Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.8 |
1,292.0 |
9.2 |
0.7% |
1,306.0 |
High |
1,292.8 |
1,292.9 |
0.1 |
0.0% |
1,308.4 |
Low |
1,277.6 |
1,279.3 |
1.7 |
0.1% |
1,277.6 |
Close |
1,290.0 |
1,280.5 |
-9.5 |
-0.7% |
1,280.5 |
Range |
15.2 |
13.6 |
-1.6 |
-10.5% |
30.8 |
ATR |
14.3 |
14.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
355,713 |
314,805 |
-40,908 |
-11.5% |
1,542,755 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.0 |
1,316.4 |
1,288.0 |
|
R3 |
1,311.4 |
1,302.8 |
1,284.2 |
|
R2 |
1,297.8 |
1,297.8 |
1,283.0 |
|
R1 |
1,289.2 |
1,289.2 |
1,281.7 |
1,286.7 |
PP |
1,284.2 |
1,284.2 |
1,284.2 |
1,283.0 |
S1 |
1,275.6 |
1,275.6 |
1,279.3 |
1,273.1 |
S2 |
1,270.6 |
1,270.6 |
1,278.0 |
|
S3 |
1,257.0 |
1,262.0 |
1,276.8 |
|
S4 |
1,243.4 |
1,248.4 |
1,273.0 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.2 |
1,361.7 |
1,297.4 |
|
R3 |
1,350.4 |
1,330.9 |
1,289.0 |
|
R2 |
1,319.6 |
1,319.6 |
1,286.1 |
|
R1 |
1,300.1 |
1,300.1 |
1,283.3 |
1,294.5 |
PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,286.0 |
S1 |
1,269.3 |
1,269.3 |
1,277.7 |
1,263.7 |
S2 |
1,258.0 |
1,258.0 |
1,274.9 |
|
S3 |
1,227.2 |
1,238.5 |
1,272.0 |
|
S4 |
1,196.4 |
1,207.7 |
1,263.6 |
|
|
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% |
9% |
False |
False |
308,551 |
10 |
1,308.4 |
1,277.6 |
30.8 |
2.4% |
12.5 |
1.0% |
9% |
False |
False |
286,533 |
20 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
13.6 |
1.1% |
33% |
False |
False |
295,645 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.6 |
1.1% |
18% |
False |
False |
318,738 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.8 |
1.1% |
22% |
False |
False |
296,715 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.4 |
1.0% |
46% |
False |
False |
233,119 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
46% |
False |
False |
187,527 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
46% |
False |
False |
157,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.7 |
2.618 |
1,328.5 |
1.618 |
1,314.9 |
1.000 |
1,306.5 |
0.618 |
1,301.3 |
HIGH |
1,292.9 |
0.618 |
1,287.7 |
0.500 |
1,286.1 |
0.382 |
1,284.5 |
LOW |
1,279.3 |
0.618 |
1,270.9 |
1.000 |
1,265.7 |
1.618 |
1,257.3 |
2.618 |
1,243.7 |
4.250 |
1,221.5 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,286.1 |
1,285.3 |
PP |
1,284.2 |
1,283.7 |
S1 |
1,282.4 |
1,282.1 |
|