Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,863.5 |
12,885.5 |
22.0 |
0.2% |
12,552.0 |
High |
12,907.0 |
12,885.5 |
-21.5 |
-0.2% |
12,840.0 |
Low |
12,838.5 |
12,885.5 |
47.0 |
0.4% |
12,538.5 |
Close |
12,885.5 |
12,885.5 |
0.0 |
0.0% |
12,798.0 |
Range |
68.5 |
0.0 |
-68.5 |
-100.0% |
301.5 |
ATR |
108.0 |
100.3 |
-7.7 |
-7.1% |
0.0 |
Volume |
73,970 |
0 |
-73,970 |
-100.0% |
307,034 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,885.5 |
12,885.5 |
12,885.5 |
|
R3 |
12,885.5 |
12,885.5 |
12,885.5 |
|
R2 |
12,885.5 |
12,885.5 |
12,885.5 |
|
R1 |
12,885.5 |
12,885.5 |
12,885.5 |
12,885.5 |
PP |
12,885.5 |
12,885.5 |
12,885.5 |
12,885.5 |
S1 |
12,885.5 |
12,885.5 |
12,885.5 |
12,885.5 |
S2 |
12,885.5 |
12,885.5 |
12,885.5 |
|
S3 |
12,885.5 |
12,885.5 |
12,885.5 |
|
S4 |
12,885.5 |
12,885.5 |
12,885.5 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,630.0 |
13,515.5 |
12,963.8 |
|
R3 |
13,328.5 |
13,214.0 |
12,880.9 |
|
R2 |
13,027.0 |
13,027.0 |
12,853.3 |
|
R1 |
12,912.5 |
12,912.5 |
12,825.6 |
12,969.8 |
PP |
12,725.5 |
12,725.5 |
12,725.5 |
12,754.1 |
S1 |
12,611.0 |
12,611.0 |
12,770.4 |
12,668.3 |
S2 |
12,424.0 |
12,424.0 |
12,742.7 |
|
S3 |
12,122.5 |
12,309.5 |
12,715.1 |
|
S4 |
11,821.0 |
12,008.0 |
12,632.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,907.0 |
12,613.0 |
294.0 |
2.3% |
67.9 |
0.5% |
93% |
False |
False |
51,362 |
10 |
12,907.0 |
12,504.0 |
403.0 |
3.1% |
77.0 |
0.6% |
95% |
False |
False |
55,627 |
20 |
12,907.0 |
12,052.5 |
854.5 |
6.6% |
86.9 |
0.7% |
97% |
False |
False |
50,849 |
40 |
12,907.0 |
11,865.0 |
1,042.0 |
8.1% |
101.6 |
0.8% |
98% |
False |
False |
25,680 |
60 |
12,907.0 |
11,865.0 |
1,042.0 |
8.1% |
107.2 |
0.8% |
98% |
False |
False |
17,221 |
80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.3% |
110.1 |
0.9% |
95% |
False |
False |
12,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,885.5 |
2.618 |
12,885.5 |
1.618 |
12,885.5 |
1.000 |
12,885.5 |
0.618 |
12,885.5 |
HIGH |
12,885.5 |
0.618 |
12,885.5 |
0.500 |
12,885.5 |
0.382 |
12,885.5 |
LOW |
12,885.5 |
0.618 |
12,885.5 |
1.000 |
12,885.5 |
1.618 |
12,885.5 |
2.618 |
12,885.5 |
4.250 |
12,885.5 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
12,885.5 |
12,859.9 |
PP |
12,885.5 |
12,834.3 |
S1 |
12,885.5 |
12,808.8 |
|