| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,065.00 |
6,092.00 |
27.00 |
0.4% |
6,109.50 |
| High |
6,096.25 |
6,225.75 |
129.50 |
2.1% |
6,225.75 |
| Low |
6,035.00 |
6,078.75 |
43.75 |
0.7% |
6,011.00 |
| Close |
6,084.75 |
6,215.25 |
130.50 |
2.1% |
6,215.25 |
| Range |
61.25 |
147.00 |
85.75 |
140.0% |
214.75 |
| ATR |
48.97 |
55.97 |
7.00 |
14.3% |
0.00 |
| Volume |
320,283 |
435,844 |
115,561 |
36.1% |
1,676,206 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,614.25 |
6,561.75 |
6,296.00 |
|
| R3 |
6,467.25 |
6,414.75 |
6,255.75 |
|
| R2 |
6,320.25 |
6,320.25 |
6,242.25 |
|
| R1 |
6,267.75 |
6,267.75 |
6,228.75 |
6,294.00 |
| PP |
6,173.25 |
6,173.25 |
6,173.25 |
6,186.50 |
| S1 |
6,120.75 |
6,120.75 |
6,201.75 |
6,147.00 |
| S2 |
6,026.25 |
6,026.25 |
6,188.25 |
|
| S3 |
5,879.25 |
5,973.75 |
6,174.75 |
|
| S4 |
5,732.25 |
5,826.75 |
6,134.50 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.00 |
6,719.75 |
6,333.25 |
|
| R3 |
6,580.25 |
6,505.00 |
6,274.25 |
|
| R2 |
6,365.50 |
6,365.50 |
6,254.50 |
|
| R1 |
6,290.25 |
6,290.25 |
6,235.00 |
6,328.00 |
| PP |
6,150.75 |
6,150.75 |
6,150.75 |
6,169.50 |
| S1 |
6,075.50 |
6,075.50 |
6,195.50 |
6,113.00 |
| S2 |
5,936.00 |
5,936.00 |
6,176.00 |
|
| S3 |
5,721.25 |
5,860.75 |
6,156.25 |
|
| S4 |
5,506.50 |
5,646.00 |
6,097.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,225.75 |
6,011.00 |
214.75 |
3.5% |
77.50 |
1.2% |
95% |
True |
False |
335,241 |
| 10 |
6,225.75 |
6,011.00 |
214.75 |
3.5% |
56.50 |
0.9% |
95% |
True |
False |
273,307 |
| 20 |
6,225.75 |
5,958.50 |
267.25 |
4.3% |
48.00 |
0.8% |
96% |
True |
False |
244,437 |
| 40 |
6,225.75 |
5,842.00 |
383.75 |
6.2% |
52.00 |
0.8% |
97% |
True |
False |
242,050 |
| 60 |
6,225.75 |
5,760.00 |
465.75 |
7.5% |
58.25 |
0.9% |
98% |
True |
False |
161,891 |
| 80 |
6,225.75 |
5,599.50 |
626.25 |
10.1% |
58.25 |
0.9% |
98% |
True |
False |
121,543 |
| 100 |
6,225.75 |
5,568.25 |
657.50 |
10.6% |
64.75 |
1.0% |
98% |
True |
False |
97,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,850.50 |
|
2.618 |
6,610.50 |
|
1.618 |
6,463.50 |
|
1.000 |
6,372.75 |
|
0.618 |
6,316.50 |
|
HIGH |
6,225.75 |
|
0.618 |
6,169.50 |
|
0.500 |
6,152.25 |
|
0.382 |
6,135.00 |
|
LOW |
6,078.75 |
|
0.618 |
5,988.00 |
|
1.000 |
5,931.75 |
|
1.618 |
5,841.00 |
|
2.618 |
5,694.00 |
|
4.250 |
5,454.00 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,194.25 |
6,183.00 |
| PP |
6,173.25 |
6,150.75 |
| S1 |
6,152.25 |
6,118.50 |
|