Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,296.0 |
1,306.0 |
10.0 |
0.8% |
1,278.6 |
High |
1,306.4 |
1,308.4 |
2.0 |
0.2% |
1,306.4 |
Low |
1,292.9 |
1,292.5 |
-0.4 |
0.0% |
1,277.7 |
Close |
1,304.6 |
1,303.0 |
-1.6 |
-0.1% |
1,304.6 |
Range |
13.5 |
15.9 |
2.4 |
17.8% |
28.7 |
ATR |
13.9 |
14.0 |
0.1 |
1.0% |
0.0 |
Volume |
297,569 |
271,283 |
-26,286 |
-8.8% |
1,322,580 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.0 |
1,341.9 |
1,311.7 |
|
R3 |
1,333.1 |
1,326.0 |
1,307.4 |
|
R2 |
1,317.2 |
1,317.2 |
1,305.9 |
|
R1 |
1,310.1 |
1,310.1 |
1,304.5 |
1,305.7 |
PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,299.1 |
S1 |
1,294.2 |
1,294.2 |
1,301.5 |
1,289.8 |
S2 |
1,285.4 |
1,285.4 |
1,300.1 |
|
S3 |
1,269.5 |
1,278.3 |
1,298.6 |
|
S4 |
1,253.6 |
1,262.4 |
1,294.3 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.3 |
1,372.2 |
1,320.4 |
|
R3 |
1,353.6 |
1,343.5 |
1,312.5 |
|
R2 |
1,324.9 |
1,324.9 |
1,309.9 |
|
R1 |
1,314.8 |
1,314.8 |
1,307.2 |
1,319.9 |
PP |
1,296.2 |
1,296.2 |
1,296.2 |
1,298.8 |
S1 |
1,286.1 |
1,286.1 |
1,302.0 |
1,291.2 |
S2 |
1,267.5 |
1,267.5 |
1,299.3 |
|
S3 |
1,238.8 |
1,257.4 |
1,296.7 |
|
S4 |
1,210.1 |
1,228.7 |
1,288.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.4 |
1,284.6 |
23.8 |
1.8% |
11.7 |
0.9% |
77% |
True |
False |
278,574 |
10 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
11.7 |
0.9% |
88% |
True |
False |
266,967 |
20 |
1,319.8 |
1,262.8 |
57.0 |
4.4% |
13.2 |
1.0% |
71% |
False |
False |
296,741 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.6% |
14.2 |
1.1% |
40% |
False |
False |
312,273 |
60 |
1,362.4 |
1,249.4 |
113.0 |
8.7% |
13.7 |
1.0% |
47% |
False |
False |
281,919 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.3 |
1.0% |
61% |
False |
False |
217,621 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
13.1 |
1.0% |
61% |
False |
False |
175,066 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.6% |
12.9 |
1.0% |
61% |
False |
False |
146,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.0 |
2.618 |
1,350.0 |
1.618 |
1,334.1 |
1.000 |
1,324.3 |
0.618 |
1,318.2 |
HIGH |
1,308.4 |
0.618 |
1,302.3 |
0.500 |
1,300.5 |
0.382 |
1,298.6 |
LOW |
1,292.5 |
0.618 |
1,282.7 |
1.000 |
1,276.6 |
1.618 |
1,266.8 |
2.618 |
1,250.9 |
4.250 |
1,224.9 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,302.2 |
1,302.0 |
PP |
1,301.3 |
1,301.1 |
S1 |
1,300.5 |
1,300.1 |
|