Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,991.0 |
12,982.5 |
-8.5 |
-0.1% |
13,017.5 |
High |
13,066.0 |
13,051.5 |
-14.5 |
-0.1% |
13,089.0 |
Low |
12,965.0 |
12,975.0 |
10.0 |
0.1% |
12,903.0 |
Close |
12,997.0 |
13,017.0 |
20.0 |
0.2% |
12,979.0 |
Range |
101.0 |
76.5 |
-24.5 |
-24.3% |
186.0 |
ATR |
88.5 |
87.7 |
-0.9 |
-1.0% |
0.0 |
Volume |
67,224 |
94,868 |
27,644 |
41.1% |
372,192 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,244.0 |
13,207.0 |
13,059.1 |
|
R3 |
13,167.5 |
13,130.5 |
13,038.0 |
|
R2 |
13,091.0 |
13,091.0 |
13,031.0 |
|
R1 |
13,054.0 |
13,054.0 |
13,024.0 |
13,072.5 |
PP |
13,014.5 |
13,014.5 |
13,014.5 |
13,023.8 |
S1 |
12,977.5 |
12,977.5 |
13,010.0 |
12,996.0 |
S2 |
12,938.0 |
12,938.0 |
13,003.0 |
|
S3 |
12,861.5 |
12,901.0 |
12,996.0 |
|
S4 |
12,785.0 |
12,824.5 |
12,974.9 |
|
|
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% |
104.6 |
0.8% |
61% |
False |
False |
82,004 |
10 |
13,089.0 |
12,903.0 |
186.0 |
1.4% |
82.3 |
0.6% |
61% |
False |
False |
69,534 |
20 |
13,089.0 |
12,613.0 |
476.0 |
3.7% |
75.0 |
0.6% |
85% |
False |
False |
61,349 |
40 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
86.7 |
0.7% |
94% |
False |
False |
49,767 |
60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
98.1 |
0.8% |
94% |
False |
False |
33,319 |
80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
100.4 |
0.8% |
94% |
False |
False |
25,053 |
100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
104.0 |
0.8% |
94% |
False |
False |
20,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,376.6 |
2.618 |
13,251.8 |
1.618 |
13,175.3 |
1.000 |
13,128.0 |
0.618 |
13,098.8 |
HIGH |
13,051.5 |
0.618 |
13,022.3 |
0.500 |
13,013.3 |
0.382 |
13,004.2 |
LOW |
12,975.0 |
0.618 |
12,927.7 |
1.000 |
12,898.5 |
1.618 |
12,851.2 |
2.618 |
12,774.7 |
4.250 |
12,649.9 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,015.8 |
13,013.6 |
PP |
13,014.5 |
13,010.2 |
S1 |
13,013.3 |
13,006.8 |
|