Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,601.0 |
3,603.0 |
2.0 |
0.1% |
3,602.0 |
High |
3,604.0 |
3,610.0 |
6.0 |
0.2% |
3,610.0 |
Low |
3,586.0 |
3,590.0 |
4.0 |
0.1% |
3,580.0 |
Close |
3,598.0 |
3,600.0 |
2.0 |
0.1% |
3,600.0 |
Range |
18.0 |
20.0 |
2.0 |
11.1% |
30.0 |
ATR |
25.9 |
25.5 |
-0.4 |
-1.6% |
0.0 |
Volume |
453,945 |
638,452 |
184,507 |
40.6% |
2,926,953 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,660.0 |
3,650.0 |
3,611.0 |
|
R3 |
3,640.0 |
3,630.0 |
3,605.5 |
|
R2 |
3,620.0 |
3,620.0 |
3,603.7 |
|
R1 |
3,610.0 |
3,610.0 |
3,601.8 |
3,605.0 |
PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,597.5 |
S1 |
3,590.0 |
3,590.0 |
3,598.2 |
3,585.0 |
S2 |
3,580.0 |
3,580.0 |
3,596.3 |
|
S3 |
3,560.0 |
3,570.0 |
3,594.5 |
|
S4 |
3,540.0 |
3,550.0 |
3,589.0 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.7 |
3,673.3 |
3,616.5 |
|
R3 |
3,656.7 |
3,643.3 |
3,608.3 |
|
R2 |
3,626.7 |
3,626.7 |
3,605.5 |
|
R1 |
3,613.3 |
3,613.3 |
3,602.8 |
3,605.0 |
PP |
3,596.7 |
3,596.7 |
3,596.7 |
3,592.5 |
S1 |
3,583.3 |
3,583.3 |
3,597.3 |
3,575.0 |
S2 |
3,566.7 |
3,566.7 |
3,594.5 |
|
S3 |
3,536.7 |
3,553.3 |
3,591.8 |
|
S4 |
3,506.7 |
3,523.3 |
3,583.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,610.0 |
3,580.0 |
30.0 |
0.8% |
21.6 |
0.6% |
67% |
True |
False |
585,390 |
10 |
3,610.0 |
3,573.0 |
37.0 |
1.0% |
22.1 |
0.6% |
73% |
True |
False |
583,681 |
20 |
3,610.0 |
3,506.0 |
104.0 |
2.9% |
21.3 |
0.6% |
90% |
True |
False |
608,205 |
40 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
25.5 |
0.7% |
96% |
True |
False |
491,366 |
60 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
28.8 |
0.8% |
96% |
True |
False |
328,436 |
80 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
30.3 |
0.8% |
96% |
True |
False |
246,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,695.0 |
2.618 |
3,662.4 |
1.618 |
3,642.4 |
1.000 |
3,630.0 |
0.618 |
3,622.4 |
HIGH |
3,610.0 |
0.618 |
3,602.4 |
0.500 |
3,600.0 |
0.382 |
3,597.6 |
LOW |
3,590.0 |
0.618 |
3,577.6 |
1.000 |
3,570.0 |
1.618 |
3,557.6 |
2.618 |
3,537.6 |
4.250 |
3,505.0 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,600.0 |
3,598.5 |
PP |
3,600.0 |
3,597.0 |
S1 |
3,600.0 |
3,595.5 |
|