| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,122.25 |
6,121.25 |
-1.00 |
0.0% |
6,062.50 |
| High |
6,132.75 |
6,121.75 |
-11.00 |
-0.2% |
6,104.00 |
| Low |
6,108.00 |
6,051.25 |
-56.75 |
-0.9% |
6,039.00 |
| Close |
6,119.25 |
6,097.75 |
-21.50 |
-0.4% |
6,099.75 |
| Range |
24.75 |
70.50 |
45.75 |
184.8% |
65.00 |
| ATR |
43.56 |
45.49 |
1.92 |
4.4% |
0.00 |
| Volume |
180,414 |
332,212 |
151,798 |
84.1% |
954,225 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,301.75 |
6,270.25 |
6,136.50 |
|
| R3 |
6,231.25 |
6,199.75 |
6,117.25 |
|
| R2 |
6,160.75 |
6,160.75 |
6,110.75 |
|
| R1 |
6,129.25 |
6,129.25 |
6,104.25 |
6,109.75 |
| PP |
6,090.25 |
6,090.25 |
6,090.25 |
6,080.50 |
| S1 |
6,058.75 |
6,058.75 |
6,091.25 |
6,039.25 |
| S2 |
6,019.75 |
6,019.75 |
6,084.75 |
|
| S3 |
5,949.25 |
5,988.25 |
6,078.25 |
|
| S4 |
5,878.75 |
5,917.75 |
6,059.00 |
|
|
| 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 |
6,051.25 |
81.50 |
1.3% |
35.00 |
0.6% |
57% |
False |
True |
202,635 |
| 10 |
6,132.75 |
6,037.50 |
95.25 |
1.6% |
35.00 |
0.6% |
63% |
False |
False |
202,148 |
| 20 |
6,132.75 |
5,842.00 |
290.75 |
4.8% |
44.75 |
0.7% |
88% |
False |
False |
247,366 |
| 40 |
6,132.75 |
5,784.50 |
348.25 |
5.7% |
51.75 |
0.8% |
90% |
False |
False |
194,899 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
59.00 |
1.0% |
91% |
False |
False |
130,341 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
61.00 |
1.0% |
94% |
False |
False |
97,862 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
63.00 |
1.0% |
94% |
False |
False |
78,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,421.50 |
|
2.618 |
6,306.25 |
|
1.618 |
6,235.75 |
|
1.000 |
6,192.25 |
|
0.618 |
6,165.25 |
|
HIGH |
6,121.75 |
|
0.618 |
6,094.75 |
|
0.500 |
6,086.50 |
|
0.382 |
6,078.25 |
|
LOW |
6,051.25 |
|
0.618 |
6,007.75 |
|
1.000 |
5,980.75 |
|
1.618 |
5,937.25 |
|
2.618 |
5,866.75 |
|
4.250 |
5,751.50 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,094.00 |
6,095.75 |
| PP |
6,090.25 |
6,094.00 |
| S1 |
6,086.50 |
6,092.00 |
|