Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
13,039.0 |
13,022.0 |
-17.0 |
-0.1% |
13,017.5 |
High |
13,043.5 |
13,058.5 |
15.0 |
0.1% |
13,089.0 |
Low |
12,903.0 |
12,947.5 |
44.5 |
0.3% |
12,903.0 |
Close |
12,977.0 |
12,979.0 |
2.0 |
0.0% |
12,979.0 |
Range |
140.5 |
111.0 |
-29.5 |
-21.0% |
186.0 |
ATR |
85.8 |
87.6 |
1.8 |
2.1% |
0.0 |
Volume |
68,313 |
70,491 |
2,178 |
3.2% |
372,192 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,328.0 |
13,264.5 |
13,040.1 |
|
R3 |
13,217.0 |
13,153.5 |
13,009.5 |
|
R2 |
13,106.0 |
13,106.0 |
12,999.4 |
|
R1 |
13,042.5 |
13,042.5 |
12,989.2 |
13,018.8 |
PP |
12,995.0 |
12,995.0 |
12,995.0 |
12,983.1 |
S1 |
12,931.5 |
12,931.5 |
12,968.8 |
12,907.8 |
S2 |
12,884.0 |
12,884.0 |
12,958.7 |
|
S3 |
12,773.0 |
12,820.5 |
12,948.5 |
|
S4 |
12,662.0 |
12,709.5 |
12,918.0 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,548.3 |
13,449.7 |
13,081.3 |
|
R3 |
13,362.3 |
13,263.7 |
13,030.2 |
|
R2 |
13,176.3 |
13,176.3 |
13,013.1 |
|
R1 |
13,077.7 |
13,077.7 |
12,996.1 |
13,034.0 |
PP |
12,990.3 |
12,990.3 |
12,990.3 |
12,968.5 |
S1 |
12,891.7 |
12,891.7 |
12,962.0 |
12,848.0 |
S2 |
12,804.3 |
12,804.3 |
12,944.9 |
|
S3 |
12,618.3 |
12,705.7 |
12,927.9 |
|
S4 |
12,432.3 |
12,519.7 |
12,876.7 |
|
|
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% |
88.9 |
0.7% |
41% |
False |
False |
74,438 |
10 |
13,089.0 |
12,899.0 |
190.0 |
1.5% |
78.3 |
0.6% |
42% |
False |
False |
65,150 |
20 |
13,089.0 |
12,538.5 |
550.5 |
4.2% |
74.5 |
0.6% |
80% |
False |
False |
59,454 |
40 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
87.7 |
0.7% |
91% |
False |
False |
45,813 |
60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
98.2 |
0.8% |
91% |
False |
False |
30,624 |
80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
100.8 |
0.8% |
91% |
False |
False |
23,031 |
100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
103.8 |
0.8% |
91% |
False |
False |
18,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,530.3 |
2.618 |
13,349.1 |
1.618 |
13,238.1 |
1.000 |
13,169.5 |
0.618 |
13,127.1 |
HIGH |
13,058.5 |
0.618 |
13,016.1 |
0.500 |
13,003.0 |
0.382 |
12,989.9 |
LOW |
12,947.5 |
0.618 |
12,878.9 |
1.000 |
12,836.5 |
1.618 |
12,767.9 |
2.618 |
12,656.9 |
4.250 |
12,475.8 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,003.0 |
12,996.0 |
PP |
12,995.0 |
12,990.3 |
S1 |
12,987.0 |
12,984.7 |
|