| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,575.50 |
2,568.00 |
-7.50 |
-0.3% |
2,572.75 |
| High |
2,578.25 |
2,575.50 |
-2.75 |
-0.1% |
2,580.75 |
| Low |
2,565.50 |
2,566.75 |
1.25 |
0.0% |
2,541.50 |
| Close |
2,568.25 |
2,572.75 |
4.50 |
0.2% |
2,578.50 |
| Range |
12.75 |
8.75 |
-4.00 |
-31.4% |
39.25 |
| ATR |
13.01 |
12.71 |
-0.30 |
-2.3% |
0.00 |
| Volume |
1,237,600 |
1,051,279 |
-186,321 |
-15.1% |
7,373,224 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.00 |
2,594.00 |
2,577.50 |
|
| R3 |
2,589.25 |
2,585.25 |
2,575.25 |
|
| R2 |
2,580.50 |
2,580.50 |
2,574.25 |
|
| R1 |
2,576.50 |
2,576.50 |
2,573.50 |
2,578.50 |
| PP |
2,571.75 |
2,571.75 |
2,571.75 |
2,572.50 |
| S1 |
2,567.75 |
2,567.75 |
2,572.00 |
2,569.75 |
| S2 |
2,563.00 |
2,563.00 |
2,571.25 |
|
| S3 |
2,554.25 |
2,559.00 |
2,570.25 |
|
| S4 |
2,545.50 |
2,550.25 |
2,568.00 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.75 |
2,670.75 |
2,600.00 |
|
| R3 |
2,645.50 |
2,631.50 |
2,589.25 |
|
| R2 |
2,606.25 |
2,606.25 |
2,585.75 |
|
| R1 |
2,592.25 |
2,592.25 |
2,582.00 |
2,599.25 |
| PP |
2,567.00 |
2,567.00 |
2,567.00 |
2,570.50 |
| S1 |
2,553.00 |
2,553.00 |
2,575.00 |
2,560.00 |
| S2 |
2,527.75 |
2,527.75 |
2,571.25 |
|
| S3 |
2,488.50 |
2,513.75 |
2,567.75 |
|
| S4 |
2,449.25 |
2,474.50 |
2,557.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,580.75 |
2,541.50 |
39.25 |
1.5% |
15.75 |
0.6% |
80% |
False |
False |
1,468,266 |
| 10 |
2,580.75 |
2,541.50 |
39.25 |
1.5% |
14.25 |
0.6% |
80% |
False |
False |
1,303,234 |
| 20 |
2,580.75 |
2,529.00 |
51.75 |
2.0% |
11.75 |
0.5% |
85% |
False |
False |
1,117,871 |
| 40 |
2,580.75 |
2,454.75 |
126.00 |
4.9% |
11.50 |
0.4% |
94% |
False |
False |
1,167,404 |
| 60 |
2,580.75 |
2,414.00 |
166.75 |
6.5% |
14.50 |
0.6% |
95% |
False |
False |
784,230 |
| 80 |
2,580.75 |
2,408.50 |
172.25 |
6.7% |
13.75 |
0.5% |
95% |
False |
False |
588,849 |
| 100 |
2,580.75 |
2,400.75 |
180.00 |
7.0% |
14.50 |
0.6% |
96% |
False |
False |
471,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.75 |
|
2.618 |
2,598.50 |
|
1.618 |
2,589.75 |
|
1.000 |
2,584.25 |
|
0.618 |
2,581.00 |
|
HIGH |
2,575.50 |
|
0.618 |
2,572.25 |
|
0.500 |
2,571.00 |
|
0.382 |
2,570.00 |
|
LOW |
2,566.75 |
|
0.618 |
2,561.25 |
|
1.000 |
2,558.00 |
|
1.618 |
2,552.50 |
|
2.618 |
2,543.75 |
|
4.250 |
2,529.50 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.25 |
2,571.50 |
| PP |
2,571.75 |
2,570.25 |
| S1 |
2,571.00 |
2,569.00 |
|