| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,209.50 |
6,221.75 |
12.25 |
0.2% |
6,109.50 |
| High |
6,251.50 |
6,258.75 |
7.25 |
0.1% |
6,225.75 |
| Low |
6,202.25 |
6,219.25 |
17.00 |
0.3% |
6,011.00 |
| Close |
6,224.25 |
6,249.75 |
25.50 |
0.4% |
6,215.25 |
| Range |
49.25 |
39.50 |
-9.75 |
-19.8% |
214.75 |
| ATR |
55.49 |
54.35 |
-1.14 |
-2.1% |
0.00 |
| Volume |
360,344 |
239,132 |
-121,212 |
-33.6% |
1,676,206 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,361.00 |
6,345.00 |
6,271.50 |
|
| R3 |
6,321.50 |
6,305.50 |
6,260.50 |
|
| R2 |
6,282.00 |
6,282.00 |
6,257.00 |
|
| R1 |
6,266.00 |
6,266.00 |
6,253.25 |
6,274.00 |
| PP |
6,242.50 |
6,242.50 |
6,242.50 |
6,246.50 |
| S1 |
6,226.50 |
6,226.50 |
6,246.25 |
6,234.50 |
| S2 |
6,203.00 |
6,203.00 |
6,242.50 |
|
| S3 |
6,163.50 |
6,187.00 |
6,239.00 |
|
| S4 |
6,124.00 |
6,147.50 |
6,228.00 |
|
|
| 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 |
6,258.75 |
6,011.00 |
247.75 |
4.0% |
74.75 |
1.2% |
96% |
True |
False |
358,454 |
| 10 |
6,258.75 |
6,011.00 |
247.75 |
4.0% |
61.00 |
1.0% |
96% |
True |
False |
301,052 |
| 20 |
6,258.75 |
5,979.50 |
279.25 |
4.5% |
48.50 |
0.8% |
97% |
True |
False |
250,540 |
| 40 |
6,258.75 |
5,842.00 |
416.75 |
6.7% |
50.50 |
0.8% |
98% |
True |
False |
256,675 |
| 60 |
6,258.75 |
5,760.00 |
498.75 |
8.0% |
58.50 |
0.9% |
98% |
True |
False |
171,864 |
| 80 |
6,258.75 |
5,675.00 |
583.75 |
9.3% |
57.50 |
0.9% |
98% |
True |
False |
129,029 |
| 100 |
6,258.75 |
5,568.25 |
690.50 |
11.0% |
63.00 |
1.0% |
99% |
True |
False |
103,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,426.50 |
|
2.618 |
6,362.25 |
|
1.618 |
6,322.75 |
|
1.000 |
6,298.25 |
|
0.618 |
6,283.25 |
|
HIGH |
6,258.75 |
|
0.618 |
6,243.75 |
|
0.500 |
6,239.00 |
|
0.382 |
6,234.25 |
|
LOW |
6,219.25 |
|
0.618 |
6,194.75 |
|
1.000 |
6,179.75 |
|
1.618 |
6,155.25 |
|
2.618 |
6,115.75 |
|
4.250 |
6,051.50 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,246.25 |
6,222.75 |
| PP |
6,242.50 |
6,195.75 |
| S1 |
6,239.00 |
6,168.75 |
|