| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,572.75 |
2,562.50 |
-10.25 |
-0.4% |
2,552.25 |
| High |
2,577.25 |
2,570.25 |
-7.00 |
-0.3% |
2,574.50 |
| Low |
2,561.50 |
2,562.25 |
0.75 |
0.0% |
2,542.50 |
| Close |
2,563.50 |
2,567.25 |
3.75 |
0.1% |
2,574.00 |
| Range |
15.75 |
8.00 |
-7.75 |
-49.2% |
32.00 |
| ATR |
11.67 |
11.41 |
-0.26 |
-2.2% |
0.00 |
| Volume |
1,272,965 |
1,047,808 |
-225,157 |
-17.7% |
4,904,905 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.50 |
2,587.00 |
2,571.75 |
|
| R3 |
2,582.50 |
2,579.00 |
2,569.50 |
|
| R2 |
2,574.50 |
2,574.50 |
2,568.75 |
|
| R1 |
2,571.00 |
2,571.00 |
2,568.00 |
2,572.75 |
| PP |
2,566.50 |
2,566.50 |
2,566.50 |
2,567.50 |
| S1 |
2,563.00 |
2,563.00 |
2,566.50 |
2,564.75 |
| S2 |
2,558.50 |
2,558.50 |
2,565.75 |
|
| S3 |
2,550.50 |
2,555.00 |
2,565.00 |
|
| S4 |
2,542.50 |
2,547.00 |
2,562.75 |
|
|
| 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% |
12.75 |
0.5% |
71% |
False |
False |
1,138,203 |
| 10 |
2,577.25 |
2,542.50 |
34.75 |
1.4% |
10.00 |
0.4% |
71% |
False |
False |
990,093 |
| 20 |
2,577.25 |
2,493.00 |
84.25 |
3.3% |
10.75 |
0.4% |
88% |
False |
False |
1,052,849 |
| 40 |
2,577.25 |
2,419.25 |
158.00 |
6.2% |
12.00 |
0.5% |
94% |
False |
False |
988,630 |
| 60 |
2,577.25 |
2,414.00 |
163.25 |
6.4% |
14.00 |
0.5% |
94% |
False |
False |
662,195 |
| 80 |
2,577.25 |
2,403.50 |
173.75 |
6.8% |
13.75 |
0.5% |
94% |
False |
False |
497,224 |
| 100 |
2,577.25 |
2,400.75 |
176.50 |
6.9% |
14.25 |
0.6% |
94% |
False |
False |
398,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.25 |
|
2.618 |
2,591.25 |
|
1.618 |
2,583.25 |
|
1.000 |
2,578.25 |
|
0.618 |
2,575.25 |
|
HIGH |
2,570.25 |
|
0.618 |
2,567.25 |
|
0.500 |
2,566.25 |
|
0.382 |
2,565.25 |
|
LOW |
2,562.25 |
|
0.618 |
2,557.25 |
|
1.000 |
2,554.25 |
|
1.618 |
2,549.25 |
|
2.618 |
2,541.25 |
|
4.250 |
2,528.25 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.00 |
2,568.50 |
| PP |
2,566.50 |
2,568.00 |
| S1 |
2,566.25 |
2,567.50 |
|