Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,602.0 |
3,604.0 |
2.0 |
0.1% |
3,602.0 |
High |
3,612.0 |
3,619.0 |
7.0 |
0.2% |
3,610.0 |
Low |
3,589.0 |
3,599.0 |
10.0 |
0.3% |
3,580.0 |
Close |
3,606.0 |
3,610.0 |
4.0 |
0.1% |
3,600.0 |
Range |
23.0 |
20.0 |
-3.0 |
-13.0% |
30.0 |
ATR |
24.6 |
24.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
619,037 |
604,462 |
-14,575 |
-2.4% |
2,926,953 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.3 |
3,659.7 |
3,621.0 |
|
R3 |
3,649.3 |
3,639.7 |
3,615.5 |
|
R2 |
3,629.3 |
3,629.3 |
3,613.7 |
|
R1 |
3,619.7 |
3,619.7 |
3,611.8 |
3,624.5 |
PP |
3,609.3 |
3,609.3 |
3,609.3 |
3,611.8 |
S1 |
3,599.7 |
3,599.7 |
3,608.2 |
3,604.5 |
S2 |
3,589.3 |
3,589.3 |
3,606.3 |
|
S3 |
3,569.3 |
3,579.7 |
3,604.5 |
|
S4 |
3,549.3 |
3,559.7 |
3,599.0 |
|
|
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 |
3,619.0 |
3,586.0 |
33.0 |
0.9% |
19.2 |
0.5% |
73% |
True |
False |
554,890 |
10 |
3,619.0 |
3,577.0 |
42.0 |
1.2% |
21.7 |
0.6% |
79% |
True |
False |
578,495 |
20 |
3,619.0 |
3,515.0 |
104.0 |
2.9% |
21.4 |
0.6% |
91% |
True |
False |
609,285 |
40 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
24.7 |
0.7% |
97% |
True |
False |
532,945 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
27.5 |
0.8% |
97% |
True |
False |
356,412 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.9 |
0.8% |
97% |
True |
False |
267,703 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.1 |
0.8% |
97% |
True |
False |
214,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,704.0 |
2.618 |
3,671.4 |
1.618 |
3,651.4 |
1.000 |
3,639.0 |
0.618 |
3,631.4 |
HIGH |
3,619.0 |
0.618 |
3,611.4 |
0.500 |
3,609.0 |
0.382 |
3,606.6 |
LOW |
3,599.0 |
0.618 |
3,586.6 |
1.000 |
3,579.0 |
1.618 |
3,566.6 |
2.618 |
3,546.6 |
4.250 |
3,514.0 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,609.7 |
3,608.0 |
PP |
3,609.3 |
3,606.0 |
S1 |
3,609.0 |
3,604.0 |
|