Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,586.0 |
3,601.0 |
15.0 |
0.4% |
3,522.0 |
High |
3,597.0 |
3,602.0 |
5.0 |
0.1% |
3,585.0 |
Low |
3,577.0 |
3,588.0 |
11.0 |
0.3% |
3,515.0 |
Close |
3,588.0 |
3,596.0 |
8.0 |
0.2% |
3,576.0 |
Range |
20.0 |
14.0 |
-6.0 |
-30.0% |
70.0 |
ATR |
28.6 |
27.5 |
-1.0 |
-3.6% |
0.0 |
Volume |
752,138 |
313,014 |
-439,124 |
-58.4% |
3,509,905 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,637.3 |
3,630.7 |
3,603.7 |
|
R3 |
3,623.3 |
3,616.7 |
3,599.9 |
|
R2 |
3,609.3 |
3,609.3 |
3,598.6 |
|
R1 |
3,602.7 |
3,602.7 |
3,597.3 |
3,599.0 |
PP |
3,595.3 |
3,595.3 |
3,595.3 |
3,593.5 |
S1 |
3,588.7 |
3,588.7 |
3,594.7 |
3,585.0 |
S2 |
3,581.3 |
3,581.3 |
3,593.4 |
|
S3 |
3,567.3 |
3,574.7 |
3,592.2 |
|
S4 |
3,553.3 |
3,560.7 |
3,588.3 |
|
|
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 |
3,602.0 |
3,528.0 |
74.0 |
2.1% |
22.4 |
0.6% |
92% |
True |
False |
658,872 |
10 |
3,602.0 |
3,507.0 |
95.0 |
2.6% |
21.1 |
0.6% |
94% |
True |
False |
632,723 |
20 |
3,602.0 |
3,383.0 |
219.0 |
6.1% |
24.1 |
0.7% |
97% |
True |
False |
733,594 |
40 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
27.9 |
0.8% |
98% |
True |
False |
372,356 |
60 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
30.0 |
0.8% |
98% |
True |
False |
249,063 |
80 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
31.5 |
0.9% |
98% |
True |
False |
187,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.5 |
2.618 |
3,638.7 |
1.618 |
3,624.7 |
1.000 |
3,616.0 |
0.618 |
3,610.7 |
HIGH |
3,602.0 |
0.618 |
3,596.7 |
0.500 |
3,595.0 |
0.382 |
3,593.3 |
LOW |
3,588.0 |
0.618 |
3,579.3 |
1.000 |
3,574.0 |
1.618 |
3,565.3 |
2.618 |
3,551.3 |
4.250 |
3,528.5 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,595.7 |
3,589.2 |
PP |
3,595.3 |
3,582.3 |
S1 |
3,595.0 |
3,575.5 |
|