| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,506.2 |
1,505.0 |
-1.2 |
-0.1% |
1,510.9 |
| High |
1,514.5 |
1,508.5 |
-6.0 |
-0.4% |
1,518.0 |
| Low |
1,501.1 |
1,495.6 |
-5.5 |
-0.4% |
1,501.1 |
| Close |
1,505.5 |
1,499.0 |
-6.5 |
-0.4% |
1,506.2 |
| Range |
13.4 |
12.9 |
-0.5 |
-3.7% |
16.9 |
| ATR |
11.9 |
11.9 |
0.1 |
0.6% |
0.0 |
| Volume |
37,052 |
32,799 |
-4,253 |
-11.5% |
145,400 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,539.8 |
1,532.3 |
1,506.0 |
|
| R3 |
1,526.8 |
1,519.3 |
1,502.5 |
|
| R2 |
1,514.0 |
1,514.0 |
1,501.3 |
|
| R1 |
1,506.5 |
1,506.5 |
1,500.3 |
1,503.8 |
| PP |
1,501.0 |
1,501.0 |
1,501.0 |
1,499.8 |
| S1 |
1,493.5 |
1,493.5 |
1,497.8 |
1,490.8 |
| S2 |
1,488.3 |
1,488.3 |
1,496.8 |
|
| S3 |
1,475.3 |
1,480.8 |
1,495.5 |
|
| S4 |
1,462.3 |
1,467.8 |
1,492.0 |
|
|
| 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 |
1,495.6 |
18.9 |
1.3% |
10.5 |
0.7% |
18% |
False |
True |
31,394 |
| 10 |
1,518.0 |
1,495.6 |
22.4 |
1.5% |
10.5 |
0.7% |
15% |
False |
True |
32,680 |
| 20 |
1,518.0 |
1,438.5 |
79.5 |
5.3% |
12.5 |
0.8% |
76% |
False |
False |
42,237 |
| 40 |
1,518.0 |
1,359.8 |
158.2 |
10.6% |
11.8 |
0.8% |
88% |
False |
False |
32,689 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.5 |
0.8% |
89% |
False |
False |
21,801 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
10.8 |
0.7% |
89% |
False |
False |
16,363 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
9.0 |
0.6% |
89% |
False |
False |
13,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.3 |
|
2.618 |
1,542.3 |
|
1.618 |
1,529.3 |
|
1.000 |
1,521.5 |
|
0.618 |
1,516.5 |
|
HIGH |
1,508.5 |
|
0.618 |
1,503.5 |
|
0.500 |
1,502.0 |
|
0.382 |
1,500.5 |
|
LOW |
1,495.5 |
|
0.618 |
1,487.8 |
|
1.000 |
1,482.8 |
|
1.618 |
1,474.8 |
|
2.618 |
1,461.8 |
|
4.250 |
1,440.8 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,502.0 |
1,505.0 |
| PP |
1,501.0 |
1,503.0 |
| S1 |
1,500.0 |
1,501.0 |
|