Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,995.5 |
12,977.0 |
-18.5 |
-0.1% |
13,017.5 |
High |
13,042.0 |
13,163.5 |
121.5 |
0.9% |
13,089.0 |
Low |
12,906.5 |
12,933.5 |
27.0 |
0.2% |
12,903.0 |
Close |
12,939.5 |
13,136.0 |
196.5 |
1.5% |
12,979.0 |
Range |
135.5 |
230.0 |
94.5 |
69.7% |
186.0 |
ATR |
91.1 |
101.0 |
9.9 |
10.9% |
0.0 |
Volume |
108,419 |
82,634 |
-25,785 |
-23.8% |
372,192 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,767.7 |
13,681.8 |
13,262.5 |
|
R3 |
13,537.7 |
13,451.8 |
13,199.3 |
|
R2 |
13,307.7 |
13,307.7 |
13,178.2 |
|
R1 |
13,221.8 |
13,221.8 |
13,157.1 |
13,264.8 |
PP |
13,077.7 |
13,077.7 |
13,077.7 |
13,099.1 |
S1 |
12,991.8 |
12,991.8 |
13,114.9 |
13,034.8 |
S2 |
12,847.7 |
12,847.7 |
13,093.8 |
|
S3 |
12,617.7 |
12,761.8 |
13,072.8 |
|
S4 |
12,387.7 |
12,531.8 |
13,009.5 |
|
|
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 |
13,163.5 |
12,906.5 |
257.0 |
2.0% |
130.8 |
1.0% |
89% |
True |
False |
84,727 |
10 |
13,163.5 |
12,903.0 |
260.5 |
2.0% |
106.4 |
0.8% |
89% |
True |
False |
76,830 |
20 |
13,163.5 |
12,710.5 |
453.0 |
3.4% |
86.2 |
0.7% |
94% |
True |
False |
65,133 |
40 |
13,163.5 |
12,030.5 |
1,133.0 |
8.6% |
90.0 |
0.7% |
98% |
True |
False |
54,516 |
60 |
13,163.5 |
11,865.0 |
1,298.5 |
9.9% |
99.2 |
0.8% |
98% |
True |
False |
36,498 |
80 |
13,163.5 |
11,865.0 |
1,298.5 |
9.9% |
103.3 |
0.8% |
98% |
True |
False |
27,437 |
100 |
13,163.5 |
11,865.0 |
1,298.5 |
9.9% |
105.4 |
0.8% |
98% |
True |
False |
21,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,141.0 |
2.618 |
13,765.6 |
1.618 |
13,535.6 |
1.000 |
13,393.5 |
0.618 |
13,305.6 |
HIGH |
13,163.5 |
0.618 |
13,075.6 |
0.500 |
13,048.5 |
0.382 |
13,021.4 |
LOW |
12,933.5 |
0.618 |
12,791.4 |
1.000 |
12,703.5 |
1.618 |
12,561.4 |
2.618 |
12,331.4 |
4.250 |
11,956.0 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,106.8 |
13,102.3 |
PP |
13,077.7 |
13,068.7 |
S1 |
13,048.5 |
13,035.0 |
|