Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,274.5 |
1,277.5 |
3.0 |
0.2% |
1,301.5 |
High |
1,285.0 |
1,281.6 |
-3.4 |
-0.3% |
1,317.1 |
Low |
1,273.1 |
1,268.5 |
-4.6 |
-0.4% |
1,278.2 |
Close |
1,276.8 |
1,273.2 |
-3.6 |
-0.3% |
1,284.8 |
Range |
11.9 |
13.1 |
1.2 |
10.1% |
38.9 |
ATR |
14.9 |
14.7 |
-0.1 |
-0.8% |
0.0 |
Volume |
273,119 |
221,522 |
-51,597 |
-18.9% |
1,699,046 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.7 |
1,306.6 |
1,280.4 |
|
R3 |
1,300.6 |
1,293.5 |
1,276.8 |
|
R2 |
1,287.5 |
1,287.5 |
1,275.6 |
|
R1 |
1,280.4 |
1,280.4 |
1,274.4 |
1,277.4 |
PP |
1,274.4 |
1,274.4 |
1,274.4 |
1,273.0 |
S1 |
1,267.3 |
1,267.3 |
1,272.0 |
1,264.3 |
S2 |
1,261.3 |
1,261.3 |
1,270.8 |
|
S3 |
1,248.2 |
1,254.2 |
1,269.6 |
|
S4 |
1,235.1 |
1,241.1 |
1,266.0 |
|
|
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 |
1,268.5 |
24.7 |
1.9% |
11.4 |
0.9% |
19% |
False |
True |
252,443 |
10 |
1,317.1 |
1,268.5 |
48.6 |
3.8% |
13.8 |
1.1% |
10% |
False |
True |
293,828 |
20 |
1,362.4 |
1,268.5 |
93.9 |
7.4% |
14.0 |
1.1% |
5% |
False |
True |
308,975 |
40 |
1,362.4 |
1,268.5 |
93.9 |
7.4% |
14.5 |
1.1% |
5% |
False |
True |
314,592 |
60 |
1,362.4 |
1,221.0 |
141.4 |
11.1% |
13.6 |
1.1% |
37% |
False |
False |
253,298 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.3 |
1.0% |
41% |
False |
False |
193,510 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.2 |
1.0% |
41% |
False |
False |
155,687 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.9 |
1.0% |
41% |
False |
False |
130,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.3 |
2.618 |
1,315.9 |
1.618 |
1,302.8 |
1.000 |
1,294.7 |
0.618 |
1,289.7 |
HIGH |
1,281.6 |
0.618 |
1,276.6 |
0.500 |
1,275.1 |
0.382 |
1,273.5 |
LOW |
1,268.5 |
0.618 |
1,260.4 |
1.000 |
1,255.4 |
1.618 |
1,247.3 |
2.618 |
1,234.2 |
4.250 |
1,212.8 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,275.1 |
1,276.8 |
PP |
1,274.4 |
1,275.6 |
S1 |
1,273.8 |
1,274.4 |
|