| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,514.0 |
1,509.6 |
-4.4 |
-0.3% |
1,450.4 |
| High |
1,517.2 |
1,517.4 |
0.2 |
0.0% |
1,495.2 |
| Low |
1,504.9 |
1,509.4 |
4.5 |
0.3% |
1,443.9 |
| Close |
1,511.0 |
1,515.4 |
4.4 |
0.3% |
1,493.0 |
| Range |
12.3 |
8.0 |
-4.3 |
-35.0% |
51.3 |
| ATR |
13.2 |
12.8 |
-0.4 |
-2.8% |
0.0 |
| Volume |
43,337 |
34,050 |
-9,287 |
-21.4% |
304,424 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.0 |
1,534.8 |
1,519.8 |
|
| R3 |
1,530.0 |
1,526.8 |
1,517.5 |
|
| R2 |
1,522.0 |
1,522.0 |
1,516.8 |
|
| R1 |
1,518.8 |
1,518.8 |
1,516.3 |
1,520.5 |
| PP |
1,514.0 |
1,514.0 |
1,514.0 |
1,515.0 |
| S1 |
1,510.8 |
1,510.8 |
1,514.8 |
1,512.5 |
| S2 |
1,506.0 |
1,506.0 |
1,514.0 |
|
| S3 |
1,498.0 |
1,502.8 |
1,513.3 |
|
| S4 |
1,490.0 |
1,494.8 |
1,511.0 |
|
|
| 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 |
1,517.4 |
1,488.5 |
28.9 |
1.9% |
12.0 |
0.8% |
93% |
True |
False |
37,013 |
| 10 |
1,517.4 |
1,438.5 |
78.9 |
5.2% |
14.5 |
1.0% |
97% |
True |
False |
48,913 |
| 20 |
1,517.4 |
1,392.3 |
125.1 |
8.3% |
12.3 |
0.8% |
98% |
True |
False |
51,499 |
| 40 |
1,517.4 |
1,349.1 |
168.3 |
11.1% |
12.5 |
0.8% |
99% |
True |
False |
26,464 |
| 60 |
1,517.4 |
1,349.1 |
168.3 |
11.1% |
11.3 |
0.7% |
99% |
True |
False |
17,656 |
| 80 |
1,517.4 |
1,349.1 |
168.3 |
11.1% |
10.0 |
0.7% |
99% |
True |
False |
13,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.5 |
|
2.618 |
1,538.3 |
|
1.618 |
1,530.3 |
|
1.000 |
1,525.5 |
|
0.618 |
1,522.3 |
|
HIGH |
1,517.5 |
|
0.618 |
1,514.3 |
|
0.500 |
1,513.5 |
|
0.382 |
1,512.5 |
|
LOW |
1,509.5 |
|
0.618 |
1,504.5 |
|
1.000 |
1,501.5 |
|
1.618 |
1,496.5 |
|
2.618 |
1,488.5 |
|
4.250 |
1,475.5 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.8 |
1,513.8 |
| PP |
1,514.0 |
1,512.3 |
| S1 |
1,513.5 |
1,510.8 |
|