Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,297.2 |
1,286.9 |
-10.3 |
-0.8% |
1,278.6 |
High |
1,298.4 |
1,290.8 |
-7.6 |
-0.6% |
1,306.4 |
Low |
1,283.2 |
1,278.6 |
-4.6 |
-0.4% |
1,277.7 |
Close |
1,286.2 |
1,283.0 |
-3.2 |
-0.2% |
1,304.6 |
Range |
15.2 |
12.2 |
-3.0 |
-19.7% |
28.7 |
ATR |
14.4 |
14.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
342,411 |
258,543 |
-83,868 |
-24.5% |
1,322,580 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.7 |
1,314.1 |
1,289.7 |
|
R3 |
1,308.5 |
1,301.9 |
1,286.4 |
|
R2 |
1,296.3 |
1,296.3 |
1,285.2 |
|
R1 |
1,289.7 |
1,289.7 |
1,284.1 |
1,286.9 |
PP |
1,284.1 |
1,284.1 |
1,284.1 |
1,282.8 |
S1 |
1,277.5 |
1,277.5 |
1,281.9 |
1,274.7 |
S2 |
1,271.9 |
1,271.9 |
1,280.8 |
|
S3 |
1,259.7 |
1,265.3 |
1,279.6 |
|
S4 |
1,247.5 |
1,253.1 |
1,276.3 |
|
|
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 |
1,278.6 |
29.8 |
2.3% |
13.0 |
1.0% |
15% |
False |
True |
283,178 |
10 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.6 |
1.0% |
44% |
False |
False |
279,009 |
20 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
13.2 |
1.0% |
37% |
False |
False |
295,453 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.3 |
1.1% |
20% |
False |
False |
314,035 |
60 |
1,362.4 |
1,249.4 |
113.0 |
8.8% |
13.9 |
1.1% |
30% |
False |
False |
289,827 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.3 |
1.0% |
48% |
False |
False |
224,979 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
48% |
False |
False |
180,960 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
48% |
False |
False |
151,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.7 |
2.618 |
1,322.7 |
1.618 |
1,310.5 |
1.000 |
1,303.0 |
0.618 |
1,298.3 |
HIGH |
1,290.8 |
0.618 |
1,286.1 |
0.500 |
1,284.7 |
0.382 |
1,283.3 |
LOW |
1,278.6 |
0.618 |
1,271.1 |
1.000 |
1,266.4 |
1.618 |
1,258.9 |
2.618 |
1,246.7 |
4.250 |
1,226.8 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.7 |
1,293.5 |
PP |
1,284.1 |
1,290.0 |
S1 |
1,283.6 |
1,286.5 |
|