Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
12,977.0 |
13,165.0 |
188.0 |
1.4% |
12,991.0 |
High |
13,163.5 |
13,245.0 |
81.5 |
0.6% |
13,245.0 |
Low |
12,933.5 |
13,165.0 |
231.5 |
1.8% |
12,906.5 |
Close |
13,136.0 |
13,219.0 |
83.0 |
0.6% |
13,219.0 |
Range |
230.0 |
80.0 |
-150.0 |
-65.2% |
338.5 |
ATR |
101.0 |
101.6 |
0.6 |
0.6% |
0.0 |
Volume |
82,634 |
49,242 |
-33,392 |
-40.4% |
402,387 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,449.7 |
13,414.3 |
13,263.0 |
|
R3 |
13,369.7 |
13,334.3 |
13,241.0 |
|
R2 |
13,289.7 |
13,289.7 |
13,233.7 |
|
R1 |
13,254.3 |
13,254.3 |
13,226.3 |
13,272.0 |
PP |
13,209.7 |
13,209.7 |
13,209.7 |
13,218.5 |
S1 |
13,174.3 |
13,174.3 |
13,211.7 |
13,192.0 |
S2 |
13,129.7 |
13,129.7 |
13,204.3 |
|
S3 |
13,049.7 |
13,094.3 |
13,197.0 |
|
S4 |
12,969.7 |
13,014.3 |
13,175.0 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,139.0 |
14,017.5 |
13,405.2 |
|
R3 |
13,800.5 |
13,679.0 |
13,312.1 |
|
R2 |
13,462.0 |
13,462.0 |
13,281.1 |
|
R1 |
13,340.5 |
13,340.5 |
13,250.0 |
13,401.3 |
PP |
13,123.5 |
13,123.5 |
13,123.5 |
13,153.9 |
S1 |
13,002.0 |
13,002.0 |
13,188.0 |
13,062.8 |
S2 |
12,785.0 |
12,785.0 |
13,156.9 |
|
S3 |
12,446.5 |
12,663.5 |
13,125.9 |
|
S4 |
12,108.0 |
12,325.0 |
13,032.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,245.0 |
12,906.5 |
338.5 |
2.6% |
124.6 |
0.9% |
92% |
True |
False |
80,477 |
10 |
13,245.0 |
12,903.0 |
342.0 |
2.6% |
106.8 |
0.8% |
92% |
True |
False |
77,457 |
20 |
13,245.0 |
12,838.5 |
406.5 |
3.1% |
83.7 |
0.6% |
94% |
True |
False |
64,221 |
40 |
13,245.0 |
12,030.5 |
1,214.5 |
9.2% |
90.3 |
0.7% |
98% |
True |
False |
55,733 |
60 |
13,245.0 |
11,865.0 |
1,380.0 |
10.4% |
99.3 |
0.8% |
98% |
True |
False |
37,317 |
80 |
13,245.0 |
11,865.0 |
1,380.0 |
10.4% |
102.2 |
0.8% |
98% |
True |
False |
28,051 |
100 |
13,245.0 |
11,865.0 |
1,380.0 |
10.4% |
105.7 |
0.8% |
98% |
True |
False |
22,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,585.0 |
2.618 |
13,454.4 |
1.618 |
13,374.4 |
1.000 |
13,325.0 |
0.618 |
13,294.4 |
HIGH |
13,245.0 |
0.618 |
13,214.4 |
0.500 |
13,205.0 |
0.382 |
13,195.6 |
LOW |
13,165.0 |
0.618 |
13,115.6 |
1.000 |
13,085.0 |
1.618 |
13,035.6 |
2.618 |
12,955.6 |
4.250 |
12,825.0 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,214.3 |
13,171.3 |
PP |
13,209.7 |
13,123.5 |
S1 |
13,205.0 |
13,075.8 |
|