Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,278.0 |
1,278.6 |
0.6 |
0.0% |
1,306.0 |
High |
1,281.3 |
1,283.8 |
2.5 |
0.2% |
1,308.4 |
Low |
1,272.0 |
1,266.4 |
-5.6 |
-0.4% |
1,277.6 |
Close |
1,279.0 |
1,269.6 |
-9.4 |
-0.7% |
1,280.5 |
Range |
9.3 |
17.4 |
8.1 |
87.1% |
30.8 |
ATR |
13.5 |
13.8 |
0.3 |
2.1% |
0.0 |
Volume |
379,396 |
384,122 |
4,726 |
1.2% |
1,542,755 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.5 |
1,314.9 |
1,279.2 |
|
R3 |
1,308.1 |
1,297.5 |
1,274.4 |
|
R2 |
1,290.7 |
1,290.7 |
1,272.8 |
|
R1 |
1,280.1 |
1,280.1 |
1,271.2 |
1,276.7 |
PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,271.6 |
S1 |
1,262.7 |
1,262.7 |
1,268.0 |
1,259.3 |
S2 |
1,255.9 |
1,255.9 |
1,266.4 |
|
S3 |
1,238.5 |
1,245.3 |
1,264.8 |
|
S4 |
1,221.1 |
1,227.9 |
1,260.0 |
|
|
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 |
1,292.9 |
1,266.4 |
26.5 |
2.1% |
12.4 |
1.0% |
12% |
False |
True |
326,342 |
10 |
1,308.4 |
1,266.4 |
42.0 |
3.3% |
13.4 |
1.1% |
8% |
False |
True |
315,722 |
20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.4 |
1.0% |
15% |
False |
False |
290,910 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.9 |
1.1% |
7% |
False |
False |
311,628 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
13.9 |
1.1% |
12% |
False |
False |
304,654 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.3 |
1.0% |
39% |
False |
False |
248,293 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
39% |
False |
False |
200,537 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
39% |
False |
False |
167,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.8 |
2.618 |
1,329.4 |
1.618 |
1,312.0 |
1.000 |
1,301.2 |
0.618 |
1,294.6 |
HIGH |
1,283.8 |
0.618 |
1,277.2 |
0.500 |
1,275.1 |
0.382 |
1,273.0 |
LOW |
1,266.4 |
0.618 |
1,255.6 |
1.000 |
1,249.0 |
1.618 |
1,238.2 |
2.618 |
1,220.8 |
4.250 |
1,192.5 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,275.1 |
1,275.9 |
PP |
1,273.3 |
1,273.8 |
S1 |
1,271.4 |
1,271.7 |
|