| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,507.1 |
1,506.2 |
-0.9 |
-0.1% |
1,510.9 |
| High |
1,511.9 |
1,514.5 |
2.6 |
0.2% |
1,518.0 |
| Low |
1,503.0 |
1,501.1 |
-1.9 |
-0.1% |
1,501.1 |
| Close |
1,506.2 |
1,505.5 |
-0.7 |
0.0% |
1,506.2 |
| Range |
8.9 |
13.4 |
4.5 |
50.6% |
16.9 |
| ATR |
11.7 |
11.9 |
0.1 |
1.0% |
0.0 |
| Volume |
31,347 |
37,052 |
5,705 |
18.2% |
145,400 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.3 |
1,539.8 |
1,512.8 |
|
| R3 |
1,533.8 |
1,526.3 |
1,509.3 |
|
| R2 |
1,520.5 |
1,520.5 |
1,508.0 |
|
| R1 |
1,513.0 |
1,513.0 |
1,506.8 |
1,510.0 |
| PP |
1,507.0 |
1,507.0 |
1,507.0 |
1,505.5 |
| S1 |
1,499.5 |
1,499.5 |
1,504.3 |
1,496.5 |
| S2 |
1,493.8 |
1,493.8 |
1,503.0 |
|
| S3 |
1,480.3 |
1,486.3 |
1,501.8 |
|
| S4 |
1,466.8 |
1,472.8 |
1,498.3 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,559.3 |
1,549.5 |
1,515.5 |
|
| R3 |
1,542.3 |
1,532.8 |
1,510.8 |
|
| R2 |
1,525.3 |
1,525.3 |
1,509.3 |
|
| R1 |
1,515.8 |
1,515.8 |
1,507.8 |
1,512.0 |
| PP |
1,508.5 |
1,508.5 |
1,508.5 |
1,506.5 |
| S1 |
1,498.8 |
1,498.8 |
1,504.8 |
1,495.3 |
| S2 |
1,491.5 |
1,491.5 |
1,503.0 |
|
| S3 |
1,474.8 |
1,482.0 |
1,501.5 |
|
| S4 |
1,457.8 |
1,465.0 |
1,497.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,514.5 |
1,501.1 |
13.4 |
0.9% |
9.8 |
0.6% |
33% |
True |
True |
31,326 |
| 10 |
1,518.0 |
1,501.1 |
16.9 |
1.1% |
10.5 |
0.7% |
26% |
False |
True |
29,486 |
| 20 |
1,518.0 |
1,437.5 |
80.5 |
5.3% |
12.0 |
0.8% |
84% |
False |
False |
42,280 |
| 40 |
1,518.0 |
1,350.4 |
167.6 |
11.1% |
11.5 |
0.8% |
93% |
False |
False |
31,869 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.5 |
0.8% |
93% |
False |
False |
21,265 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.5 |
0.7% |
93% |
False |
False |
15,953 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
8.8 |
0.6% |
93% |
False |
False |
12,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,571.5 |
|
2.618 |
1,549.5 |
|
1.618 |
1,536.3 |
|
1.000 |
1,528.0 |
|
0.618 |
1,522.8 |
|
HIGH |
1,514.5 |
|
0.618 |
1,509.5 |
|
0.500 |
1,507.8 |
|
0.382 |
1,506.3 |
|
LOW |
1,501.0 |
|
0.618 |
1,492.8 |
|
1.000 |
1,487.8 |
|
1.618 |
1,479.5 |
|
2.618 |
1,466.0 |
|
4.250 |
1,444.3 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,507.8 |
1,507.8 |
| PP |
1,507.0 |
1,507.0 |
| S1 |
1,506.3 |
1,506.3 |
|