Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
13,017.5 |
12,992.5 |
-25.0 |
-0.2% |
12,979.0 |
High |
13,002.0 |
13,026.0 |
24.0 |
0.2% |
13,031.5 |
Low |
12,970.5 |
12,958.5 |
-12.0 |
-0.1% |
12,899.0 |
Close |
12,998.0 |
13,012.0 |
14.0 |
0.1% |
12,991.0 |
Range |
31.5 |
67.5 |
36.0 |
114.3% |
132.5 |
ATR |
81.6 |
80.6 |
-1.0 |
-1.2% |
0.0 |
Volume |
58,186 |
66,077 |
7,891 |
13.6% |
279,311 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,201.3 |
13,174.2 |
13,049.1 |
|
R3 |
13,133.8 |
13,106.7 |
13,030.6 |
|
R2 |
13,066.3 |
13,066.3 |
13,024.4 |
|
R1 |
13,039.2 |
13,039.2 |
13,018.2 |
13,052.8 |
PP |
12,998.8 |
12,998.8 |
12,998.8 |
13,005.6 |
S1 |
12,971.7 |
12,971.7 |
13,005.8 |
12,985.3 |
S2 |
12,931.3 |
12,931.3 |
12,999.6 |
|
S3 |
12,863.8 |
12,904.2 |
12,993.4 |
|
S4 |
12,796.3 |
12,836.7 |
12,974.9 |
|
|
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 |
12,915.5 |
116.0 |
0.9% |
59.9 |
0.5% |
83% |
False |
False |
57,064 |
10 |
13,031.5 |
12,883.5 |
148.0 |
1.1% |
63.8 |
0.5% |
87% |
False |
False |
56,015 |
20 |
13,031.5 |
12,504.0 |
527.5 |
4.1% |
70.4 |
0.5% |
96% |
False |
False |
55,821 |
40 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
86.8 |
0.7% |
98% |
False |
False |
39,626 |
60 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
97.5 |
0.7% |
98% |
False |
False |
26,505 |
80 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
104.7 |
0.8% |
98% |
False |
False |
19,944 |
100 |
13,031.5 |
11,865.0 |
1,166.5 |
9.0% |
102.1 |
0.8% |
98% |
False |
False |
15,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,312.9 |
2.618 |
13,202.7 |
1.618 |
13,135.2 |
1.000 |
13,093.5 |
0.618 |
13,067.7 |
HIGH |
13,026.0 |
0.618 |
13,000.2 |
0.500 |
12,992.3 |
0.382 |
12,984.3 |
LOW |
12,958.5 |
0.618 |
12,916.8 |
1.000 |
12,891.0 |
1.618 |
12,849.3 |
2.618 |
12,781.8 |
4.250 |
12,671.6 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,005.4 |
13,005.8 |
PP |
12,998.8 |
12,999.5 |
S1 |
12,992.3 |
12,993.3 |
|