| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,064.75 |
6,073.50 |
8.75 |
0.1% |
6,101.50 |
| High |
6,092.50 |
6,087.50 |
-5.00 |
-0.1% |
6,132.75 |
| Low |
6,057.00 |
6,011.00 |
-46.00 |
-0.8% |
6,051.25 |
| Close |
6,079.50 |
6,064.50 |
-15.00 |
-0.2% |
6,111.00 |
| Range |
35.50 |
76.50 |
41.00 |
115.5% |
81.50 |
| ATR |
45.83 |
48.02 |
2.19 |
4.8% |
0.00 |
| Volume |
235,526 |
436,671 |
201,145 |
85.4% |
1,056,864 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,283.75 |
6,250.75 |
6,106.50 |
|
| R3 |
6,207.25 |
6,174.25 |
6,085.50 |
|
| R2 |
6,130.75 |
6,130.75 |
6,078.50 |
|
| R1 |
6,097.75 |
6,097.75 |
6,071.50 |
6,076.00 |
| PP |
6,054.25 |
6,054.25 |
6,054.25 |
6,043.50 |
| S1 |
6,021.25 |
6,021.25 |
6,057.50 |
5,999.50 |
| S2 |
5,977.75 |
5,977.75 |
6,050.50 |
|
| S3 |
5,901.25 |
5,944.75 |
6,043.50 |
|
| S4 |
5,824.75 |
5,868.25 |
6,022.50 |
|
|
| 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 |
6,129.50 |
6,011.00 |
118.50 |
2.0% |
57.75 |
1.0% |
45% |
False |
True |
294,901 |
| 10 |
6,132.75 |
6,011.00 |
121.75 |
2.0% |
42.50 |
0.7% |
44% |
False |
True |
235,555 |
| 20 |
6,132.75 |
5,911.25 |
221.50 |
3.7% |
42.00 |
0.7% |
69% |
False |
False |
233,819 |
| 40 |
6,132.75 |
5,842.00 |
290.75 |
4.8% |
50.25 |
0.8% |
77% |
False |
False |
223,288 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
57.00 |
0.9% |
82% |
False |
False |
149,318 |
| 80 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
57.75 |
1.0% |
88% |
False |
False |
112,105 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
63.50 |
1.0% |
88% |
False |
False |
89,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,412.50 |
|
2.618 |
6,287.75 |
|
1.618 |
6,211.25 |
|
1.000 |
6,164.00 |
|
0.618 |
6,134.75 |
|
HIGH |
6,087.50 |
|
0.618 |
6,058.25 |
|
0.500 |
6,049.25 |
|
0.382 |
6,040.25 |
|
LOW |
6,011.00 |
|
0.618 |
5,963.75 |
|
1.000 |
5,934.50 |
|
1.618 |
5,887.25 |
|
2.618 |
5,810.75 |
|
4.250 |
5,686.00 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,059.50 |
6,069.50 |
| PP |
6,054.25 |
6,067.75 |
| S1 |
6,049.25 |
6,066.25 |
|