Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,557.0 |
3,586.0 |
29.0 |
0.8% |
3,522.0 |
High |
3,585.0 |
3,597.0 |
12.0 |
0.3% |
3,585.0 |
Low |
3,549.0 |
3,577.0 |
28.0 |
0.8% |
3,515.0 |
Close |
3,576.0 |
3,588.0 |
12.0 |
0.3% |
3,576.0 |
Range |
36.0 |
20.0 |
-16.0 |
-44.4% |
70.0 |
ATR |
29.1 |
28.6 |
-0.6 |
-2.0% |
0.0 |
Volume |
887,148 |
752,138 |
-135,010 |
-15.2% |
3,509,905 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,647.3 |
3,637.7 |
3,599.0 |
|
R3 |
3,627.3 |
3,617.7 |
3,593.5 |
|
R2 |
3,607.3 |
3,607.3 |
3,591.7 |
|
R1 |
3,597.7 |
3,597.7 |
3,589.8 |
3,602.5 |
PP |
3,587.3 |
3,587.3 |
3,587.3 |
3,589.8 |
S1 |
3,577.7 |
3,577.7 |
3,586.2 |
3,582.5 |
S2 |
3,567.3 |
3,567.3 |
3,584.3 |
|
S3 |
3,547.3 |
3,557.7 |
3,582.5 |
|
S4 |
3,527.3 |
3,537.7 |
3,577.0 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,768.7 |
3,742.3 |
3,614.5 |
|
R3 |
3,698.7 |
3,672.3 |
3,595.3 |
|
R2 |
3,628.7 |
3,628.7 |
3,588.8 |
|
R1 |
3,602.3 |
3,602.3 |
3,582.4 |
3,615.5 |
PP |
3,558.7 |
3,558.7 |
3,558.7 |
3,565.3 |
S1 |
3,532.3 |
3,532.3 |
3,569.6 |
3,545.5 |
S2 |
3,488.7 |
3,488.7 |
3,563.2 |
|
S3 |
3,418.7 |
3,462.3 |
3,556.8 |
|
S4 |
3,348.7 |
3,392.3 |
3,537.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,597.0 |
3,518.0 |
79.0 |
2.2% |
22.6 |
0.6% |
89% |
True |
False |
723,136 |
10 |
3,597.0 |
3,506.0 |
91.0 |
2.5% |
20.9 |
0.6% |
90% |
True |
False |
655,950 |
20 |
3,597.0 |
3,380.0 |
217.0 |
6.0% |
26.0 |
0.7% |
96% |
True |
False |
719,791 |
40 |
3,597.0 |
3,348.0 |
249.0 |
6.9% |
28.0 |
0.8% |
96% |
True |
False |
364,535 |
60 |
3,597.0 |
3,348.0 |
249.0 |
6.9% |
30.1 |
0.8% |
96% |
True |
False |
243,850 |
80 |
3,597.0 |
3,348.0 |
249.0 |
6.9% |
31.7 |
0.9% |
96% |
True |
False |
183,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.0 |
2.618 |
3,649.4 |
1.618 |
3,629.4 |
1.000 |
3,617.0 |
0.618 |
3,609.4 |
HIGH |
3,597.0 |
0.618 |
3,589.4 |
0.500 |
3,587.0 |
0.382 |
3,584.6 |
LOW |
3,577.0 |
0.618 |
3,564.6 |
1.000 |
3,557.0 |
1.618 |
3,544.6 |
2.618 |
3,524.6 |
4.250 |
3,492.0 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,587.7 |
3,582.2 |
PP |
3,587.3 |
3,576.3 |
S1 |
3,587.0 |
3,570.5 |
|