| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,885.5 |
12,954.0 |
68.5 |
0.5% |
12,552.0 |
| High |
12,885.5 |
12,974.5 |
89.0 |
0.7% |
12,840.0 |
| Low |
12,885.5 |
12,883.5 |
-2.0 |
0.0% |
12,538.5 |
| Close |
12,885.5 |
12,956.0 |
70.5 |
0.5% |
12,798.0 |
| Range |
0.0 |
91.0 |
91.0 |
|
301.5 |
| ATR |
100.3 |
99.6 |
-0.7 |
-0.7% |
0.0 |
| Volume |
0 |
52,762 |
52,762 |
|
307,034 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,211.0 |
13,174.5 |
13,006.1 |
|
| R3 |
13,120.0 |
13,083.5 |
12,981.0 |
|
| R2 |
13,029.0 |
13,029.0 |
12,972.7 |
|
| R1 |
12,992.5 |
12,992.5 |
12,964.3 |
13,010.8 |
| PP |
12,938.0 |
12,938.0 |
12,938.0 |
12,947.1 |
| S1 |
12,901.5 |
12,901.5 |
12,947.7 |
12,919.8 |
| S2 |
12,847.0 |
12,847.0 |
12,939.3 |
|
| S3 |
12,756.0 |
12,810.5 |
12,931.0 |
|
| S4 |
12,665.0 |
12,719.5 |
12,906.0 |
|
|
| 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 |
12,974.5 |
12,654.0 |
320.5 |
2.5% |
70.0 |
0.5% |
94% |
True |
False |
50,377 |
| 10 |
12,974.5 |
12,538.5 |
436.0 |
3.4% |
73.6 |
0.6% |
96% |
True |
False |
55,446 |
| 20 |
12,974.5 |
12,235.0 |
739.5 |
5.7% |
79.7 |
0.6% |
97% |
True |
False |
53,236 |
| 40 |
12,974.5 |
11,865.0 |
1,109.5 |
8.6% |
100.7 |
0.8% |
98% |
True |
False |
26,992 |
| 60 |
12,974.5 |
11,865.0 |
1,109.5 |
8.6% |
106.8 |
0.8% |
98% |
True |
False |
18,098 |
| 80 |
12,974.5 |
11,865.0 |
1,109.5 |
8.6% |
110.4 |
0.9% |
98% |
True |
False |
13,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,361.3 |
|
2.618 |
13,212.7 |
|
1.618 |
13,121.7 |
|
1.000 |
13,065.5 |
|
0.618 |
13,030.7 |
|
HIGH |
12,974.5 |
|
0.618 |
12,939.7 |
|
0.500 |
12,929.0 |
|
0.382 |
12,918.3 |
|
LOW |
12,883.5 |
|
0.618 |
12,827.3 |
|
1.000 |
12,792.5 |
|
1.618 |
12,736.3 |
|
2.618 |
12,645.3 |
|
4.250 |
12,496.8 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,947.0 |
12,939.5 |
| PP |
12,938.0 |
12,923.0 |
| S1 |
12,929.0 |
12,906.5 |
|