Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,278.6 |
1,268.0 |
-10.6 |
-0.8% |
1,281.5 |
High |
1,283.8 |
1,275.2 |
-8.6 |
-0.7% |
1,285.3 |
Low |
1,266.4 |
1,263.8 |
-2.6 |
-0.2% |
1,263.8 |
Close |
1,269.6 |
1,271.8 |
2.2 |
0.2% |
1,271.8 |
Range |
17.4 |
11.4 |
-6.0 |
-34.5% |
21.5 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.2% |
0.0 |
Volume |
384,122 |
363,096 |
-21,026 |
-5.5% |
1,680,001 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.5 |
1,299.5 |
1,278.1 |
|
R3 |
1,293.1 |
1,288.1 |
1,274.9 |
|
R2 |
1,281.7 |
1,281.7 |
1,273.9 |
|
R1 |
1,276.7 |
1,276.7 |
1,272.8 |
1,279.2 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,271.5 |
S1 |
1,265.3 |
1,265.3 |
1,270.8 |
1,267.8 |
S2 |
1,258.9 |
1,258.9 |
1,269.7 |
|
S3 |
1,247.5 |
1,253.9 |
1,268.7 |
|
S4 |
1,236.1 |
1,242.5 |
1,265.5 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.1 |
1,326.5 |
1,283.6 |
|
R3 |
1,316.6 |
1,305.0 |
1,277.7 |
|
R2 |
1,295.1 |
1,295.1 |
1,275.7 |
|
R1 |
1,283.5 |
1,283.5 |
1,273.8 |
1,278.6 |
PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,271.2 |
S1 |
1,262.0 |
1,262.0 |
1,269.8 |
1,257.1 |
S2 |
1,252.1 |
1,252.1 |
1,267.9 |
|
S3 |
1,230.6 |
1,240.5 |
1,265.9 |
|
S4 |
1,209.1 |
1,219.0 |
1,260.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.3 |
1,263.8 |
21.5 |
1.7% |
11.9 |
0.9% |
37% |
False |
True |
336,000 |
10 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
13.2 |
1.0% |
18% |
False |
True |
322,275 |
20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.2 |
1.0% |
20% |
False |
False |
294,692 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
9% |
False |
False |
312,905 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
13.9 |
1.1% |
14% |
False |
False |
307,256 |
80 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.4 |
1.1% |
40% |
False |
False |
252,635 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
40% |
False |
False |
204,130 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.9 |
1.0% |
40% |
False |
False |
170,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.7 |
2.618 |
1,305.0 |
1.618 |
1,293.6 |
1.000 |
1,286.6 |
0.618 |
1,282.2 |
HIGH |
1,275.2 |
0.618 |
1,270.8 |
0.500 |
1,269.5 |
0.382 |
1,268.2 |
LOW |
1,263.8 |
0.618 |
1,256.8 |
1.000 |
1,252.4 |
1.618 |
1,245.4 |
2.618 |
1,234.0 |
4.250 |
1,215.4 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,271.0 |
1,273.8 |
PP |
1,270.3 |
1,273.1 |
S1 |
1,269.5 |
1,272.5 |
|