| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,562.50 |
2,564.75 |
2.25 |
0.1% |
2,552.25 |
| High |
2,570.25 |
2,566.25 |
-4.00 |
-0.2% |
2,574.50 |
| Low |
2,562.25 |
2,541.50 |
-20.75 |
-0.8% |
2,542.50 |
| Close |
2,567.25 |
2,558.50 |
-8.75 |
-0.3% |
2,574.00 |
| Range |
8.00 |
24.75 |
16.75 |
209.4% |
32.00 |
| ATR |
11.41 |
12.44 |
1.02 |
9.0% |
0.00 |
| Volume |
1,047,808 |
2,099,172 |
1,051,364 |
100.3% |
4,904,905 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.75 |
2,618.75 |
2,572.00 |
|
| R3 |
2,605.00 |
2,594.00 |
2,565.25 |
|
| R2 |
2,580.25 |
2,580.25 |
2,563.00 |
|
| R1 |
2,569.25 |
2,569.25 |
2,560.75 |
2,562.50 |
| PP |
2,555.50 |
2,555.50 |
2,555.50 |
2,552.00 |
| S1 |
2,544.50 |
2,544.50 |
2,556.25 |
2,537.50 |
| S2 |
2,530.75 |
2,530.75 |
2,554.00 |
|
| S3 |
2,506.00 |
2,519.75 |
2,551.75 |
|
| S4 |
2,481.25 |
2,495.00 |
2,545.00 |
|
|
| 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 |
2,541.50 |
35.75 |
1.4% |
16.50 |
0.6% |
48% |
False |
True |
1,407,360 |
| 10 |
2,577.25 |
2,541.50 |
35.75 |
1.4% |
11.75 |
0.5% |
48% |
False |
True |
1,118,186 |
| 20 |
2,577.25 |
2,499.00 |
78.25 |
3.1% |
11.00 |
0.4% |
76% |
False |
False |
1,079,007 |
| 40 |
2,577.25 |
2,440.75 |
136.50 |
5.3% |
12.00 |
0.5% |
86% |
False |
False |
1,040,532 |
| 60 |
2,577.25 |
2,414.00 |
163.25 |
6.4% |
14.00 |
0.6% |
89% |
False |
False |
697,146 |
| 80 |
2,577.25 |
2,403.50 |
173.75 |
6.8% |
14.00 |
0.5% |
89% |
False |
False |
523,452 |
| 100 |
2,577.25 |
2,400.75 |
176.50 |
6.9% |
14.50 |
0.6% |
89% |
False |
False |
419,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.50 |
|
2.618 |
2,631.00 |
|
1.618 |
2,606.25 |
|
1.000 |
2,591.00 |
|
0.618 |
2,581.50 |
|
HIGH |
2,566.25 |
|
0.618 |
2,556.75 |
|
0.500 |
2,554.00 |
|
0.382 |
2,551.00 |
|
LOW |
2,541.50 |
|
0.618 |
2,526.25 |
|
1.000 |
2,516.75 |
|
1.618 |
2,501.50 |
|
2.618 |
2,476.75 |
|
4.250 |
2,436.25 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.00 |
2,559.50 |
| PP |
2,555.50 |
2,559.00 |
| S1 |
2,554.00 |
2,558.75 |
|