Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,605.0 |
3,602.0 |
-3.0 |
-0.1% |
3,602.0 |
High |
3,606.0 |
3,612.0 |
6.0 |
0.2% |
3,610.0 |
Low |
3,591.0 |
3,589.0 |
-2.0 |
-0.1% |
3,580.0 |
Close |
3,598.0 |
3,606.0 |
8.0 |
0.2% |
3,600.0 |
Range |
15.0 |
23.0 |
8.0 |
53.3% |
30.0 |
ATR |
24.7 |
24.6 |
-0.1 |
-0.5% |
0.0 |
Volume |
458,557 |
619,037 |
160,480 |
35.0% |
2,926,953 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,671.3 |
3,661.7 |
3,618.7 |
|
R3 |
3,648.3 |
3,638.7 |
3,612.3 |
|
R2 |
3,625.3 |
3,625.3 |
3,610.2 |
|
R1 |
3,615.7 |
3,615.7 |
3,608.1 |
3,620.5 |
PP |
3,602.3 |
3,602.3 |
3,602.3 |
3,604.8 |
S1 |
3,592.7 |
3,592.7 |
3,603.9 |
3,597.5 |
S2 |
3,579.3 |
3,579.3 |
3,601.8 |
|
S3 |
3,556.3 |
3,569.7 |
3,599.7 |
|
S4 |
3,533.3 |
3,546.7 |
3,593.4 |
|
|
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 |
3,612.0 |
3,581.0 |
31.0 |
0.9% |
19.8 |
0.5% |
81% |
True |
False |
561,647 |
10 |
3,612.0 |
3,573.0 |
39.0 |
1.1% |
22.5 |
0.6% |
85% |
True |
False |
584,925 |
20 |
3,612.0 |
3,507.0 |
105.0 |
2.9% |
21.8 |
0.6% |
94% |
True |
False |
608,824 |
40 |
3,612.0 |
3,348.0 |
264.0 |
7.3% |
24.9 |
0.7% |
98% |
True |
False |
517,843 |
60 |
3,612.0 |
3,348.0 |
264.0 |
7.3% |
27.8 |
0.8% |
98% |
True |
False |
346,340 |
80 |
3,612.0 |
3,348.0 |
264.0 |
7.3% |
30.2 |
0.8% |
98% |
True |
False |
260,151 |
100 |
3,612.0 |
3,348.0 |
264.0 |
7.3% |
28.9 |
0.8% |
98% |
True |
False |
208,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,709.8 |
2.618 |
3,672.2 |
1.618 |
3,649.2 |
1.000 |
3,635.0 |
0.618 |
3,626.2 |
HIGH |
3,612.0 |
0.618 |
3,603.2 |
0.500 |
3,600.5 |
0.382 |
3,597.8 |
LOW |
3,589.0 |
0.618 |
3,574.8 |
1.000 |
3,566.0 |
1.618 |
3,551.8 |
2.618 |
3,528.8 |
4.250 |
3,491.3 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,604.2 |
3,604.2 |
PP |
3,602.3 |
3,602.3 |
S1 |
3,600.5 |
3,600.5 |
|