Trading Metrics calculated at close of trading on 12-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,601.0 |
-3.0 |
-0.1% |
3,586.0 |
High |
3,604.0 |
3,604.0 |
0.0 |
0.0% |
3,607.0 |
Low |
3,581.0 |
3,586.0 |
5.0 |
0.1% |
3,573.0 |
Close |
3,599.0 |
3,598.0 |
-1.0 |
0.0% |
3,592.0 |
Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
34.0 |
ATR |
26.5 |
25.9 |
-0.6 |
-2.3% |
0.0 |
Volume |
638,245 |
453,945 |
-184,300 |
-28.9% |
2,909,864 |
|
Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,650.0 |
3,642.0 |
3,607.9 |
|
R3 |
3,632.0 |
3,624.0 |
3,603.0 |
|
R2 |
3,614.0 |
3,614.0 |
3,601.3 |
|
R1 |
3,606.0 |
3,606.0 |
3,599.7 |
3,601.0 |
PP |
3,596.0 |
3,596.0 |
3,596.0 |
3,593.5 |
S1 |
3,588.0 |
3,588.0 |
3,596.4 |
3,583.0 |
S2 |
3,578.0 |
3,578.0 |
3,594.7 |
|
S3 |
3,560.0 |
3,570.0 |
3,593.1 |
|
S4 |
3,542.0 |
3,552.0 |
3,588.1 |
|
|
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 |
3,580.0 |
29.0 |
0.8% |
21.8 |
0.6% |
62% |
False |
False |
575,857 |
10 |
3,609.0 |
3,549.0 |
60.0 |
1.7% |
23.7 |
0.7% |
82% |
False |
False |
608,551 |
20 |
3,609.0 |
3,493.0 |
116.0 |
3.2% |
21.6 |
0.6% |
91% |
False |
False |
625,256 |
40 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
26.3 |
0.7% |
96% |
False |
False |
475,539 |
60 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
29.0 |
0.8% |
96% |
False |
False |
317,810 |
80 |
3,609.0 |
3,348.0 |
261.0 |
7.3% |
30.4 |
0.8% |
96% |
False |
False |
238,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,680.5 |
2.618 |
3,651.1 |
1.618 |
3,633.1 |
1.000 |
3,622.0 |
0.618 |
3,615.1 |
HIGH |
3,604.0 |
0.618 |
3,597.1 |
0.500 |
3,595.0 |
0.382 |
3,592.9 |
LOW |
3,586.0 |
0.618 |
3,574.9 |
1.000 |
3,568.0 |
1.618 |
3,556.9 |
2.618 |
3,538.9 |
4.250 |
3,509.5 |
|
|
Fisher Pivots for day following 12-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,597.0 |
3,596.3 |
PP |
3,596.0 |
3,594.7 |
S1 |
3,595.0 |
3,593.0 |
|