| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,490.4 |
1,492.3 |
1.9 |
0.1% |
1,450.4 |
| High |
1,495.2 |
1,513.3 |
18.1 |
1.2% |
1,495.2 |
| Low |
1,488.5 |
1,491.6 |
3.1 |
0.2% |
1,443.9 |
| Close |
1,493.0 |
1,510.4 |
17.4 |
1.2% |
1,493.0 |
| Range |
6.7 |
21.7 |
15.0 |
223.9% |
51.3 |
| ATR |
12.7 |
13.4 |
0.6 |
5.1% |
0.0 |
| Volume |
53,467 |
53,351 |
-116 |
-0.2% |
304,424 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.3 |
1,562.0 |
1,522.3 |
|
| R3 |
1,548.5 |
1,540.3 |
1,516.3 |
|
| R2 |
1,526.8 |
1,526.8 |
1,514.5 |
|
| R1 |
1,518.5 |
1,518.5 |
1,512.5 |
1,522.8 |
| PP |
1,505.0 |
1,505.0 |
1,505.0 |
1,507.3 |
| S1 |
1,497.0 |
1,497.0 |
1,508.5 |
1,501.0 |
| S2 |
1,483.5 |
1,483.5 |
1,506.5 |
|
| S3 |
1,461.8 |
1,475.3 |
1,504.5 |
|
| S4 |
1,440.0 |
1,453.5 |
1,498.5 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.3 |
1,613.5 |
1,521.3 |
|
| R3 |
1,580.0 |
1,562.3 |
1,507.0 |
|
| R2 |
1,528.8 |
1,528.8 |
1,502.5 |
|
| R1 |
1,510.8 |
1,510.8 |
1,497.8 |
1,519.8 |
| PP |
1,477.3 |
1,477.3 |
1,477.3 |
1,481.8 |
| S1 |
1,459.5 |
1,459.5 |
1,488.3 |
1,468.5 |
| S2 |
1,426.0 |
1,426.0 |
1,483.5 |
|
| S3 |
1,374.8 |
1,408.3 |
1,479.0 |
|
| S4 |
1,323.5 |
1,357.0 |
1,464.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,513.3 |
1,451.3 |
62.0 |
4.1% |
17.3 |
1.1% |
95% |
True |
False |
60,642 |
| 10 |
1,513.3 |
1,437.5 |
75.8 |
5.0% |
13.8 |
0.9% |
96% |
True |
False |
55,074 |
| 20 |
1,513.3 |
1,392.3 |
121.0 |
8.0% |
13.0 |
0.9% |
98% |
True |
False |
48,881 |
| 40 |
1,513.3 |
1,349.1 |
164.2 |
10.9% |
12.5 |
0.8% |
98% |
True |
False |
24,509 |
| 60 |
1,513.3 |
1,349.1 |
164.2 |
10.9% |
11.0 |
0.7% |
98% |
True |
False |
16,353 |
| 80 |
1,513.3 |
1,349.1 |
164.2 |
10.9% |
9.8 |
0.6% |
98% |
True |
False |
12,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,605.5 |
|
2.618 |
1,570.0 |
|
1.618 |
1,548.5 |
|
1.000 |
1,535.0 |
|
0.618 |
1,526.8 |
|
HIGH |
1,513.3 |
|
0.618 |
1,505.0 |
|
0.500 |
1,502.5 |
|
0.382 |
1,500.0 |
|
LOW |
1,491.5 |
|
0.618 |
1,478.3 |
|
1.000 |
1,470.0 |
|
1.618 |
1,456.5 |
|
2.618 |
1,434.8 |
|
4.250 |
1,399.5 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,507.8 |
1,505.5 |
| PP |
1,505.0 |
1,500.8 |
| S1 |
1,502.5 |
1,496.0 |
|