Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,290.1 |
1,282.2 |
-7.9 |
-0.6% |
1,301.5 |
High |
1,293.2 |
1,282.8 |
-10.4 |
-0.8% |
1,317.1 |
Low |
1,278.2 |
1,272.0 |
-6.2 |
-0.5% |
1,278.2 |
Close |
1,284.8 |
1,275.8 |
-9.0 |
-0.7% |
1,284.8 |
Range |
15.0 |
10.8 |
-4.2 |
-28.0% |
38.9 |
ATR |
16.0 |
15.8 |
-0.2 |
-1.4% |
0.0 |
Volume |
287,446 |
272,706 |
-14,740 |
-5.1% |
1,699,046 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.3 |
1,303.3 |
1,281.7 |
|
R3 |
1,298.5 |
1,292.5 |
1,278.8 |
|
R2 |
1,287.7 |
1,287.7 |
1,277.8 |
|
R1 |
1,281.7 |
1,281.7 |
1,276.8 |
1,279.3 |
PP |
1,276.9 |
1,276.9 |
1,276.9 |
1,275.7 |
S1 |
1,270.9 |
1,270.9 |
1,274.8 |
1,268.5 |
S2 |
1,266.1 |
1,266.1 |
1,273.8 |
|
S3 |
1,255.3 |
1,260.1 |
1,272.8 |
|
S4 |
1,244.5 |
1,249.3 |
1,269.9 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.1 |
1,386.3 |
1,306.2 |
|
R3 |
1,371.2 |
1,347.4 |
1,295.5 |
|
R2 |
1,332.3 |
1,332.3 |
1,291.9 |
|
R1 |
1,308.5 |
1,308.5 |
1,288.4 |
1,301.0 |
PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,289.6 |
S1 |
1,269.6 |
1,269.6 |
1,281.2 |
1,262.1 |
S2 |
1,254.5 |
1,254.5 |
1,277.7 |
|
S3 |
1,215.6 |
1,230.7 |
1,274.1 |
|
S4 |
1,176.7 |
1,191.8 |
1,263.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.1 |
1,272.0 |
45.1 |
3.5% |
14.8 |
1.2% |
8% |
False |
True |
321,816 |
10 |
1,319.8 |
1,272.0 |
47.8 |
3.7% |
14.7 |
1.2% |
8% |
False |
True |
326,515 |
20 |
1,362.4 |
1,272.0 |
90.4 |
7.1% |
14.8 |
1.2% |
4% |
False |
True |
325,937 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
14.6 |
1.1% |
18% |
False |
False |
313,583 |
60 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.6 |
1.1% |
43% |
False |
False |
242,865 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.3 |
1.0% |
43% |
False |
False |
184,857 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
43% |
False |
False |
148,822 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.9 |
1.0% |
43% |
False |
False |
124,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.7 |
2.618 |
1,311.1 |
1.618 |
1,300.3 |
1.000 |
1,293.6 |
0.618 |
1,289.5 |
HIGH |
1,282.8 |
0.618 |
1,278.7 |
0.500 |
1,277.4 |
0.382 |
1,276.1 |
LOW |
1,272.0 |
0.618 |
1,265.3 |
1.000 |
1,261.2 |
1.618 |
1,254.5 |
2.618 |
1,243.7 |
4.250 |
1,226.1 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.4 |
1,282.6 |
PP |
1,276.9 |
1,280.3 |
S1 |
1,276.3 |
1,278.1 |
|