Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,273.1 |
1,274.5 |
1.4 |
0.1% |
1,301.5 |
High |
1,277.4 |
1,285.0 |
7.6 |
0.6% |
1,317.1 |
Low |
1,271.0 |
1,273.1 |
2.1 |
0.2% |
1,278.2 |
Close |
1,274.6 |
1,276.8 |
2.2 |
0.2% |
1,284.8 |
Range |
6.4 |
11.9 |
5.5 |
85.9% |
38.9 |
ATR |
15.1 |
14.9 |
-0.2 |
-1.5% |
0.0 |
Volume |
207,422 |
273,119 |
65,697 |
31.7% |
1,699,046 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.0 |
1,307.3 |
1,283.3 |
|
R3 |
1,302.1 |
1,295.4 |
1,280.1 |
|
R2 |
1,290.2 |
1,290.2 |
1,279.0 |
|
R1 |
1,283.5 |
1,283.5 |
1,277.9 |
1,286.9 |
PP |
1,278.3 |
1,278.3 |
1,278.3 |
1,280.0 |
S1 |
1,271.6 |
1,271.6 |
1,275.7 |
1,275.0 |
S2 |
1,266.4 |
1,266.4 |
1,274.6 |
|
S3 |
1,254.5 |
1,259.7 |
1,273.5 |
|
S4 |
1,242.6 |
1,247.8 |
1,270.3 |
|
|
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 |
1,293.2 |
1,271.0 |
22.2 |
1.7% |
11.1 |
0.9% |
26% |
False |
False |
265,840 |
10 |
1,317.1 |
1,271.0 |
46.1 |
3.6% |
13.8 |
1.1% |
13% |
False |
False |
311,897 |
20 |
1,362.4 |
1,271.0 |
91.4 |
7.2% |
14.2 |
1.1% |
6% |
False |
False |
316,088 |
40 |
1,362.4 |
1,265.9 |
96.5 |
7.6% |
14.6 |
1.1% |
11% |
False |
False |
316,328 |
60 |
1,362.4 |
1,219.8 |
142.6 |
11.2% |
13.6 |
1.1% |
40% |
False |
False |
250,065 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
43% |
False |
False |
190,772 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
43% |
False |
False |
153,491 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
43% |
False |
False |
128,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.6 |
2.618 |
1,316.2 |
1.618 |
1,304.3 |
1.000 |
1,296.9 |
0.618 |
1,292.4 |
HIGH |
1,285.0 |
0.618 |
1,280.5 |
0.500 |
1,279.1 |
0.382 |
1,277.6 |
LOW |
1,273.1 |
0.618 |
1,265.7 |
1.000 |
1,261.2 |
1.618 |
1,253.8 |
2.618 |
1,241.9 |
4.250 |
1,222.5 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,279.1 |
1,278.0 |
PP |
1,278.3 |
1,277.6 |
S1 |
1,277.6 |
1,277.2 |
|