| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,514.2 |
1,510.9 |
-3.3 |
-0.2% |
1,492.3 |
| High |
1,514.7 |
1,518.0 |
3.3 |
0.2% |
1,517.4 |
| Low |
1,506.7 |
1,502.8 |
-3.9 |
-0.3% |
1,491.6 |
| Close |
1,511.6 |
1,507.6 |
-4.0 |
-0.3% |
1,511.6 |
| Range |
8.0 |
15.2 |
7.2 |
90.0% |
25.8 |
| ATR |
12.5 |
12.7 |
0.2 |
1.5% |
0.0 |
| Volume |
34,165 |
25,819 |
-8,346 |
-24.4% |
165,763 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.0 |
1,546.5 |
1,516.0 |
|
| R3 |
1,539.8 |
1,531.3 |
1,511.8 |
|
| R2 |
1,524.8 |
1,524.8 |
1,510.5 |
|
| R1 |
1,516.3 |
1,516.3 |
1,509.0 |
1,512.8 |
| PP |
1,509.5 |
1,509.5 |
1,509.5 |
1,507.8 |
| S1 |
1,501.0 |
1,501.0 |
1,506.3 |
1,497.5 |
| S2 |
1,494.3 |
1,494.3 |
1,504.8 |
|
| S3 |
1,479.0 |
1,485.8 |
1,503.5 |
|
| S4 |
1,463.8 |
1,470.5 |
1,499.3 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.3 |
1,573.8 |
1,525.8 |
|
| R3 |
1,558.5 |
1,548.0 |
1,518.8 |
|
| R2 |
1,532.8 |
1,532.8 |
1,516.3 |
|
| R1 |
1,522.3 |
1,522.3 |
1,514.0 |
1,527.5 |
| PP |
1,506.8 |
1,506.8 |
1,506.8 |
1,509.5 |
| S1 |
1,496.3 |
1,496.3 |
1,509.3 |
1,501.5 |
| S2 |
1,481.0 |
1,481.0 |
1,506.8 |
|
| S3 |
1,455.3 |
1,470.5 |
1,504.5 |
|
| S4 |
1,429.5 |
1,444.8 |
1,497.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,518.0 |
1,502.8 |
15.2 |
1.0% |
11.0 |
0.7% |
32% |
True |
True |
27,646 |
| 10 |
1,518.0 |
1,451.3 |
66.7 |
4.4% |
14.3 |
0.9% |
84% |
True |
False |
44,144 |
| 20 |
1,518.0 |
1,415.1 |
102.9 |
6.8% |
12.3 |
0.8% |
90% |
True |
False |
48,786 |
| 40 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
12.3 |
0.8% |
94% |
True |
False |
27,956 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.3 |
0.8% |
94% |
True |
False |
18,655 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.3 |
0.7% |
94% |
True |
False |
13,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.5 |
|
2.618 |
1,557.8 |
|
1.618 |
1,542.5 |
|
1.000 |
1,533.3 |
|
0.618 |
1,527.5 |
|
HIGH |
1,518.0 |
|
0.618 |
1,512.3 |
|
0.500 |
1,510.5 |
|
0.382 |
1,508.5 |
|
LOW |
1,502.8 |
|
0.618 |
1,493.5 |
|
1.000 |
1,487.5 |
|
1.618 |
1,478.3 |
|
2.618 |
1,463.0 |
|
4.250 |
1,438.3 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,510.5 |
1,510.5 |
| PP |
1,509.5 |
1,509.5 |
| S1 |
1,508.5 |
1,508.5 |
|