| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,561.00 |
2,572.75 |
11.75 |
0.5% |
2,552.25 |
| High |
2,574.50 |
2,577.25 |
2.75 |
0.1% |
2,574.50 |
| Low |
2,559.50 |
2,561.50 |
2.00 |
0.1% |
2,542.50 |
| Close |
2,574.00 |
2,563.50 |
-10.50 |
-0.4% |
2,574.00 |
| Range |
15.00 |
15.75 |
0.75 |
5.0% |
32.00 |
| ATR |
11.36 |
11.67 |
0.31 |
2.8% |
0.00 |
| Volume |
1,254,054 |
1,272,965 |
18,911 |
1.5% |
4,904,905 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.75 |
2,604.75 |
2,572.25 |
|
| R3 |
2,599.00 |
2,589.00 |
2,567.75 |
|
| R2 |
2,583.25 |
2,583.25 |
2,566.50 |
|
| R1 |
2,573.25 |
2,573.25 |
2,565.00 |
2,570.50 |
| PP |
2,567.50 |
2,567.50 |
2,567.50 |
2,566.00 |
| S1 |
2,557.50 |
2,557.50 |
2,562.00 |
2,554.50 |
| S2 |
2,551.75 |
2,551.75 |
2,560.50 |
|
| S3 |
2,536.00 |
2,541.75 |
2,559.25 |
|
| S4 |
2,520.25 |
2,526.00 |
2,554.75 |
|
|
| 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 |
2,577.25 |
2,542.50 |
34.75 |
1.4% |
12.25 |
0.5% |
60% |
True |
False |
1,076,389 |
| 10 |
2,577.25 |
2,542.50 |
34.75 |
1.4% |
10.25 |
0.4% |
60% |
True |
False |
1,000,236 |
| 20 |
2,577.25 |
2,492.25 |
85.00 |
3.3% |
10.75 |
0.4% |
84% |
True |
False |
1,057,691 |
| 40 |
2,577.25 |
2,419.25 |
158.00 |
6.2% |
12.00 |
0.5% |
91% |
True |
False |
962,851 |
| 60 |
2,577.25 |
2,414.00 |
163.25 |
6.4% |
14.00 |
0.5% |
92% |
True |
False |
644,763 |
| 80 |
2,577.25 |
2,403.50 |
173.75 |
6.8% |
14.00 |
0.5% |
92% |
True |
False |
484,155 |
| 100 |
2,577.25 |
2,400.75 |
176.50 |
6.9% |
14.50 |
0.6% |
92% |
True |
False |
387,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.25 |
|
2.618 |
2,618.50 |
|
1.618 |
2,602.75 |
|
1.000 |
2,593.00 |
|
0.618 |
2,587.00 |
|
HIGH |
2,577.25 |
|
0.618 |
2,571.25 |
|
0.500 |
2,569.50 |
|
0.382 |
2,567.50 |
|
LOW |
2,561.50 |
|
0.618 |
2,551.75 |
|
1.000 |
2,545.75 |
|
1.618 |
2,536.00 |
|
2.618 |
2,520.25 |
|
4.250 |
2,494.50 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.50 |
2,562.25 |
| PP |
2,567.50 |
2,561.00 |
| S1 |
2,565.50 |
2,560.00 |
|