Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,601.0 |
3,600.0 |
-1.0 |
0.0% |
3,522.0 |
High |
3,602.0 |
3,601.0 |
-1.0 |
0.0% |
3,585.0 |
Low |
3,588.0 |
3,573.0 |
-15.0 |
-0.4% |
3,515.0 |
Close |
3,596.0 |
3,583.0 |
-13.0 |
-0.4% |
3,576.0 |
Range |
14.0 |
28.0 |
14.0 |
100.0% |
70.0 |
ATR |
27.5 |
27.6 |
0.0 |
0.1% |
0.0 |
Volume |
313,014 |
668,770 |
355,756 |
113.7% |
3,509,905 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.7 |
3,654.3 |
3,598.4 |
|
R3 |
3,641.7 |
3,626.3 |
3,590.7 |
|
R2 |
3,613.7 |
3,613.7 |
3,588.1 |
|
R1 |
3,598.3 |
3,598.3 |
3,585.6 |
3,592.0 |
PP |
3,585.7 |
3,585.7 |
3,585.7 |
3,582.5 |
S1 |
3,570.3 |
3,570.3 |
3,580.4 |
3,564.0 |
S2 |
3,557.7 |
3,557.7 |
3,577.9 |
|
S3 |
3,529.7 |
3,542.3 |
3,575.3 |
|
S4 |
3,501.7 |
3,514.3 |
3,567.6 |
|
|
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 |
3,544.0 |
58.0 |
1.6% |
22.0 |
0.6% |
67% |
False |
False |
637,434 |
10 |
3,602.0 |
3,515.0 |
87.0 |
2.4% |
21.1 |
0.6% |
78% |
False |
False |
640,076 |
20 |
3,602.0 |
3,419.0 |
183.0 |
5.1% |
22.6 |
0.6% |
90% |
False |
False |
762,434 |
40 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
27.8 |
0.8% |
93% |
False |
False |
388,999 |
60 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
30.0 |
0.8% |
93% |
False |
False |
260,208 |
80 |
3,602.0 |
3,348.0 |
254.0 |
7.1% |
31.6 |
0.9% |
93% |
False |
False |
195,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.0 |
2.618 |
3,674.3 |
1.618 |
3,646.3 |
1.000 |
3,629.0 |
0.618 |
3,618.3 |
HIGH |
3,601.0 |
0.618 |
3,590.3 |
0.500 |
3,587.0 |
0.382 |
3,583.7 |
LOW |
3,573.0 |
0.618 |
3,555.7 |
1.000 |
3,545.0 |
1.618 |
3,527.7 |
2.618 |
3,499.7 |
4.250 |
3,454.0 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,587.0 |
3,587.5 |
PP |
3,585.7 |
3,586.0 |
S1 |
3,584.3 |
3,584.5 |
|