Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,270.6 |
1,278.6 |
8.0 |
0.6% |
1,282.2 |
High |
1,279.2 |
1,288.0 |
8.8 |
0.7% |
1,285.0 |
Low |
1,262.8 |
1,277.7 |
14.9 |
1.2% |
1,262.8 |
Close |
1,274.9 |
1,285.0 |
10.1 |
0.8% |
1,274.9 |
Range |
16.4 |
10.3 |
-6.1 |
-37.2% |
22.2 |
ATR |
14.9 |
14.7 |
-0.1 |
-0.8% |
0.0 |
Volume |
373,753 |
200,991 |
-172,762 |
-46.2% |
1,348,522 |
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.5 |
1,310.0 |
1,290.7 |
|
R3 |
1,304.2 |
1,299.7 |
1,287.8 |
|
R2 |
1,293.9 |
1,293.9 |
1,286.9 |
|
R1 |
1,289.4 |
1,289.4 |
1,285.9 |
1,291.7 |
PP |
1,283.6 |
1,283.6 |
1,283.6 |
1,284.7 |
S1 |
1,279.1 |
1,279.1 |
1,284.1 |
1,281.4 |
S2 |
1,273.3 |
1,273.3 |
1,283.1 |
|
S3 |
1,263.0 |
1,268.8 |
1,282.2 |
|
S4 |
1,252.7 |
1,258.5 |
1,279.3 |
|
|
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 |
1,288.0 |
1,262.8 |
25.2 |
2.0% |
11.6 |
0.9% |
88% |
True |
False |
255,361 |
10 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
13.2 |
1.0% |
41% |
False |
False |
288,588 |
20 |
1,340.5 |
1,262.8 |
77.7 |
6.0% |
13.9 |
1.1% |
29% |
False |
False |
303,225 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.5 |
1.1% |
22% |
False |
False |
315,582 |
60 |
1,362.4 |
1,234.9 |
127.5 |
9.9% |
13.6 |
1.1% |
39% |
False |
False |
261,488 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
49% |
False |
False |
200,570 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
49% |
False |
False |
161,354 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.8 |
1.0% |
49% |
False |
False |
135,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.8 |
2.618 |
1,315.0 |
1.618 |
1,304.7 |
1.000 |
1,298.3 |
0.618 |
1,294.4 |
HIGH |
1,288.0 |
0.618 |
1,284.1 |
0.500 |
1,282.9 |
0.382 |
1,281.6 |
LOW |
1,277.7 |
0.618 |
1,271.3 |
1.000 |
1,267.4 |
1.618 |
1,261.0 |
2.618 |
1,250.7 |
4.250 |
1,233.9 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.3 |
1,281.8 |
PP |
1,283.6 |
1,278.6 |
S1 |
1,282.9 |
1,275.4 |
|