Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,292.0 |
1,281.5 |
-10.5 |
-0.8% |
1,306.0 |
High |
1,292.9 |
1,284.7 |
-8.2 |
-0.6% |
1,308.4 |
Low |
1,279.3 |
1,273.6 |
-5.7 |
-0.4% |
1,277.6 |
Close |
1,280.5 |
1,280.9 |
0.4 |
0.0% |
1,280.5 |
Range |
13.6 |
11.1 |
-2.5 |
-18.4% |
30.8 |
ATR |
14.3 |
14.1 |
-0.2 |
-1.6% |
0.0 |
Volume |
314,805 |
284,480 |
-30,325 |
-9.6% |
1,542,755 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.0 |
1,308.1 |
1,287.0 |
|
R3 |
1,301.9 |
1,297.0 |
1,284.0 |
|
R2 |
1,290.8 |
1,290.8 |
1,282.9 |
|
R1 |
1,285.9 |
1,285.9 |
1,281.9 |
1,282.8 |
PP |
1,279.7 |
1,279.7 |
1,279.7 |
1,278.2 |
S1 |
1,274.8 |
1,274.8 |
1,279.9 |
1,271.7 |
S2 |
1,268.6 |
1,268.6 |
1,278.9 |
|
S3 |
1,257.5 |
1,263.7 |
1,277.8 |
|
S4 |
1,246.4 |
1,252.6 |
1,274.8 |
|
|
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 |
1,298.4 |
1,273.6 |
24.8 |
1.9% |
13.5 |
1.1% |
29% |
False |
True |
311,190 |
10 |
1,308.4 |
1,273.6 |
34.8 |
2.7% |
12.6 |
1.0% |
21% |
False |
True |
294,882 |
20 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
12.9 |
1.0% |
33% |
False |
False |
291,735 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
14.3 |
1.1% |
18% |
False |
False |
316,885 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.8 |
1.1% |
23% |
False |
False |
297,275 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.4 |
1.0% |
46% |
False |
False |
236,494 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
46% |
False |
False |
190,343 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
46% |
False |
False |
159,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.9 |
2.618 |
1,313.8 |
1.618 |
1,302.7 |
1.000 |
1,295.8 |
0.618 |
1,291.6 |
HIGH |
1,284.7 |
0.618 |
1,280.5 |
0.500 |
1,279.2 |
0.382 |
1,277.8 |
LOW |
1,273.6 |
0.618 |
1,266.7 |
1.000 |
1,262.5 |
1.618 |
1,255.6 |
2.618 |
1,244.5 |
4.250 |
1,226.4 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,280.3 |
1,283.3 |
PP |
1,279.7 |
1,282.5 |
S1 |
1,279.2 |
1,281.7 |
|