| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,109.50 |
6,064.75 |
-44.75 |
-0.7% |
6,101.50 |
| High |
6,128.00 |
6,092.50 |
-35.50 |
-0.6% |
6,132.75 |
| Low |
6,060.50 |
6,057.00 |
-3.50 |
-0.1% |
6,051.25 |
| Close |
6,064.75 |
6,079.50 |
14.75 |
0.2% |
6,111.00 |
| Range |
67.50 |
35.50 |
-32.00 |
-47.4% |
81.50 |
| ATR |
46.63 |
45.83 |
-0.79 |
-1.7% |
0.00 |
| Volume |
247,882 |
235,526 |
-12,356 |
-5.0% |
1,056,864 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,182.75 |
6,166.75 |
6,099.00 |
|
| R3 |
6,147.25 |
6,131.25 |
6,089.25 |
|
| R2 |
6,111.75 |
6,111.75 |
6,086.00 |
|
| R1 |
6,095.75 |
6,095.75 |
6,082.75 |
6,103.75 |
| PP |
6,076.25 |
6,076.25 |
6,076.25 |
6,080.50 |
| S1 |
6,060.25 |
6,060.25 |
6,076.25 |
6,068.25 |
| S2 |
6,040.75 |
6,040.75 |
6,073.00 |
|
| S3 |
6,005.25 |
6,024.75 |
6,069.75 |
|
| S4 |
5,969.75 |
5,989.25 |
6,060.00 |
|
|
| 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% |
47.50 |
0.8% |
35% |
False |
False |
243,650 |
| 10 |
6,132.75 |
6,051.25 |
81.50 |
1.3% |
38.00 |
0.6% |
35% |
False |
False |
209,978 |
| 20 |
6,132.75 |
5,886.50 |
246.25 |
4.1% |
42.00 |
0.7% |
78% |
False |
False |
229,450 |
| 40 |
6,132.75 |
5,784.50 |
348.25 |
5.7% |
50.75 |
0.8% |
85% |
False |
False |
212,432 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
56.75 |
0.9% |
86% |
False |
False |
142,048 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
58.25 |
1.0% |
91% |
False |
False |
106,653 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
62.75 |
1.0% |
91% |
False |
False |
85,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,243.50 |
|
2.618 |
6,185.50 |
|
1.618 |
6,150.00 |
|
1.000 |
6,128.00 |
|
0.618 |
6,114.50 |
|
HIGH |
6,092.50 |
|
0.618 |
6,079.00 |
|
0.500 |
6,074.75 |
|
0.382 |
6,070.50 |
|
LOW |
6,057.00 |
|
0.618 |
6,035.00 |
|
1.000 |
6,021.50 |
|
1.618 |
5,999.50 |
|
2.618 |
5,964.00 |
|
4.250 |
5,906.00 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,078.00 |
6,093.25 |
| PP |
6,076.25 |
6,088.75 |
| S1 |
6,074.75 |
6,084.00 |
|