Trading Metrics calculated at close of trading on 10-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,602.0 |
3,596.0 |
-6.0 |
-0.2% |
3,586.0 |
High |
3,609.0 |
3,606.0 |
-3.0 |
-0.1% |
3,607.0 |
Low |
3,588.0 |
3,580.0 |
-8.0 |
-0.2% |
3,573.0 |
Close |
3,600.0 |
3,588.0 |
-12.0 |
-0.3% |
3,592.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
34.0 |
ATR |
26.8 |
26.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
440,367 |
755,944 |
315,577 |
71.7% |
2,909,864 |
|
Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.3 |
3,654.7 |
3,602.3 |
|
R3 |
3,643.3 |
3,628.7 |
3,595.2 |
|
R2 |
3,617.3 |
3,617.3 |
3,592.8 |
|
R1 |
3,602.7 |
3,602.7 |
3,590.4 |
3,597.0 |
PP |
3,591.3 |
3,591.3 |
3,591.3 |
3,588.5 |
S1 |
3,576.7 |
3,576.7 |
3,585.6 |
3,571.0 |
S2 |
3,565.3 |
3,565.3 |
3,583.2 |
|
S3 |
3,539.3 |
3,550.7 |
3,580.9 |
|
S4 |
3,513.3 |
3,524.7 |
3,573.7 |
|
|
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% |
25.2 |
0.7% |
42% |
False |
False |
608,204 |
10 |
3,609.0 |
3,528.0 |
81.0 |
2.3% |
23.8 |
0.7% |
74% |
False |
False |
633,538 |
20 |
3,609.0 |
3,489.0 |
120.0 |
3.3% |
21.9 |
0.6% |
83% |
False |
False |
699,414 |
40 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
26.3 |
0.7% |
92% |
False |
False |
448,248 |
60 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
29.6 |
0.8% |
92% |
False |
False |
299,611 |
80 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
31.0 |
0.9% |
92% |
False |
False |
225,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,716.5 |
2.618 |
3,674.1 |
1.618 |
3,648.1 |
1.000 |
3,632.0 |
0.618 |
3,622.1 |
HIGH |
3,606.0 |
0.618 |
3,596.1 |
0.500 |
3,593.0 |
0.382 |
3,589.9 |
LOW |
3,580.0 |
0.618 |
3,563.9 |
1.000 |
3,554.0 |
1.618 |
3,537.9 |
2.618 |
3,511.9 |
4.250 |
3,469.5 |
|
|
Fisher Pivots for day following 10-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,593.0 |
3,594.5 |
PP |
3,591.3 |
3,592.3 |
S1 |
3,589.7 |
3,590.2 |
|