| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,121.25 |
6,097.75 |
-23.50 |
-0.4% |
6,101.50 |
| High |
6,121.75 |
6,129.50 |
7.75 |
0.1% |
6,132.75 |
| Low |
6,051.25 |
6,090.50 |
39.25 |
0.6% |
6,051.25 |
| Close |
6,097.75 |
6,111.00 |
13.25 |
0.2% |
6,111.00 |
| Range |
70.50 |
39.00 |
-31.50 |
-44.7% |
81.50 |
| ATR |
45.49 |
45.02 |
-0.46 |
-1.0% |
0.00 |
| Volume |
332,212 |
222,217 |
-109,995 |
-33.1% |
1,056,864 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,227.25 |
6,208.25 |
6,132.50 |
|
| R3 |
6,188.25 |
6,169.25 |
6,121.75 |
|
| R2 |
6,149.25 |
6,149.25 |
6,118.25 |
|
| R1 |
6,130.25 |
6,130.25 |
6,114.50 |
6,139.75 |
| PP |
6,110.25 |
6,110.25 |
6,110.25 |
6,115.00 |
| S1 |
6,091.25 |
6,091.25 |
6,107.50 |
6,100.75 |
| S2 |
6,071.25 |
6,071.25 |
6,103.75 |
|
| S3 |
6,032.25 |
6,052.25 |
6,100.25 |
|
| S4 |
5,993.25 |
6,013.25 |
6,089.50 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,342.75 |
6,308.50 |
6,155.75 |
|
| R3 |
6,261.25 |
6,227.00 |
6,133.50 |
|
| R2 |
6,179.75 |
6,179.75 |
6,126.00 |
|
| R1 |
6,145.50 |
6,145.50 |
6,118.50 |
6,162.50 |
| PP |
6,098.25 |
6,098.25 |
6,098.25 |
6,107.00 |
| S1 |
6,064.00 |
6,064.00 |
6,103.50 |
6,081.00 |
| S2 |
6,016.75 |
6,016.75 |
6,096.00 |
|
| S3 |
5,935.25 |
5,982.50 |
6,088.50 |
|
| S4 |
5,853.75 |
5,901.00 |
6,066.25 |
|
|
| 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% |
35.75 |
0.6% |
73% |
False |
False |
211,372 |
| 10 |
6,132.75 |
6,039.00 |
93.75 |
1.5% |
35.50 |
0.6% |
77% |
False |
False |
201,108 |
| 20 |
6,132.75 |
5,842.00 |
290.75 |
4.8% |
45.00 |
0.7% |
93% |
False |
False |
244,844 |
| 40 |
6,132.75 |
5,784.50 |
348.25 |
5.7% |
51.00 |
0.8% |
94% |
False |
False |
200,406 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
57.25 |
0.9% |
94% |
False |
False |
134,014 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.2% |
59.75 |
1.0% |
96% |
False |
False |
100,633 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.2% |
62.75 |
1.0% |
96% |
False |
False |
80,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,295.25 |
|
2.618 |
6,231.50 |
|
1.618 |
6,192.50 |
|
1.000 |
6,168.50 |
|
0.618 |
6,153.50 |
|
HIGH |
6,129.50 |
|
0.618 |
6,114.50 |
|
0.500 |
6,110.00 |
|
0.382 |
6,105.50 |
|
LOW |
6,090.50 |
|
0.618 |
6,066.50 |
|
1.000 |
6,051.50 |
|
1.618 |
6,027.50 |
|
2.618 |
5,988.50 |
|
4.250 |
5,924.75 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,110.75 |
6,104.75 |
| PP |
6,110.25 |
6,098.25 |
| S1 |
6,110.00 |
6,092.00 |
|