 |
2,562.00 |
|
HIGH |
2,557.75 |
|
0.618 |
2,555.00 |
|
0.500 |
2,554.25 |
|
0.382 |
2,553.50 |
|
LOW |
2,550.75 |
|
0.618 |
2,546.50 |
|
1.000 |
2,543.75 |
|
1.618 |
2,539.50 |
|
2.618 |
2,532.50 |
|
4.250 |
2,521.00 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,555.50 |
2,554.75 |
| PP |
2,555.00 |
2,553.50 |
| S1 |
2,554.25 |
2,552.00 |
|