| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,101.50 |
6,119.75 |
18.25 |
0.3% |
6,062.50 |
| High |
6,121.50 |
6,125.50 |
4.00 |
0.1% |
6,104.00 |
| Low |
6,098.00 |
6,105.00 |
7.00 |
0.1% |
6,039.00 |
| Close |
6,120.25 |
6,123.75 |
3.50 |
0.1% |
6,099.75 |
| Range |
23.50 |
20.50 |
-3.00 |
-12.8% |
65.00 |
| ATR |
46.89 |
45.01 |
-1.89 |
-4.0% |
0.00 |
| Volume |
167,591 |
154,430 |
-13,161 |
-7.9% |
954,225 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,179.50 |
6,172.25 |
6,135.00 |
|
| R3 |
6,159.00 |
6,151.75 |
6,129.50 |
|
| R2 |
6,138.50 |
6,138.50 |
6,127.50 |
|
| R1 |
6,131.25 |
6,131.25 |
6,125.75 |
6,135.00 |
| PP |
6,118.00 |
6,118.00 |
6,118.00 |
6,120.00 |
| S1 |
6,110.75 |
6,110.75 |
6,121.75 |
6,114.50 |
| S2 |
6,097.50 |
6,097.50 |
6,120.00 |
|
| S3 |
6,077.00 |
6,090.25 |
6,118.00 |
|
| S4 |
6,056.50 |
6,069.75 |
6,112.50 |
|
|
| 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 |
6,125.50 |
6,053.25 |
72.25 |
1.2% |
28.50 |
0.5% |
98% |
True |
False |
176,306 |
| 10 |
6,125.50 |
5,979.50 |
146.00 |
2.4% |
35.75 |
0.6% |
99% |
True |
False |
200,029 |
| 20 |
6,125.50 |
5,842.00 |
283.50 |
4.6% |
46.50 |
0.8% |
99% |
True |
False |
256,280 |
| 40 |
6,125.50 |
5,784.50 |
341.00 |
5.6% |
52.50 |
0.9% |
99% |
True |
False |
182,148 |
| 60 |
6,125.50 |
5,760.00 |
365.50 |
6.0% |
58.50 |
1.0% |
100% |
True |
False |
121,807 |
| 80 |
6,125.50 |
5,568.25 |
557.25 |
9.1% |
62.25 |
1.0% |
100% |
True |
False |
91,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,212.50 |
|
2.618 |
6,179.25 |
|
1.618 |
6,158.75 |
|
1.000 |
6,146.00 |
|
0.618 |
6,138.25 |
|
HIGH |
6,125.50 |
|
0.618 |
6,117.75 |
|
0.500 |
6,115.25 |
|
0.382 |
6,112.75 |
|
LOW |
6,105.00 |
|
0.618 |
6,092.25 |
|
1.000 |
6,084.50 |
|
1.618 |
6,071.75 |
|
2.618 |
6,051.25 |
|
4.250 |
6,018.00 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,121.00 |
6,114.75 |
| PP |
6,118.00 |
6,106.00 |
| S1 |
6,115.25 |
6,097.00 |
|