| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,083.50 |
6,073.00 |
-10.50 |
-0.2% |
6,062.50 |
| High |
6,097.00 |
6,104.00 |
7.00 |
0.1% |
6,104.00 |
| Low |
6,066.50 |
6,068.50 |
2.00 |
0.0% |
6,039.00 |
| Close |
6,074.75 |
6,099.75 |
25.00 |
0.4% |
6,099.75 |
| Range |
30.50 |
35.50 |
5.00 |
16.4% |
65.00 |
| ATR |
49.71 |
48.69 |
-1.01 |
-2.0% |
0.00 |
| Volume |
200,082 |
178,530 |
-21,552 |
-10.8% |
954,225 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,197.25 |
6,184.00 |
6,119.25 |
|
| R3 |
6,161.75 |
6,148.50 |
6,109.50 |
|
| R2 |
6,126.25 |
6,126.25 |
6,106.25 |
|
| R1 |
6,113.00 |
6,113.00 |
6,103.00 |
6,119.50 |
| PP |
6,090.75 |
6,090.75 |
6,090.75 |
6,094.00 |
| S1 |
6,077.50 |
6,077.50 |
6,096.50 |
6,084.00 |
| S2 |
6,055.25 |
6,055.25 |
6,093.25 |
|
| S3 |
6,019.75 |
6,042.00 |
6,090.00 |
|
| S4 |
5,984.25 |
6,006.50 |
6,080.25 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.00 |
6,252.75 |
6,135.50 |
|
| R3 |
6,211.00 |
6,187.75 |
6,117.50 |
|
| R2 |
6,146.00 |
6,146.00 |
6,111.75 |
|
| R1 |
6,122.75 |
6,122.75 |
6,105.75 |
6,134.50 |
| PP |
6,081.00 |
6,081.00 |
6,081.00 |
6,086.75 |
| S1 |
6,057.75 |
6,057.75 |
6,093.75 |
6,069.50 |
| S2 |
6,016.00 |
6,016.00 |
6,087.75 |
|
| S3 |
5,951.00 |
5,992.75 |
6,082.00 |
|
| S4 |
5,886.00 |
5,927.75 |
6,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,104.00 |
6,039.00 |
65.00 |
1.1% |
35.50 |
0.6% |
93% |
True |
False |
190,845 |
| 10 |
6,104.00 |
5,958.50 |
145.50 |
2.4% |
39.25 |
0.6% |
97% |
True |
False |
215,568 |
| 20 |
6,104.00 |
5,842.00 |
262.00 |
4.3% |
48.25 |
0.8% |
98% |
True |
False |
262,589 |
| 40 |
6,104.00 |
5,760.00 |
344.00 |
5.6% |
54.75 |
0.9% |
99% |
True |
False |
174,201 |
| 60 |
6,104.00 |
5,760.00 |
344.00 |
5.6% |
59.00 |
1.0% |
99% |
True |
False |
116,454 |
| 80 |
6,104.00 |
5,568.25 |
535.75 |
8.8% |
62.75 |
1.0% |
99% |
True |
False |
87,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,255.00 |
|
2.618 |
6,197.00 |
|
1.618 |
6,161.50 |
|
1.000 |
6,139.50 |
|
0.618 |
6,126.00 |
|
HIGH |
6,104.00 |
|
0.618 |
6,090.50 |
|
0.500 |
6,086.25 |
|
0.382 |
6,082.00 |
|
LOW |
6,068.50 |
|
0.618 |
6,046.50 |
|
1.000 |
6,033.00 |
|
1.618 |
6,011.00 |
|
2.618 |
5,975.50 |
|
4.250 |
5,917.50 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,095.25 |
6,092.75 |
| PP |
6,090.75 |
6,085.75 |
| S1 |
6,086.25 |
6,078.50 |
|