Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,600.0 |
3,585.0 |
-15.0 |
-0.4% |
3,522.0 |
High |
3,601.0 |
3,607.0 |
6.0 |
0.2% |
3,585.0 |
Low |
3,573.0 |
3,577.0 |
4.0 |
0.1% |
3,515.0 |
Close |
3,583.0 |
3,602.0 |
19.0 |
0.5% |
3,576.0 |
Range |
28.0 |
30.0 |
2.0 |
7.1% |
70.0 |
ATR |
27.6 |
27.7 |
0.2 |
0.6% |
0.0 |
Volume |
668,770 |
585,158 |
-83,612 |
-12.5% |
3,509,905 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,685.3 |
3,673.7 |
3,618.5 |
|
R3 |
3,655.3 |
3,643.7 |
3,610.3 |
|
R2 |
3,625.3 |
3,625.3 |
3,607.5 |
|
R1 |
3,613.7 |
3,613.7 |
3,604.8 |
3,619.5 |
PP |
3,595.3 |
3,595.3 |
3,595.3 |
3,598.3 |
S1 |
3,583.7 |
3,583.7 |
3,599.3 |
3,589.5 |
S2 |
3,565.3 |
3,565.3 |
3,596.5 |
|
S3 |
3,535.3 |
3,553.7 |
3,593.8 |
|
S4 |
3,505.3 |
3,523.7 |
3,585.5 |
|
|
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 |
3,607.0 |
3,549.0 |
58.0 |
1.6% |
25.6 |
0.7% |
91% |
True |
False |
641,245 |
10 |
3,607.0 |
3,515.0 |
92.0 |
2.6% |
22.9 |
0.6% |
95% |
True |
False |
636,594 |
20 |
3,607.0 |
3,419.0 |
188.0 |
5.2% |
22.6 |
0.6% |
97% |
True |
False |
776,338 |
40 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
27.5 |
0.8% |
98% |
True |
False |
403,608 |
60 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
29.7 |
0.8% |
98% |
True |
False |
269,959 |
80 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
31.5 |
0.9% |
98% |
True |
False |
203,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,734.5 |
2.618 |
3,685.5 |
1.618 |
3,655.5 |
1.000 |
3,637.0 |
0.618 |
3,625.5 |
HIGH |
3,607.0 |
0.618 |
3,595.5 |
0.500 |
3,592.0 |
0.382 |
3,588.5 |
LOW |
3,577.0 |
0.618 |
3,558.5 |
1.000 |
3,547.0 |
1.618 |
3,528.5 |
2.618 |
3,498.5 |
4.250 |
3,449.5 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,598.7 |
3,598.0 |
PP |
3,595.3 |
3,594.0 |
S1 |
3,592.0 |
3,590.0 |
|