| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,564.75 |
2,559.50 |
-5.25 |
-0.2% |
2,552.25 |
| High |
2,566.25 |
2,565.00 |
-1.25 |
0.0% |
2,574.50 |
| Low |
2,541.50 |
2,555.50 |
14.00 |
0.6% |
2,542.50 |
| Close |
2,558.50 |
2,561.50 |
3.00 |
0.1% |
2,574.00 |
| Range |
24.75 |
9.50 |
-15.25 |
-61.6% |
32.00 |
| ATR |
12.44 |
12.23 |
-0.21 |
-1.7% |
0.00 |
| Volume |
2,099,172 |
1,392,205 |
-706,967 |
-33.7% |
4,904,905 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.25 |
2,584.75 |
2,566.75 |
|
| R3 |
2,579.75 |
2,575.25 |
2,564.00 |
|
| R2 |
2,570.25 |
2,570.25 |
2,563.25 |
|
| R1 |
2,565.75 |
2,565.75 |
2,562.25 |
2,568.00 |
| PP |
2,560.75 |
2,560.75 |
2,560.75 |
2,561.75 |
| S1 |
2,556.25 |
2,556.25 |
2,560.75 |
2,558.50 |
| S2 |
2,551.25 |
2,551.25 |
2,559.75 |
|
| S3 |
2,541.75 |
2,546.75 |
2,559.00 |
|
| S4 |
2,532.25 |
2,537.25 |
2,556.25 |
|
|
| 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% |
14.50 |
0.6% |
56% |
False |
False |
1,413,240 |
| 10 |
2,577.25 |
2,541.50 |
35.75 |
1.4% |
12.00 |
0.5% |
56% |
False |
False |
1,163,559 |
| 20 |
2,577.25 |
2,504.75 |
72.50 |
2.8% |
11.00 |
0.4% |
78% |
False |
False |
1,093,165 |
| 40 |
2,577.25 |
2,443.75 |
133.50 |
5.2% |
11.75 |
0.5% |
88% |
False |
False |
1,074,864 |
| 60 |
2,577.25 |
2,414.00 |
163.25 |
6.4% |
14.00 |
0.5% |
90% |
False |
False |
720,278 |
| 80 |
2,577.25 |
2,403.50 |
173.75 |
6.8% |
14.00 |
0.5% |
91% |
False |
False |
540,826 |
| 100 |
2,577.25 |
2,400.75 |
176.50 |
6.9% |
14.50 |
0.6% |
91% |
False |
False |
432,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.50 |
|
2.618 |
2,589.75 |
|
1.618 |
2,580.25 |
|
1.000 |
2,574.50 |
|
0.618 |
2,570.75 |
|
HIGH |
2,565.00 |
|
0.618 |
2,561.25 |
|
0.500 |
2,560.25 |
|
0.382 |
2,559.25 |
|
LOW |
2,555.50 |
|
0.618 |
2,549.75 |
|
1.000 |
2,546.00 |
|
1.618 |
2,540.25 |
|
2.618 |
2,530.75 |
|
4.250 |
2,515.00 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,561.00 |
2,559.50 |
| PP |
2,560.75 |
2,557.75 |
| S1 |
2,560.25 |
2,556.00 |
|