Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,277.5 |
1,270.6 |
-6.9 |
-0.5% |
1,282.2 |
High |
1,281.6 |
1,279.2 |
-2.4 |
-0.2% |
1,285.0 |
Low |
1,268.5 |
1,262.8 |
-5.7 |
-0.4% |
1,262.8 |
Close |
1,273.2 |
1,274.9 |
1.7 |
0.1% |
1,274.9 |
Range |
13.1 |
16.4 |
3.3 |
25.2% |
22.2 |
ATR |
14.7 |
14.9 |
0.1 |
0.8% |
0.0 |
Volume |
221,522 |
373,753 |
152,231 |
68.7% |
1,348,522 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.5 |
1,314.6 |
1,283.9 |
|
R3 |
1,305.1 |
1,298.2 |
1,279.4 |
|
R2 |
1,288.7 |
1,288.7 |
1,277.9 |
|
R1 |
1,281.8 |
1,281.8 |
1,276.4 |
1,285.3 |
PP |
1,272.3 |
1,272.3 |
1,272.3 |
1,274.0 |
S1 |
1,265.4 |
1,265.4 |
1,273.4 |
1,268.9 |
S2 |
1,255.9 |
1,255.9 |
1,271.9 |
|
S3 |
1,239.5 |
1,249.0 |
1,270.4 |
|
S4 |
1,223.1 |
1,232.6 |
1,265.9 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.8 |
1,330.1 |
1,287.1 |
|
R3 |
1,318.6 |
1,307.9 |
1,281.0 |
|
R2 |
1,296.4 |
1,296.4 |
1,279.0 |
|
R1 |
1,285.7 |
1,285.7 |
1,276.9 |
1,280.0 |
PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,271.4 |
S1 |
1,263.5 |
1,263.5 |
1,272.9 |
1,257.8 |
S2 |
1,252.0 |
1,252.0 |
1,270.8 |
|
S3 |
1,229.8 |
1,241.3 |
1,268.8 |
|
S4 |
1,207.6 |
1,219.1 |
1,262.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.0 |
1,262.8 |
22.2 |
1.7% |
11.7 |
0.9% |
55% |
False |
True |
269,704 |
10 |
1,317.1 |
1,262.8 |
54.3 |
4.3% |
14.6 |
1.1% |
22% |
False |
True |
304,756 |
20 |
1,344.6 |
1,262.8 |
81.8 |
6.4% |
14.0 |
1.1% |
15% |
False |
True |
308,331 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.5 |
1.1% |
12% |
False |
True |
317,190 |
60 |
1,362.4 |
1,221.0 |
141.4 |
11.1% |
13.7 |
1.1% |
38% |
False |
False |
258,719 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.2 |
1.0% |
42% |
False |
False |
198,124 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.2 |
1.0% |
42% |
False |
False |
159,395 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.9 |
1.0% |
42% |
False |
False |
133,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.9 |
2.618 |
1,322.1 |
1.618 |
1,305.7 |
1.000 |
1,295.6 |
0.618 |
1,289.3 |
HIGH |
1,279.2 |
0.618 |
1,272.9 |
0.500 |
1,271.0 |
0.382 |
1,269.1 |
LOW |
1,262.8 |
0.618 |
1,252.7 |
1.000 |
1,246.4 |
1.618 |
1,236.3 |
2.618 |
1,219.9 |
4.250 |
1,193.1 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.6 |
1,274.6 |
PP |
1,272.3 |
1,274.2 |
S1 |
1,271.0 |
1,273.9 |
|