| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,507.5 |
1,491.2 |
-16.3 |
-1.1% |
1,509.1 |
| High |
1,509.0 |
1,508.0 |
-1.0 |
-0.1% |
1,513.1 |
| Low |
1,483.4 |
1,490.4 |
7.0 |
0.5% |
1,481.9 |
| Close |
1,492.9 |
1,502.8 |
9.9 |
0.7% |
1,508.5 |
| Range |
25.6 |
17.6 |
-8.0 |
-31.3% |
31.2 |
| ATR |
13.8 |
14.0 |
0.3 |
2.0% |
0.0 |
| Volume |
39,974 |
33,635 |
-6,339 |
-15.9% |
177,709 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,553.3 |
1,545.5 |
1,512.5 |
|
| R3 |
1,535.5 |
1,528.0 |
1,507.8 |
|
| R2 |
1,518.0 |
1,518.0 |
1,506.0 |
|
| R1 |
1,510.5 |
1,510.5 |
1,504.5 |
1,514.3 |
| PP |
1,500.5 |
1,500.5 |
1,500.5 |
1,502.3 |
| S1 |
1,492.8 |
1,492.8 |
1,501.3 |
1,496.5 |
| S2 |
1,482.8 |
1,482.8 |
1,499.5 |
|
| S3 |
1,465.3 |
1,475.3 |
1,498.0 |
|
| S4 |
1,447.5 |
1,457.5 |
1,493.0 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.8 |
1,582.8 |
1,525.8 |
|
| R3 |
1,563.5 |
1,551.8 |
1,517.0 |
|
| R2 |
1,532.3 |
1,532.3 |
1,514.3 |
|
| R1 |
1,520.5 |
1,520.5 |
1,511.3 |
1,510.8 |
| PP |
1,501.3 |
1,501.3 |
1,501.3 |
1,496.3 |
| S1 |
1,489.3 |
1,489.3 |
1,505.8 |
1,479.5 |
| S2 |
1,470.0 |
1,470.0 |
1,502.8 |
|
| S3 |
1,438.8 |
1,458.0 |
1,500.0 |
|
| S4 |
1,407.5 |
1,426.8 |
1,491.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,509.4 |
1,481.9 |
27.5 |
1.8% |
17.5 |
1.2% |
76% |
False |
False |
39,057 |
| 10 |
1,514.2 |
1,481.9 |
32.3 |
2.1% |
15.3 |
1.0% |
65% |
False |
False |
35,809 |
| 20 |
1,518.0 |
1,481.9 |
36.1 |
2.4% |
13.0 |
0.9% |
58% |
False |
False |
34,244 |
| 40 |
1,518.0 |
1,392.3 |
125.7 |
8.4% |
12.5 |
0.8% |
88% |
False |
False |
41,537 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
12.8 |
0.9% |
91% |
False |
False |
27,768 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.5 |
0.8% |
91% |
False |
False |
20,836 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.5 |
0.7% |
91% |
False |
False |
16,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.8 |
|
2.618 |
1,554.0 |
|
1.618 |
1,536.5 |
|
1.000 |
1,525.5 |
|
0.618 |
1,519.0 |
|
HIGH |
1,508.0 |
|
0.618 |
1,501.3 |
|
0.500 |
1,499.3 |
|
0.382 |
1,497.0 |
|
LOW |
1,490.5 |
|
0.618 |
1,479.5 |
|
1.000 |
1,472.8 |
|
1.618 |
1,462.0 |
|
2.618 |
1,444.3 |
|
4.250 |
1,415.5 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,501.5 |
1,500.8 |
| PP |
1,500.5 |
1,498.5 |
| S1 |
1,499.3 |
1,496.5 |
|