| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,509.7 |
1,508.0 |
-1.7 |
-0.1% |
1,492.3 |
| High |
1,513.1 |
1,511.3 |
-1.8 |
-0.1% |
1,517.4 |
| Low |
1,505.6 |
1,501.1 |
-4.5 |
-0.3% |
1,491.6 |
| Close |
1,507.7 |
1,507.8 |
0.1 |
0.0% |
1,511.6 |
| Range |
7.5 |
10.2 |
2.7 |
36.0% |
25.8 |
| ATR |
12.1 |
11.9 |
-0.1 |
-1.1% |
0.0 |
| Volume |
24,509 |
31,264 |
6,755 |
27.6% |
165,763 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.3 |
1,532.8 |
1,513.5 |
|
| R3 |
1,527.3 |
1,522.5 |
1,510.5 |
|
| R2 |
1,517.0 |
1,517.0 |
1,509.8 |
|
| R1 |
1,512.3 |
1,512.3 |
1,508.8 |
1,509.5 |
| PP |
1,506.8 |
1,506.8 |
1,506.8 |
1,505.3 |
| S1 |
1,502.3 |
1,502.3 |
1,506.8 |
1,499.3 |
| S2 |
1,496.5 |
1,496.5 |
1,506.0 |
|
| S3 |
1,486.3 |
1,492.0 |
1,505.0 |
|
| S4 |
1,476.3 |
1,481.8 |
1,502.3 |
|
|
| 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 |
1,501.1 |
16.9 |
1.1% |
10.0 |
0.7% |
40% |
False |
True |
29,643 |
| 10 |
1,518.0 |
1,488.5 |
29.5 |
2.0% |
11.0 |
0.7% |
65% |
False |
False |
33,328 |
| 20 |
1,518.0 |
1,421.4 |
96.6 |
6.4% |
12.3 |
0.8% |
89% |
False |
False |
44,238 |
| 40 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
12.0 |
0.8% |
94% |
False |
False |
30,161 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.3 |
0.7% |
94% |
False |
False |
20,125 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.3 |
0.7% |
94% |
False |
False |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,554.8 |
|
2.618 |
1,538.0 |
|
1.618 |
1,527.8 |
|
1.000 |
1,521.5 |
|
0.618 |
1,517.5 |
|
HIGH |
1,511.3 |
|
0.618 |
1,507.5 |
|
0.500 |
1,506.3 |
|
0.382 |
1,505.0 |
|
LOW |
1,501.0 |
|
0.618 |
1,494.8 |
|
1.000 |
1,491.0 |
|
1.618 |
1,484.5 |
|
2.618 |
1,474.5 |
|
4.250 |
1,457.8 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,507.3 |
1,507.8 |
| PP |
1,506.8 |
1,507.5 |
| S1 |
1,506.3 |
1,507.5 |
|