Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,602.0 |
-2.0 |
-0.1% |
3,586.0 |
High |
3,606.0 |
3,609.0 |
3.0 |
0.1% |
3,607.0 |
Low |
3,585.0 |
3,588.0 |
3.0 |
0.1% |
3,573.0 |
Close |
3,592.0 |
3,600.0 |
8.0 |
0.2% |
3,592.0 |
Range |
21.0 |
21.0 |
0.0 |
0.0% |
34.0 |
ATR |
27.2 |
26.8 |
-0.4 |
-1.6% |
0.0 |
Volume |
590,784 |
440,367 |
-150,417 |
-25.5% |
2,909,864 |
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,662.0 |
3,652.0 |
3,611.6 |
|
R3 |
3,641.0 |
3,631.0 |
3,605.8 |
|
R2 |
3,620.0 |
3,620.0 |
3,603.9 |
|
R1 |
3,610.0 |
3,610.0 |
3,601.9 |
3,604.5 |
PP |
3,599.0 |
3,599.0 |
3,599.0 |
3,596.3 |
S1 |
3,589.0 |
3,589.0 |
3,598.1 |
3,583.5 |
S2 |
3,578.0 |
3,578.0 |
3,596.2 |
|
S3 |
3,557.0 |
3,568.0 |
3,594.2 |
|
S4 |
3,536.0 |
3,547.0 |
3,588.5 |
|
|
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 |
3,609.0 |
3,573.0 |
36.0 |
1.0% |
22.8 |
0.6% |
75% |
True |
False |
519,618 |
10 |
3,609.0 |
3,518.0 |
91.0 |
2.5% |
22.7 |
0.6% |
90% |
True |
False |
621,377 |
20 |
3,609.0 |
3,487.0 |
122.0 |
3.4% |
21.6 |
0.6% |
93% |
True |
False |
747,733 |
40 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
26.6 |
0.7% |
97% |
True |
False |
429,362 |
60 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
29.7 |
0.8% |
97% |
True |
False |
287,056 |
80 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
31.2 |
0.9% |
97% |
True |
False |
215,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,698.3 |
2.618 |
3,664.0 |
1.618 |
3,643.0 |
1.000 |
3,630.0 |
0.618 |
3,622.0 |
HIGH |
3,609.0 |
0.618 |
3,601.0 |
0.500 |
3,598.5 |
0.382 |
3,596.0 |
LOW |
3,588.0 |
0.618 |
3,575.0 |
1.000 |
3,567.0 |
1.618 |
3,554.0 |
2.618 |
3,533.0 |
4.250 |
3,498.8 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,599.5 |
3,597.7 |
PP |
3,599.0 |
3,595.3 |
S1 |
3,598.5 |
3,593.0 |
|