| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,510.9 |
1,507.3 |
-3.6 |
-0.2% |
1,492.3 |
| High |
1,518.0 |
1,513.9 |
-4.1 |
-0.3% |
1,517.4 |
| Low |
1,502.8 |
1,505.0 |
2.2 |
0.1% |
1,491.6 |
| Close |
1,507.6 |
1,509.9 |
2.3 |
0.2% |
1,511.6 |
| Range |
15.2 |
8.9 |
-6.3 |
-41.4% |
25.8 |
| ATR |
12.7 |
12.4 |
-0.3 |
-2.1% |
0.0 |
| Volume |
25,819 |
32,461 |
6,642 |
25.7% |
165,763 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.3 |
1,532.0 |
1,514.8 |
|
| R3 |
1,527.5 |
1,523.0 |
1,512.3 |
|
| R2 |
1,518.5 |
1,518.5 |
1,511.5 |
|
| R1 |
1,514.3 |
1,514.3 |
1,510.8 |
1,516.3 |
| PP |
1,509.5 |
1,509.5 |
1,509.5 |
1,510.8 |
| S1 |
1,505.3 |
1,505.3 |
1,509.0 |
1,507.5 |
| S2 |
1,500.8 |
1,500.8 |
1,508.3 |
|
| S3 |
1,491.8 |
1,496.5 |
1,507.5 |
|
| S4 |
1,483.0 |
1,487.5 |
1,505.0 |
|
|
| 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% |
10.5 |
0.7% |
47% |
False |
False |
33,966 |
| 10 |
1,518.0 |
1,457.1 |
60.9 |
4.0% |
14.0 |
0.9% |
87% |
False |
False |
42,658 |
| 20 |
1,518.0 |
1,419.7 |
98.3 |
6.5% |
12.3 |
0.8% |
92% |
False |
False |
47,311 |
| 40 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
12.0 |
0.8% |
95% |
False |
False |
28,767 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.3 |
0.8% |
95% |
False |
False |
19,196 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.3 |
0.7% |
95% |
False |
False |
14,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.8 |
|
2.618 |
1,537.3 |
|
1.618 |
1,528.3 |
|
1.000 |
1,522.8 |
|
0.618 |
1,519.5 |
|
HIGH |
1,514.0 |
|
0.618 |
1,510.5 |
|
0.500 |
1,509.5 |
|
0.382 |
1,508.5 |
|
LOW |
1,505.0 |
|
0.618 |
1,499.5 |
|
1.000 |
1,496.0 |
|
1.618 |
1,490.5 |
|
2.618 |
1,481.8 |
|
4.250 |
1,467.3 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,509.8 |
1,510.5 |
| PP |
1,509.5 |
1,510.3 |
| S1 |
1,509.5 |
1,510.0 |
|