| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,073.50 |
6,065.00 |
-8.50 |
-0.1% |
6,101.50 |
| High |
6,087.50 |
6,096.25 |
8.75 |
0.1% |
6,132.75 |
| Low |
6,011.00 |
6,035.00 |
24.00 |
0.4% |
6,051.25 |
| Close |
6,064.50 |
6,084.75 |
20.25 |
0.3% |
6,111.00 |
| Range |
76.50 |
61.25 |
-15.25 |
-19.9% |
81.50 |
| ATR |
48.02 |
48.97 |
0.94 |
2.0% |
0.00 |
| Volume |
436,671 |
320,283 |
-116,388 |
-26.7% |
1,056,864 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,255.75 |
6,231.50 |
6,118.50 |
|
| R3 |
6,194.50 |
6,170.25 |
6,101.50 |
|
| R2 |
6,133.25 |
6,133.25 |
6,096.00 |
|
| R1 |
6,109.00 |
6,109.00 |
6,090.25 |
6,121.00 |
| PP |
6,072.00 |
6,072.00 |
6,072.00 |
6,078.00 |
| S1 |
6,047.75 |
6,047.75 |
6,079.25 |
6,060.00 |
| S2 |
6,010.75 |
6,010.75 |
6,073.50 |
|
| S3 |
5,949.50 |
5,986.50 |
6,068.00 |
|
| S4 |
5,888.25 |
5,925.25 |
6,051.00 |
|
|
| 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 |
6,129.50 |
6,011.00 |
118.50 |
1.9% |
56.00 |
0.9% |
62% |
False |
False |
292,515 |
| 10 |
6,132.75 |
6,011.00 |
121.75 |
2.0% |
45.50 |
0.7% |
61% |
False |
False |
247,575 |
| 20 |
6,132.75 |
5,933.00 |
199.75 |
3.3% |
43.25 |
0.7% |
76% |
False |
False |
236,428 |
| 40 |
6,132.75 |
5,842.00 |
290.75 |
4.8% |
49.75 |
0.8% |
83% |
False |
False |
231,227 |
| 60 |
6,132.75 |
5,760.00 |
372.75 |
6.1% |
56.50 |
0.9% |
87% |
False |
False |
154,638 |
| 80 |
6,132.75 |
5,588.00 |
544.75 |
9.0% |
57.25 |
0.9% |
91% |
False |
False |
116,099 |
| 100 |
6,132.75 |
5,568.25 |
564.50 |
9.3% |
63.75 |
1.0% |
91% |
False |
False |
92,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,356.50 |
|
2.618 |
6,256.50 |
|
1.618 |
6,195.25 |
|
1.000 |
6,157.50 |
|
0.618 |
6,134.00 |
|
HIGH |
6,096.25 |
|
0.618 |
6,072.75 |
|
0.500 |
6,065.50 |
|
0.382 |
6,058.50 |
|
LOW |
6,035.00 |
|
0.618 |
5,997.25 |
|
1.000 |
5,973.75 |
|
1.618 |
5,936.00 |
|
2.618 |
5,874.75 |
|
4.250 |
5,774.75 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,078.50 |
6,074.50 |
| PP |
6,072.00 |
6,064.00 |
| S1 |
6,065.50 |
6,053.50 |
|