Trading Metrics calculated at close of trading on 25-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,283.9 |
1,278.0 |
-5.9 |
-0.5% |
1,306.0 |
High |
1,285.3 |
1,281.3 |
-4.0 |
-0.3% |
1,308.4 |
Low |
1,274.8 |
1,272.0 |
-2.8 |
-0.2% |
1,277.6 |
Close |
1,278.3 |
1,279.0 |
0.7 |
0.1% |
1,280.5 |
Range |
10.5 |
9.3 |
-1.2 |
-11.4% |
30.8 |
ATR |
13.8 |
13.5 |
-0.3 |
-2.3% |
0.0 |
Volume |
268,907 |
379,396 |
110,489 |
41.1% |
1,542,755 |
|
Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.3 |
1,301.5 |
1,284.1 |
|
R3 |
1,296.0 |
1,292.2 |
1,281.6 |
|
R2 |
1,286.7 |
1,286.7 |
1,280.7 |
|
R1 |
1,282.9 |
1,282.9 |
1,279.9 |
1,284.8 |
PP |
1,277.4 |
1,277.4 |
1,277.4 |
1,278.4 |
S1 |
1,273.6 |
1,273.6 |
1,278.1 |
1,275.5 |
S2 |
1,268.1 |
1,268.1 |
1,277.3 |
|
S3 |
1,258.8 |
1,264.3 |
1,276.4 |
|
S4 |
1,249.5 |
1,255.0 |
1,273.9 |
|
|
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 |
1,292.9 |
1,272.0 |
20.9 |
1.6% |
11.9 |
0.9% |
33% |
False |
True |
320,660 |
10 |
1,308.4 |
1,272.0 |
36.4 |
2.8% |
12.5 |
1.0% |
19% |
False |
True |
301,919 |
20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.0 |
0.9% |
36% |
False |
False |
286,129 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.7 |
1.1% |
16% |
False |
False |
313,536 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.8 |
1.1% |
21% |
False |
False |
301,769 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
45% |
False |
False |
243,917 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
45% |
False |
False |
196,746 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
45% |
False |
False |
164,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.8 |
2.618 |
1,305.6 |
1.618 |
1,296.3 |
1.000 |
1,290.6 |
0.618 |
1,287.0 |
HIGH |
1,281.3 |
0.618 |
1,277.7 |
0.500 |
1,276.7 |
0.382 |
1,275.6 |
LOW |
1,272.0 |
0.618 |
1,266.3 |
1.000 |
1,262.7 |
1.618 |
1,257.0 |
2.618 |
1,247.7 |
4.250 |
1,232.5 |
|
|
Fisher Pivots for day following 25-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,278.2 |
1,278.9 |
PP |
1,277.4 |
1,278.8 |
S1 |
1,276.7 |
1,278.7 |
|