Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,994.0 |
13,017.5 |
23.5 |
0.2% |
12,979.0 |
High |
13,031.5 |
13,002.0 |
-29.5 |
-0.2% |
13,031.5 |
Low |
12,955.0 |
12,970.5 |
15.5 |
0.1% |
12,899.0 |
Close |
12,991.0 |
12,998.0 |
7.0 |
0.1% |
12,991.0 |
Range |
76.5 |
31.5 |
-45.0 |
-58.8% |
132.5 |
ATR |
85.5 |
81.6 |
-3.9 |
-4.5% |
0.0 |
Volume |
42,970 |
58,186 |
15,216 |
35.4% |
279,311 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,084.7 |
13,072.8 |
13,015.3 |
|
R3 |
13,053.2 |
13,041.3 |
13,006.7 |
|
R2 |
13,021.7 |
13,021.7 |
13,003.8 |
|
R1 |
13,009.8 |
13,009.8 |
13,000.9 |
13,000.0 |
PP |
12,990.2 |
12,990.2 |
12,990.2 |
12,985.3 |
S1 |
12,978.3 |
12,978.3 |
12,995.1 |
12,968.5 |
S2 |
12,958.7 |
12,958.7 |
12,992.2 |
|
S3 |
12,927.2 |
12,946.8 |
12,989.3 |
|
S4 |
12,895.7 |
12,915.3 |
12,980.7 |
|
|
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% |
61.5 |
0.5% |
75% |
False |
False |
53,965 |
10 |
13,031.5 |
12,883.5 |
148.0 |
1.1% |
57.0 |
0.4% |
77% |
False |
False |
49,407 |
20 |
13,031.5 |
12,504.0 |
527.5 |
4.1% |
69.6 |
0.5% |
94% |
False |
False |
55,610 |
40 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
88.1 |
0.7% |
97% |
False |
False |
37,980 |
60 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
98.1 |
0.8% |
97% |
False |
False |
25,409 |
80 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
104.8 |
0.8% |
97% |
False |
False |
19,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,135.9 |
2.618 |
13,084.5 |
1.618 |
13,053.0 |
1.000 |
13,033.5 |
0.618 |
13,021.5 |
HIGH |
13,002.0 |
0.618 |
12,990.0 |
0.500 |
12,986.3 |
0.382 |
12,982.5 |
LOW |
12,970.5 |
0.618 |
12,951.0 |
1.000 |
12,939.0 |
1.618 |
12,919.5 |
2.618 |
12,888.0 |
4.250 |
12,836.6 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
12,994.1 |
12,992.9 |
PP |
12,990.2 |
12,987.8 |
S1 |
12,986.3 |
12,982.8 |
|