Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,962.5 |
12,994.0 |
31.5 |
0.2% |
12,979.0 |
High |
12,995.5 |
13,031.5 |
36.0 |
0.3% |
13,031.5 |
Low |
12,934.0 |
12,955.0 |
21.0 |
0.2% |
12,899.0 |
Close |
12,980.5 |
12,991.0 |
10.5 |
0.1% |
12,991.0 |
Range |
61.5 |
76.5 |
15.0 |
24.4% |
132.5 |
ATR |
86.2 |
85.5 |
-0.7 |
-0.8% |
0.0 |
Volume |
64,806 |
42,970 |
-21,836 |
-33.7% |
279,311 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,222.0 |
13,183.0 |
13,033.1 |
|
R3 |
13,145.5 |
13,106.5 |
13,012.0 |
|
R2 |
13,069.0 |
13,069.0 |
13,005.0 |
|
R1 |
13,030.0 |
13,030.0 |
12,998.0 |
13,011.3 |
PP |
12,992.5 |
12,992.5 |
12,992.5 |
12,983.1 |
S1 |
12,953.5 |
12,953.5 |
12,984.0 |
12,934.8 |
S2 |
12,916.0 |
12,916.0 |
12,977.0 |
|
S3 |
12,839.5 |
12,877.0 |
12,970.0 |
|
S4 |
12,763.0 |
12,800.5 |
12,948.9 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,371.3 |
13,313.7 |
13,063.9 |
|
R3 |
13,238.8 |
13,181.2 |
13,027.4 |
|
R2 |
13,106.3 |
13,106.3 |
13,015.3 |
|
R1 |
13,048.7 |
13,048.7 |
13,003.1 |
13,077.5 |
PP |
12,973.8 |
12,973.8 |
12,973.8 |
12,988.3 |
S1 |
12,916.2 |
12,916.2 |
12,978.9 |
12,945.0 |
S2 |
12,841.3 |
12,841.3 |
12,966.7 |
|
S3 |
12,708.8 |
12,783.7 |
12,954.6 |
|
S4 |
12,576.3 |
12,651.2 |
12,918.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,031.5 |
12,899.0 |
132.5 |
1.0% |
67.6 |
0.5% |
69% |
True |
False |
55,862 |
10 |
13,031.5 |
12,838.5 |
193.0 |
1.5% |
60.7 |
0.5% |
79% |
True |
False |
50,985 |
20 |
13,031.5 |
12,504.0 |
527.5 |
4.1% |
72.1 |
0.6% |
92% |
True |
False |
55,423 |
40 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
90.3 |
0.7% |
97% |
True |
False |
36,533 |
60 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
101.5 |
0.8% |
97% |
True |
False |
24,464 |
80 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
105.6 |
0.8% |
97% |
True |
False |
18,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,356.6 |
2.618 |
13,231.8 |
1.618 |
13,155.3 |
1.000 |
13,108.0 |
0.618 |
13,078.8 |
HIGH |
13,031.5 |
0.618 |
13,002.3 |
0.500 |
12,993.3 |
0.382 |
12,984.2 |
LOW |
12,955.0 |
0.618 |
12,907.7 |
1.000 |
12,878.5 |
1.618 |
12,831.2 |
2.618 |
12,754.7 |
4.250 |
12,629.9 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
12,993.3 |
12,985.2 |
PP |
12,992.5 |
12,979.3 |
S1 |
12,991.8 |
12,973.5 |
|