Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,585.0 |
3,604.0 |
19.0 |
0.5% |
3,586.0 |
High |
3,607.0 |
3,606.0 |
-1.0 |
0.0% |
3,607.0 |
Low |
3,577.0 |
3,585.0 |
8.0 |
0.2% |
3,573.0 |
Close |
3,602.0 |
3,592.0 |
-10.0 |
-0.3% |
3,592.0 |
Range |
30.0 |
21.0 |
-9.0 |
-30.0% |
34.0 |
ATR |
27.7 |
27.2 |
-0.5 |
-1.7% |
0.0 |
Volume |
585,158 |
590,784 |
5,626 |
1.0% |
2,909,864 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.3 |
3,645.7 |
3,603.6 |
|
R3 |
3,636.3 |
3,624.7 |
3,597.8 |
|
R2 |
3,615.3 |
3,615.3 |
3,595.9 |
|
R1 |
3,603.7 |
3,603.7 |
3,593.9 |
3,599.0 |
PP |
3,594.3 |
3,594.3 |
3,594.3 |
3,592.0 |
S1 |
3,582.7 |
3,582.7 |
3,590.1 |
3,578.0 |
S2 |
3,573.3 |
3,573.3 |
3,588.2 |
|
S3 |
3,552.3 |
3,561.7 |
3,586.2 |
|
S4 |
3,531.3 |
3,540.7 |
3,580.5 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.7 |
3,676.3 |
3,610.7 |
|
R3 |
3,658.7 |
3,642.3 |
3,601.4 |
|
R2 |
3,624.7 |
3,624.7 |
3,598.2 |
|
R1 |
3,608.3 |
3,608.3 |
3,595.1 |
3,616.5 |
PP |
3,590.7 |
3,590.7 |
3,590.7 |
3,594.8 |
S1 |
3,574.3 |
3,574.3 |
3,588.9 |
3,582.5 |
S2 |
3,556.7 |
3,556.7 |
3,585.8 |
|
S3 |
3,522.7 |
3,540.3 |
3,582.7 |
|
S4 |
3,488.7 |
3,506.3 |
3,573.3 |
|
|
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 |
3,573.0 |
34.0 |
0.9% |
22.6 |
0.6% |
56% |
False |
False |
581,972 |
10 |
3,607.0 |
3,515.0 |
92.0 |
2.6% |
22.7 |
0.6% |
84% |
False |
False |
641,976 |
20 |
3,607.0 |
3,449.0 |
158.0 |
4.4% |
22.7 |
0.6% |
91% |
False |
False |
779,911 |
40 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
26.7 |
0.7% |
94% |
False |
False |
418,370 |
60 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
29.6 |
0.8% |
94% |
False |
False |
279,804 |
80 |
3,607.0 |
3,348.0 |
259.0 |
7.2% |
31.2 |
0.9% |
94% |
False |
False |
210,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,695.3 |
2.618 |
3,661.0 |
1.618 |
3,640.0 |
1.000 |
3,627.0 |
0.618 |
3,619.0 |
HIGH |
3,606.0 |
0.618 |
3,598.0 |
0.500 |
3,595.5 |
0.382 |
3,593.0 |
LOW |
3,585.0 |
0.618 |
3,572.0 |
1.000 |
3,564.0 |
1.618 |
3,551.0 |
2.618 |
3,530.0 |
4.250 |
3,495.8 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,595.5 |
3,591.3 |
PP |
3,594.3 |
3,590.7 |
S1 |
3,593.2 |
3,590.0 |
|