| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,097.75 |
6,109.50 |
11.75 |
0.2% |
6,101.50 |
| High |
6,129.50 |
6,128.00 |
-1.50 |
0.0% |
6,132.75 |
| Low |
6,090.50 |
6,060.50 |
-30.00 |
-0.5% |
6,051.25 |
| Close |
6,111.00 |
6,064.75 |
-46.25 |
-0.8% |
6,111.00 |
| Range |
39.00 |
67.50 |
28.50 |
73.1% |
81.50 |
| ATR |
45.02 |
46.63 |
1.61 |
3.6% |
0.00 |
| Volume |
222,217 |
247,882 |
25,665 |
11.5% |
1,056,864 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,287.00 |
6,243.25 |
6,102.00 |
|
| R3 |
6,219.50 |
6,175.75 |
6,083.25 |
|
| R2 |
6,152.00 |
6,152.00 |
6,077.00 |
|
| R1 |
6,108.25 |
6,108.25 |
6,071.00 |
6,096.50 |
| PP |
6,084.50 |
6,084.50 |
6,084.50 |
6,078.50 |
| S1 |
6,040.75 |
6,040.75 |
6,058.50 |
6,029.00 |
| S2 |
6,017.00 |
6,017.00 |
6,052.50 |
|
| S3 |
5,949.50 |
5,973.25 |
6,046.25 |
|
| S4 |
5,882.00 |
5,905.75 |
6,027.50 |
|
|
| 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% |
44.50 |
0.7% |
17% |
False |
False |
227,431 |
| 10 |
6,132.75 |
6,039.00 |
93.75 |
1.5% |
39.50 |
0.6% |
27% |
False |
False |
210,322 |
| 20 |
6,132.75 |
5,862.75 |
270.00 |
4.5% |
42.75 |
0.7% |
75% |
False |
False |
234,847 |
| 40 |
6,132.75 |
5,784.50 |
348.25 |
5.7% |
51.25 |
0.8% |
80% |
False |
False |
206,568 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
57.25 |
0.9% |
82% |
False |
False |
138,132 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
58.50 |
1.0% |
88% |
False |
False |
103,717 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
63.00 |
1.0% |
88% |
False |
False |
83,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,415.00 |
|
2.618 |
6,304.75 |
|
1.618 |
6,237.25 |
|
1.000 |
6,195.50 |
|
0.618 |
6,169.75 |
|
HIGH |
6,128.00 |
|
0.618 |
6,102.25 |
|
0.500 |
6,094.25 |
|
0.382 |
6,086.25 |
|
LOW |
6,060.50 |
|
0.618 |
6,018.75 |
|
1.000 |
5,993.00 |
|
1.618 |
5,951.25 |
|
2.618 |
5,883.75 |
|
4.250 |
5,773.50 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,094.25 |
6,090.50 |
| PP |
6,084.50 |
6,081.75 |
| S1 |
6,074.50 |
6,073.25 |
|