Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,306.0 |
1,297.2 |
-8.8 |
-0.7% |
1,278.6 |
High |
1,308.4 |
1,298.4 |
-10.0 |
-0.8% |
1,306.4 |
Low |
1,292.5 |
1,283.2 |
-9.3 |
-0.7% |
1,277.7 |
Close |
1,303.0 |
1,286.2 |
-16.8 |
-1.3% |
1,304.6 |
Range |
15.9 |
15.2 |
-0.7 |
-4.4% |
28.7 |
ATR |
14.0 |
14.4 |
0.4 |
2.9% |
0.0 |
Volume |
271,283 |
342,411 |
71,128 |
26.2% |
1,322,580 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.9 |
1,325.7 |
1,294.6 |
|
R3 |
1,319.7 |
1,310.5 |
1,290.4 |
|
R2 |
1,304.5 |
1,304.5 |
1,289.0 |
|
R1 |
1,295.3 |
1,295.3 |
1,287.6 |
1,292.3 |
PP |
1,289.3 |
1,289.3 |
1,289.3 |
1,287.8 |
S1 |
1,280.1 |
1,280.1 |
1,284.8 |
1,277.1 |
S2 |
1,274.1 |
1,274.1 |
1,283.4 |
|
S3 |
1,258.9 |
1,264.9 |
1,282.0 |
|
S4 |
1,243.7 |
1,249.7 |
1,277.8 |
|
|
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 |
1,283.2 |
25.2 |
2.0% |
12.3 |
1.0% |
12% |
False |
True |
283,740 |
10 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
12.6 |
1.0% |
51% |
False |
False |
280,466 |
20 |
1,319.8 |
1,262.8 |
57.0 |
4.4% |
13.6 |
1.1% |
41% |
False |
False |
300,097 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
14.3 |
1.1% |
23% |
False |
False |
314,296 |
60 |
1,362.4 |
1,249.4 |
113.0 |
8.8% |
13.8 |
1.1% |
33% |
False |
False |
286,556 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.4 |
1.0% |
50% |
False |
False |
221,798 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
50% |
False |
False |
178,425 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
50% |
False |
False |
149,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.0 |
2.618 |
1,338.2 |
1.618 |
1,323.0 |
1.000 |
1,313.6 |
0.618 |
1,307.8 |
HIGH |
1,298.4 |
0.618 |
1,292.6 |
0.500 |
1,290.8 |
0.382 |
1,289.0 |
LOW |
1,283.2 |
0.618 |
1,273.8 |
1.000 |
1,268.0 |
1.618 |
1,258.6 |
2.618 |
1,243.4 |
4.250 |
1,218.6 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,290.8 |
1,295.8 |
PP |
1,289.3 |
1,292.6 |
S1 |
1,287.7 |
1,289.4 |
|