Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,612.0 |
8.0 |
0.2% |
3,602.0 |
High |
3,619.0 |
3,614.0 |
-5.0 |
-0.1% |
3,610.0 |
Low |
3,599.0 |
3,578.0 |
-21.0 |
-0.6% |
3,580.0 |
Close |
3,610.0 |
3,593.0 |
-17.0 |
-0.5% |
3,600.0 |
Range |
20.0 |
36.0 |
16.0 |
80.0% |
30.0 |
ATR |
24.3 |
25.1 |
0.8 |
3.5% |
0.0 |
Volume |
604,462 |
1,044,827 |
440,365 |
72.9% |
2,926,953 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,703.0 |
3,684.0 |
3,612.8 |
|
R3 |
3,667.0 |
3,648.0 |
3,602.9 |
|
R2 |
3,631.0 |
3,631.0 |
3,599.6 |
|
R1 |
3,612.0 |
3,612.0 |
3,596.3 |
3,603.5 |
PP |
3,595.0 |
3,595.0 |
3,595.0 |
3,590.8 |
S1 |
3,576.0 |
3,576.0 |
3,589.7 |
3,567.5 |
S2 |
3,559.0 |
3,559.0 |
3,586.4 |
|
S3 |
3,523.0 |
3,540.0 |
3,583.1 |
|
S4 |
3,487.0 |
3,504.0 |
3,573.2 |
|
|
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 |
3,578.0 |
41.0 |
1.1% |
22.8 |
0.6% |
37% |
False |
True |
673,067 |
10 |
3,619.0 |
3,578.0 |
41.0 |
1.1% |
22.3 |
0.6% |
37% |
False |
True |
624,462 |
20 |
3,619.0 |
3,515.0 |
104.0 |
2.9% |
22.6 |
0.6% |
75% |
False |
False |
630,528 |
40 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
24.8 |
0.7% |
90% |
False |
False |
559,047 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
27.8 |
0.8% |
90% |
False |
False |
373,825 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.8 |
0.8% |
90% |
False |
False |
280,758 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.3 |
0.8% |
90% |
False |
False |
224,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,767.0 |
2.618 |
3,708.2 |
1.618 |
3,672.2 |
1.000 |
3,650.0 |
0.618 |
3,636.2 |
HIGH |
3,614.0 |
0.618 |
3,600.2 |
0.500 |
3,596.0 |
0.382 |
3,591.8 |
LOW |
3,578.0 |
0.618 |
3,555.8 |
1.000 |
3,542.0 |
1.618 |
3,519.8 |
2.618 |
3,483.8 |
4.250 |
3,425.0 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,596.0 |
3,598.5 |
PP |
3,595.0 |
3,596.7 |
S1 |
3,594.0 |
3,594.8 |
|