| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
5,999.00 |
6,005.00 |
6.00 |
0.1% |
5,930.75 |
| High |
6,015.50 |
6,068.00 |
52.50 |
0.9% |
5,985.50 |
| Low |
5,979.50 |
6,001.00 |
21.50 |
0.4% |
5,842.00 |
| Close |
6,004.00 |
6,065.75 |
61.75 |
1.0% |
5,982.50 |
| Range |
36.00 |
67.00 |
31.00 |
86.1% |
143.50 |
| ATR |
55.42 |
56.25 |
0.83 |
1.5% |
0.00 |
| Volume |
236,714 |
254,723 |
18,009 |
7.6% |
1,684,340 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,246.00 |
6,222.75 |
6,102.50 |
|
| R3 |
6,179.00 |
6,155.75 |
6,084.25 |
|
| R2 |
6,112.00 |
6,112.00 |
6,078.00 |
|
| R1 |
6,088.75 |
6,088.75 |
6,072.00 |
6,100.50 |
| PP |
6,045.00 |
6,045.00 |
6,045.00 |
6,050.75 |
| S1 |
6,021.75 |
6,021.75 |
6,059.50 |
6,033.50 |
| S2 |
5,978.00 |
5,978.00 |
6,053.50 |
|
| S3 |
5,911.00 |
5,954.75 |
6,047.25 |
|
| S4 |
5,844.00 |
5,887.75 |
6,029.00 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,367.25 |
6,318.25 |
6,061.50 |
|
| R3 |
6,223.75 |
6,174.75 |
6,022.00 |
|
| R2 |
6,080.25 |
6,080.25 |
6,008.75 |
|
| R1 |
6,031.25 |
6,031.25 |
5,995.75 |
6,055.75 |
| PP |
5,936.75 |
5,936.75 |
5,936.75 |
5,949.00 |
| S1 |
5,887.75 |
5,887.75 |
5,969.25 |
5,912.25 |
| S2 |
5,793.25 |
5,793.25 |
5,956.25 |
|
| S3 |
5,649.75 |
5,744.25 |
5,943.00 |
|
| S4 |
5,506.25 |
5,600.75 |
5,903.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,068.00 |
5,933.00 |
135.00 |
2.2% |
46.50 |
0.8% |
98% |
True |
False |
248,903 |
| 10 |
6,068.00 |
5,842.00 |
226.00 |
3.7% |
54.25 |
0.9% |
99% |
True |
False |
292,584 |
| 20 |
6,068.00 |
5,842.00 |
226.00 |
3.7% |
52.50 |
0.9% |
99% |
True |
False |
282,364 |
| 40 |
6,068.00 |
5,760.00 |
308.00 |
5.1% |
63.00 |
1.0% |
99% |
True |
False |
144,756 |
| 60 |
6,068.00 |
5,760.00 |
308.00 |
5.1% |
60.25 |
1.0% |
99% |
True |
False |
96,704 |
| 80 |
6,068.00 |
5,568.25 |
499.75 |
8.2% |
66.00 |
1.1% |
100% |
True |
False |
72,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,352.75 |
|
2.618 |
6,243.50 |
|
1.618 |
6,176.50 |
|
1.000 |
6,135.00 |
|
0.618 |
6,109.50 |
|
HIGH |
6,068.00 |
|
0.618 |
6,042.50 |
|
0.500 |
6,034.50 |
|
0.382 |
6,026.50 |
|
LOW |
6,001.00 |
|
0.618 |
5,959.50 |
|
1.000 |
5,934.00 |
|
1.618 |
5,892.50 |
|
2.618 |
5,825.50 |
|
4.250 |
5,716.25 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,055.25 |
6,051.50 |
| PP |
6,045.00 |
6,037.50 |
| S1 |
6,034.50 |
6,023.50 |
|