Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.2 |
1,273.1 |
-9.1 |
-0.7% |
1,301.5 |
High |
1,282.8 |
1,277.4 |
-5.4 |
-0.4% |
1,317.1 |
Low |
1,272.0 |
1,271.0 |
-1.0 |
-0.1% |
1,278.2 |
Close |
1,275.8 |
1,274.6 |
-1.2 |
-0.1% |
1,284.8 |
Range |
10.8 |
6.4 |
-4.4 |
-40.7% |
38.9 |
ATR |
15.8 |
15.1 |
-0.7 |
-4.2% |
0.0 |
Volume |
272,706 |
207,422 |
-65,284 |
-23.9% |
1,699,046 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.5 |
1,290.5 |
1,278.1 |
|
R3 |
1,287.1 |
1,284.1 |
1,276.4 |
|
R2 |
1,280.7 |
1,280.7 |
1,275.8 |
|
R1 |
1,277.7 |
1,277.7 |
1,275.2 |
1,279.2 |
PP |
1,274.3 |
1,274.3 |
1,274.3 |
1,275.1 |
S1 |
1,271.3 |
1,271.3 |
1,274.0 |
1,272.8 |
S2 |
1,267.9 |
1,267.9 |
1,273.4 |
|
S3 |
1,261.5 |
1,264.9 |
1,272.8 |
|
S4 |
1,255.1 |
1,258.5 |
1,271.1 |
|
|
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 |
1,299.2 |
1,271.0 |
28.2 |
2.2% |
11.7 |
0.9% |
13% |
False |
True |
286,171 |
10 |
1,319.8 |
1,271.0 |
48.8 |
3.8% |
14.7 |
1.2% |
7% |
False |
True |
319,727 |
20 |
1,362.4 |
1,271.0 |
91.4 |
7.2% |
14.2 |
1.1% |
4% |
False |
True |
317,900 |
40 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
14.7 |
1.2% |
17% |
False |
False |
315,689 |
60 |
1,362.4 |
1,214.6 |
147.8 |
11.6% |
13.5 |
1.1% |
41% |
False |
False |
245,875 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
42% |
False |
False |
187,411 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
42% |
False |
False |
150,820 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.8 |
1.0% |
42% |
False |
False |
126,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.6 |
2.618 |
1,294.2 |
1.618 |
1,287.8 |
1.000 |
1,283.8 |
0.618 |
1,281.4 |
HIGH |
1,277.4 |
0.618 |
1,275.0 |
0.500 |
1,274.2 |
0.382 |
1,273.4 |
LOW |
1,271.0 |
0.618 |
1,267.0 |
1.000 |
1,264.6 |
1.618 |
1,260.6 |
2.618 |
1,254.2 |
4.250 |
1,243.8 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,274.5 |
1,282.1 |
PP |
1,274.3 |
1,279.6 |
S1 |
1,274.2 |
1,277.1 |
|