Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,286.9 |
1,282.8 |
-4.1 |
-0.3% |
1,278.6 |
High |
1,290.8 |
1,292.8 |
2.0 |
0.2% |
1,306.4 |
Low |
1,278.6 |
1,277.6 |
-1.0 |
-0.1% |
1,277.7 |
Close |
1,283.0 |
1,290.0 |
7.0 |
0.5% |
1,304.6 |
Range |
12.2 |
15.2 |
3.0 |
24.6% |
28.7 |
ATR |
14.3 |
14.3 |
0.1 |
0.5% |
0.0 |
Volume |
258,543 |
355,713 |
97,170 |
37.6% |
1,322,580 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.4 |
1,326.4 |
1,298.4 |
|
R3 |
1,317.2 |
1,311.2 |
1,294.2 |
|
R2 |
1,302.0 |
1,302.0 |
1,292.8 |
|
R1 |
1,296.0 |
1,296.0 |
1,291.4 |
1,299.0 |
PP |
1,286.8 |
1,286.8 |
1,286.8 |
1,288.3 |
S1 |
1,280.8 |
1,280.8 |
1,288.6 |
1,283.8 |
S2 |
1,271.6 |
1,271.6 |
1,287.2 |
|
S3 |
1,256.4 |
1,265.6 |
1,285.8 |
|
S4 |
1,241.2 |
1,250.4 |
1,281.6 |
|
|
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 |
1,277.6 |
30.8 |
2.4% |
14.4 |
1.1% |
40% |
False |
True |
305,103 |
10 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
12.8 |
1.0% |
60% |
False |
False |
292,428 |
20 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
13.3 |
1.0% |
50% |
False |
False |
293,128 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
14.4 |
1.1% |
27% |
False |
False |
317,036 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.8 |
1.1% |
31% |
False |
False |
294,159 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.4 |
1.0% |
52% |
False |
False |
229,245 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.2 |
1.0% |
52% |
False |
False |
184,427 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
12.9 |
1.0% |
52% |
False |
False |
154,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.4 |
2.618 |
1,332.6 |
1.618 |
1,317.4 |
1.000 |
1,308.0 |
0.618 |
1,302.2 |
HIGH |
1,292.8 |
0.618 |
1,287.0 |
0.500 |
1,285.2 |
0.382 |
1,283.4 |
LOW |
1,277.6 |
0.618 |
1,268.2 |
1.000 |
1,262.4 |
1.618 |
1,253.0 |
2.618 |
1,237.8 |
4.250 |
1,213.0 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,288.4 |
1,289.3 |
PP |
1,286.8 |
1,288.7 |
S1 |
1,285.2 |
1,288.0 |
|