Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,992.5 |
13,010.0 |
17.5 |
0.1% |
12,979.0 |
High |
13,026.0 |
13,089.0 |
63.0 |
0.5% |
13,031.5 |
Low |
12,958.5 |
12,995.0 |
36.5 |
0.3% |
12,899.0 |
Close |
13,012.0 |
13,029.5 |
17.5 |
0.1% |
12,991.0 |
Range |
67.5 |
94.0 |
26.5 |
39.3% |
132.5 |
ATR |
80.6 |
81.6 |
1.0 |
1.2% |
0.0 |
Volume |
66,077 |
109,125 |
43,048 |
65.1% |
279,311 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,319.8 |
13,268.7 |
13,081.2 |
|
R3 |
13,225.8 |
13,174.7 |
13,055.4 |
|
R2 |
13,131.8 |
13,131.8 |
13,046.7 |
|
R1 |
13,080.7 |
13,080.7 |
13,038.1 |
13,106.3 |
PP |
13,037.8 |
13,037.8 |
13,037.8 |
13,050.6 |
S1 |
12,986.7 |
12,986.7 |
13,020.9 |
13,012.3 |
S2 |
12,943.8 |
12,943.8 |
13,012.3 |
|
S3 |
12,849.8 |
12,892.7 |
13,003.7 |
|
S4 |
12,755.8 |
12,798.7 |
12,977.8 |
|
|
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 |
13,089.0 |
12,934.0 |
155.0 |
1.2% |
66.2 |
0.5% |
62% |
True |
False |
68,232 |
10 |
13,089.0 |
12,899.0 |
190.0 |
1.5% |
64.1 |
0.5% |
69% |
True |
False |
61,651 |
20 |
13,089.0 |
12,538.5 |
550.5 |
4.2% |
68.8 |
0.5% |
89% |
True |
False |
58,548 |
40 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
85.9 |
0.7% |
95% |
True |
False |
42,348 |
60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
97.7 |
0.7% |
95% |
True |
False |
28,322 |
80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
103.9 |
0.8% |
95% |
True |
False |
21,307 |
100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
102.7 |
0.8% |
95% |
True |
False |
17,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,488.5 |
2.618 |
13,335.1 |
1.618 |
13,241.1 |
1.000 |
13,183.0 |
0.618 |
13,147.1 |
HIGH |
13,089.0 |
0.618 |
13,053.1 |
0.500 |
13,042.0 |
0.382 |
13,030.9 |
LOW |
12,995.0 |
0.618 |
12,936.9 |
1.000 |
12,901.0 |
1.618 |
12,842.9 |
2.618 |
12,748.9 |
4.250 |
12,595.5 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,042.0 |
13,027.6 |
PP |
13,037.8 |
13,025.7 |
S1 |
13,033.7 |
13,023.8 |
|