Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,945.0 |
12,972.0 |
27.0 |
0.2% |
12,863.5 |
High |
12,979.0 |
12,985.0 |
6.0 |
0.0% |
12,985.0 |
Low |
12,923.5 |
12,931.0 |
7.5 |
0.1% |
12,838.5 |
Close |
12,954.5 |
12,945.5 |
-9.0 |
-0.1% |
12,945.5 |
Range |
55.5 |
54.0 |
-1.5 |
-2.7% |
146.5 |
ATR |
96.4 |
93.4 |
-3.0 |
-3.1% |
0.0 |
Volume |
57,838 |
45,976 |
-11,862 |
-20.5% |
230,546 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,115.8 |
13,084.7 |
12,975.2 |
|
R3 |
13,061.8 |
13,030.7 |
12,960.4 |
|
R2 |
13,007.8 |
13,007.8 |
12,955.4 |
|
R1 |
12,976.7 |
12,976.7 |
12,950.5 |
12,965.3 |
PP |
12,953.8 |
12,953.8 |
12,953.8 |
12,948.1 |
S1 |
12,922.7 |
12,922.7 |
12,940.6 |
12,911.3 |
S2 |
12,899.8 |
12,899.8 |
12,935.6 |
|
S3 |
12,845.8 |
12,868.7 |
12,930.7 |
|
S4 |
12,791.8 |
12,814.7 |
12,915.8 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,362.5 |
13,300.5 |
13,026.1 |
|
R3 |
13,216.0 |
13,154.0 |
12,985.8 |
|
R2 |
13,069.5 |
13,069.5 |
12,972.4 |
|
R1 |
13,007.5 |
13,007.5 |
12,958.9 |
13,038.5 |
PP |
12,923.0 |
12,923.0 |
12,923.0 |
12,938.5 |
S1 |
12,861.0 |
12,861.0 |
12,932.1 |
12,892.0 |
S2 |
12,776.5 |
12,776.5 |
12,918.6 |
|
S3 |
12,630.0 |
12,714.5 |
12,905.2 |
|
S4 |
12,483.5 |
12,568.0 |
12,864.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,985.0 |
12,838.5 |
146.5 |
1.1% |
53.8 |
0.4% |
73% |
True |
False |
46,109 |
10 |
12,985.0 |
12,538.5 |
446.5 |
3.4% |
70.7 |
0.5% |
91% |
True |
False |
53,758 |
20 |
12,985.0 |
12,355.5 |
629.5 |
4.9% |
76.3 |
0.6% |
94% |
True |
False |
56,330 |
40 |
12,985.0 |
11,865.0 |
1,120.0 |
8.7% |
95.4 |
0.7% |
96% |
True |
False |
29,572 |
60 |
12,985.0 |
11,865.0 |
1,120.0 |
8.7% |
104.7 |
0.8% |
96% |
True |
False |
19,823 |
80 |
12,985.0 |
11,865.0 |
1,120.0 |
8.7% |
107.7 |
0.8% |
96% |
True |
False |
14,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,214.5 |
2.618 |
13,126.4 |
1.618 |
13,072.4 |
1.000 |
13,039.0 |
0.618 |
13,018.4 |
HIGH |
12,985.0 |
0.618 |
12,964.4 |
0.500 |
12,958.0 |
0.382 |
12,951.6 |
LOW |
12,931.0 |
0.618 |
12,897.6 |
1.000 |
12,877.0 |
1.618 |
12,843.6 |
2.618 |
12,789.6 |
4.250 |
12,701.5 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
12,958.0 |
12,941.8 |
PP |
12,953.8 |
12,938.0 |
S1 |
12,949.7 |
12,934.3 |
|