| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,560.00 |
2,561.00 |
1.00 |
0.0% |
2,552.25 |
| High |
2,561.50 |
2,574.50 |
13.00 |
0.5% |
2,574.50 |
| Low |
2,542.50 |
2,559.50 |
17.00 |
0.7% |
2,542.50 |
| Close |
2,560.50 |
2,574.00 |
13.50 |
0.5% |
2,574.00 |
| Range |
19.00 |
15.00 |
-4.00 |
-21.1% |
32.00 |
| ATR |
11.08 |
11.36 |
0.28 |
2.5% |
0.00 |
| Volume |
1,362,805 |
1,254,054 |
-108,751 |
-8.0% |
4,904,905 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.25 |
2,609.25 |
2,582.25 |
|
| R3 |
2,599.25 |
2,594.25 |
2,578.00 |
|
| R2 |
2,584.25 |
2,584.25 |
2,576.75 |
|
| R1 |
2,579.25 |
2,579.25 |
2,575.50 |
2,581.75 |
| PP |
2,569.25 |
2,569.25 |
2,569.25 |
2,570.50 |
| S1 |
2,564.25 |
2,564.25 |
2,572.50 |
2,566.75 |
| S2 |
2,554.25 |
2,554.25 |
2,571.25 |
|
| S3 |
2,539.25 |
2,549.25 |
2,570.00 |
|
| S4 |
2,524.25 |
2,534.25 |
2,565.75 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.75 |
2,648.75 |
2,591.50 |
|
| R3 |
2,627.75 |
2,616.75 |
2,582.75 |
|
| R2 |
2,595.75 |
2,595.75 |
2,579.75 |
|
| R1 |
2,584.75 |
2,584.75 |
2,577.00 |
2,590.25 |
| PP |
2,563.75 |
2,563.75 |
2,563.75 |
2,566.50 |
| S1 |
2,552.75 |
2,552.75 |
2,571.00 |
2,558.25 |
| S2 |
2,531.75 |
2,531.75 |
2,568.25 |
|
| S3 |
2,499.75 |
2,520.75 |
2,565.25 |
|
| S4 |
2,467.75 |
2,488.75 |
2,556.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,574.50 |
2,542.50 |
32.00 |
1.2% |
10.50 |
0.4% |
98% |
True |
False |
980,981 |
| 10 |
2,574.50 |
2,539.25 |
35.25 |
1.4% |
10.00 |
0.4% |
99% |
True |
False |
946,488 |
| 20 |
2,574.50 |
2,485.00 |
89.50 |
3.5% |
11.00 |
0.4% |
99% |
True |
False |
1,071,024 |
| 40 |
2,574.50 |
2,419.25 |
155.25 |
6.0% |
12.00 |
0.5% |
100% |
True |
False |
931,504 |
| 60 |
2,574.50 |
2,414.00 |
160.50 |
6.2% |
13.75 |
0.5% |
100% |
True |
False |
623,599 |
| 80 |
2,574.50 |
2,400.75 |
173.75 |
6.8% |
14.25 |
0.6% |
100% |
True |
False |
468,328 |
| 100 |
2,574.50 |
2,400.75 |
173.75 |
6.8% |
14.50 |
0.6% |
100% |
True |
False |
374,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.25 |
|
2.618 |
2,613.75 |
|
1.618 |
2,598.75 |
|
1.000 |
2,589.50 |
|
0.618 |
2,583.75 |
|
HIGH |
2,574.50 |
|
0.618 |
2,568.75 |
|
0.500 |
2,567.00 |
|
0.382 |
2,565.25 |
|
LOW |
2,559.50 |
|
0.618 |
2,550.25 |
|
1.000 |
2,544.50 |
|
1.618 |
2,535.25 |
|
2.618 |
2,520.25 |
|
4.250 |
2,495.75 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,571.75 |
2,568.75 |
| PP |
2,569.25 |
2,563.75 |
| S1 |
2,567.00 |
2,558.50 |
|