Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,603.0 |
3,605.0 |
2.0 |
0.1% |
3,602.0 |
High |
3,610.0 |
3,606.0 |
-4.0 |
-0.1% |
3,610.0 |
Low |
3,590.0 |
3,591.0 |
1.0 |
0.0% |
3,580.0 |
Close |
3,600.0 |
3,598.0 |
-2.0 |
-0.1% |
3,600.0 |
Range |
20.0 |
15.0 |
-5.0 |
-25.0% |
30.0 |
ATR |
25.5 |
24.7 |
-0.7 |
-2.9% |
0.0 |
Volume |
638,452 |
458,557 |
-179,895 |
-28.2% |
2,926,953 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,643.3 |
3,635.7 |
3,606.3 |
|
R3 |
3,628.3 |
3,620.7 |
3,602.1 |
|
R2 |
3,613.3 |
3,613.3 |
3,600.8 |
|
R1 |
3,605.7 |
3,605.7 |
3,599.4 |
3,602.0 |
PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,596.5 |
S1 |
3,590.7 |
3,590.7 |
3,596.6 |
3,587.0 |
S2 |
3,583.3 |
3,583.3 |
3,595.3 |
|
S3 |
3,568.3 |
3,575.7 |
3,593.9 |
|
S4 |
3,553.3 |
3,560.7 |
3,589.8 |
|
|
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% |
20.4 |
0.6% |
60% |
False |
False |
589,028 |
10 |
3,610.0 |
3,573.0 |
37.0 |
1.0% |
21.6 |
0.6% |
68% |
False |
False |
554,323 |
20 |
3,610.0 |
3,506.0 |
104.0 |
2.9% |
21.3 |
0.6% |
88% |
False |
False |
605,136 |
40 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
25.1 |
0.7% |
95% |
False |
False |
502,401 |
60 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
28.0 |
0.8% |
95% |
False |
False |
336,025 |
80 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
30.2 |
0.8% |
95% |
False |
False |
252,491 |
100 |
3,610.0 |
3,348.0 |
262.0 |
7.3% |
28.7 |
0.8% |
95% |
False |
False |
202,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,669.8 |
2.618 |
3,645.3 |
1.618 |
3,630.3 |
1.000 |
3,621.0 |
0.618 |
3,615.3 |
HIGH |
3,606.0 |
0.618 |
3,600.3 |
0.500 |
3,598.5 |
0.382 |
3,596.7 |
LOW |
3,591.0 |
0.618 |
3,581.7 |
1.000 |
3,576.0 |
1.618 |
3,566.7 |
2.618 |
3,551.7 |
4.250 |
3,527.3 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,598.5 |
3,598.0 |
PP |
3,598.3 |
3,598.0 |
S1 |
3,598.2 |
3,598.0 |
|