| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,512.4 |
1,514.0 |
1.6 |
0.1% |
1,450.4 |
| High |
1,516.0 |
1,517.2 |
1.2 |
0.1% |
1,495.2 |
| Low |
1,504.1 |
1,504.9 |
0.8 |
0.1% |
1,443.9 |
| Close |
1,515.5 |
1,511.0 |
-4.5 |
-0.3% |
1,493.0 |
| Range |
11.9 |
12.3 |
0.4 |
3.4% |
51.3 |
| ATR |
13.2 |
13.2 |
-0.1 |
-0.5% |
0.0 |
| Volume |
860 |
43,337 |
42,477 |
4,939.2% |
304,424 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.0 |
1,541.8 |
1,517.8 |
|
| R3 |
1,535.8 |
1,529.5 |
1,514.5 |
|
| R2 |
1,523.3 |
1,523.3 |
1,513.3 |
|
| R1 |
1,517.3 |
1,517.3 |
1,512.3 |
1,514.0 |
| PP |
1,511.0 |
1,511.0 |
1,511.0 |
1,509.5 |
| S1 |
1,504.8 |
1,504.8 |
1,509.8 |
1,501.8 |
| S2 |
1,498.8 |
1,498.8 |
1,508.8 |
|
| S3 |
1,486.5 |
1,492.5 |
1,507.5 |
|
| S4 |
1,474.3 |
1,480.3 |
1,504.3 |
|
|
| 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 |
1,517.2 |
1,478.6 |
38.6 |
2.6% |
13.3 |
0.9% |
84% |
True |
False |
42,434 |
| 10 |
1,517.2 |
1,438.5 |
78.7 |
5.2% |
14.8 |
1.0% |
92% |
True |
False |
51,197 |
| 20 |
1,517.2 |
1,392.3 |
124.9 |
8.3% |
12.5 |
0.8% |
95% |
True |
False |
50,881 |
| 40 |
1,517.2 |
1,349.1 |
168.1 |
11.1% |
12.5 |
0.8% |
96% |
True |
False |
25,613 |
| 60 |
1,517.2 |
1,349.1 |
168.1 |
11.1% |
11.3 |
0.7% |
96% |
True |
False |
17,089 |
| 80 |
1,517.2 |
1,349.1 |
168.1 |
11.1% |
10.0 |
0.7% |
96% |
True |
False |
12,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,569.5 |
|
2.618 |
1,549.5 |
|
1.618 |
1,537.0 |
|
1.000 |
1,529.5 |
|
0.618 |
1,524.8 |
|
HIGH |
1,517.3 |
|
0.618 |
1,512.5 |
|
0.500 |
1,511.0 |
|
0.382 |
1,509.5 |
|
LOW |
1,505.0 |
|
0.618 |
1,497.3 |
|
1.000 |
1,492.5 |
|
1.618 |
1,485.0 |
|
2.618 |
1,472.8 |
|
4.250 |
1,452.5 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,511.0 |
1,508.8 |
| PP |
1,511.0 |
1,506.5 |
| S1 |
1,511.0 |
1,504.5 |
|