Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
13,010.0 |
13,039.0 |
29.0 |
0.2% |
12,979.0 |
High |
13,089.0 |
13,043.5 |
-45.5 |
-0.3% |
13,031.5 |
Low |
12,995.0 |
12,903.0 |
-92.0 |
-0.7% |
12,899.0 |
Close |
13,029.5 |
12,977.0 |
-52.5 |
-0.4% |
12,991.0 |
Range |
94.0 |
140.5 |
46.5 |
49.5% |
132.5 |
ATR |
81.6 |
85.8 |
4.2 |
5.2% |
0.0 |
Volume |
109,125 |
68,313 |
-40,812 |
-37.4% |
279,311 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,396.0 |
13,327.0 |
13,054.3 |
|
R3 |
13,255.5 |
13,186.5 |
13,015.6 |
|
R2 |
13,115.0 |
13,115.0 |
13,002.8 |
|
R1 |
13,046.0 |
13,046.0 |
12,989.9 |
13,010.3 |
PP |
12,974.5 |
12,974.5 |
12,974.5 |
12,956.6 |
S1 |
12,905.5 |
12,905.5 |
12,964.1 |
12,869.8 |
S2 |
12,834.0 |
12,834.0 |
12,951.2 |
|
S3 |
12,693.5 |
12,765.0 |
12,938.4 |
|
S4 |
12,553.0 |
12,624.5 |
12,899.7 |
|
|
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 |
13,089.0 |
12,903.0 |
186.0 |
1.4% |
82.0 |
0.6% |
40% |
False |
True |
68,934 |
10 |
13,089.0 |
12,899.0 |
190.0 |
1.5% |
72.6 |
0.6% |
41% |
False |
False |
62,698 |
20 |
13,089.0 |
12,538.5 |
550.5 |
4.2% |
73.6 |
0.6% |
80% |
False |
False |
59,119 |
40 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
86.7 |
0.7% |
91% |
False |
False |
44,054 |
60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
98.5 |
0.8% |
91% |
False |
False |
29,453 |
80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
103.9 |
0.8% |
91% |
False |
False |
22,155 |
100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
103.5 |
0.8% |
91% |
False |
False |
17,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,640.6 |
2.618 |
13,411.3 |
1.618 |
13,270.8 |
1.000 |
13,184.0 |
0.618 |
13,130.3 |
HIGH |
13,043.5 |
0.618 |
12,989.8 |
0.500 |
12,973.3 |
0.382 |
12,956.7 |
LOW |
12,903.0 |
0.618 |
12,816.2 |
1.000 |
12,762.5 |
1.618 |
12,675.7 |
2.618 |
12,535.2 |
4.250 |
12,305.9 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
12,975.8 |
12,996.0 |
PP |
12,974.5 |
12,989.7 |
S1 |
12,973.3 |
12,983.3 |
|