Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,596.0 |
3,604.0 |
8.0 |
0.2% |
3,586.0 |
High |
3,606.0 |
3,604.0 |
-2.0 |
-0.1% |
3,607.0 |
Low |
3,580.0 |
3,581.0 |
1.0 |
0.0% |
3,573.0 |
Close |
3,588.0 |
3,599.0 |
11.0 |
0.3% |
3,592.0 |
Range |
26.0 |
23.0 |
-3.0 |
-11.5% |
34.0 |
ATR |
26.7 |
26.5 |
-0.3 |
-1.0% |
0.0 |
Volume |
755,944 |
638,245 |
-117,699 |
-15.6% |
2,909,864 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,663.7 |
3,654.3 |
3,611.7 |
|
R3 |
3,640.7 |
3,631.3 |
3,605.3 |
|
R2 |
3,617.7 |
3,617.7 |
3,603.2 |
|
R1 |
3,608.3 |
3,608.3 |
3,601.1 |
3,601.5 |
PP |
3,594.7 |
3,594.7 |
3,594.7 |
3,591.3 |
S1 |
3,585.3 |
3,585.3 |
3,596.9 |
3,578.5 |
S2 |
3,571.7 |
3,571.7 |
3,594.8 |
|
S3 |
3,548.7 |
3,562.3 |
3,592.7 |
|
S4 |
3,525.7 |
3,539.3 |
3,586.4 |
|
|
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 |
3,577.0 |
32.0 |
0.9% |
24.2 |
0.7% |
69% |
False |
False |
602,099 |
10 |
3,609.0 |
3,544.0 |
65.0 |
1.8% |
23.1 |
0.6% |
85% |
False |
False |
619,767 |
20 |
3,609.0 |
3,493.0 |
116.0 |
3.2% |
21.7 |
0.6% |
91% |
False |
False |
653,084 |
40 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
26.5 |
0.7% |
96% |
False |
False |
464,197 |
60 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
29.2 |
0.8% |
96% |
False |
False |
310,246 |
80 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
30.7 |
0.9% |
96% |
False |
False |
233,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,701.8 |
2.618 |
3,664.2 |
1.618 |
3,641.2 |
1.000 |
3,627.0 |
0.618 |
3,618.2 |
HIGH |
3,604.0 |
0.618 |
3,595.2 |
0.500 |
3,592.5 |
0.382 |
3,589.8 |
LOW |
3,581.0 |
0.618 |
3,566.8 |
1.000 |
3,558.0 |
1.618 |
3,543.8 |
2.618 |
3,520.8 |
4.250 |
3,483.3 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,596.8 |
3,597.5 |
PP |
3,594.7 |
3,596.0 |
S1 |
3,592.5 |
3,594.5 |
|