| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,119.75 |
6,122.25 |
2.50 |
0.0% |
6,062.50 |
| High |
6,125.50 |
6,132.75 |
7.25 |
0.1% |
6,104.00 |
| Low |
6,105.00 |
6,108.00 |
3.00 |
0.0% |
6,039.00 |
| Close |
6,123.75 |
6,119.25 |
-4.50 |
-0.1% |
6,099.75 |
| Range |
20.50 |
24.75 |
4.25 |
20.7% |
65.00 |
| ATR |
45.01 |
43.56 |
-1.45 |
-3.2% |
0.00 |
| Volume |
154,430 |
180,414 |
25,984 |
16.8% |
954,225 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,194.25 |
6,181.50 |
6,132.75 |
|
| R3 |
6,169.50 |
6,156.75 |
6,126.00 |
|
| R2 |
6,144.75 |
6,144.75 |
6,123.75 |
|
| R1 |
6,132.00 |
6,132.00 |
6,121.50 |
6,126.00 |
| PP |
6,120.00 |
6,120.00 |
6,120.00 |
6,117.00 |
| S1 |
6,107.25 |
6,107.25 |
6,117.00 |
6,101.25 |
| S2 |
6,095.25 |
6,095.25 |
6,114.75 |
|
| S3 |
6,070.50 |
6,082.50 |
6,112.50 |
|
| S4 |
6,045.75 |
6,057.75 |
6,105.75 |
|
|
| 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 |
6,132.75 |
6,066.50 |
66.25 |
1.1% |
27.00 |
0.4% |
80% |
True |
False |
176,209 |
| 10 |
6,132.75 |
6,001.00 |
131.75 |
2.2% |
34.75 |
0.6% |
90% |
True |
False |
194,399 |
| 20 |
6,132.75 |
5,842.00 |
290.75 |
4.8% |
44.25 |
0.7% |
95% |
True |
False |
247,925 |
| 40 |
6,132.75 |
5,784.50 |
348.25 |
5.7% |
51.00 |
0.8% |
96% |
True |
False |
186,624 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
58.25 |
1.0% |
96% |
True |
False |
124,811 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.2% |
61.50 |
1.0% |
98% |
True |
False |
93,717 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.2% |
62.50 |
1.0% |
98% |
True |
False |
75,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,238.00 |
|
2.618 |
6,197.50 |
|
1.618 |
6,172.75 |
|
1.000 |
6,157.50 |
|
0.618 |
6,148.00 |
|
HIGH |
6,132.75 |
|
0.618 |
6,123.25 |
|
0.500 |
6,120.50 |
|
0.382 |
6,117.50 |
|
LOW |
6,108.00 |
|
0.618 |
6,092.75 |
|
1.000 |
6,083.25 |
|
1.618 |
6,068.00 |
|
2.618 |
6,043.25 |
|
4.250 |
6,002.75 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,120.50 |
6,118.00 |
| PP |
6,120.00 |
6,116.75 |
| S1 |
6,119.50 |
6,115.50 |
|