Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,612.0 |
3,603.0 |
-9.0 |
-0.2% |
3,605.0 |
High |
3,614.0 |
3,610.0 |
-4.0 |
-0.1% |
3,619.0 |
Low |
3,578.0 |
3,592.0 |
14.0 |
0.4% |
3,578.0 |
Close |
3,593.0 |
3,598.0 |
5.0 |
0.1% |
3,598.0 |
Range |
36.0 |
18.0 |
-18.0 |
-50.0% |
41.0 |
ATR |
25.1 |
24.6 |
-0.5 |
-2.0% |
0.0 |
Volume |
1,044,827 |
731,812 |
-313,015 |
-30.0% |
3,458,695 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,654.0 |
3,644.0 |
3,607.9 |
|
R3 |
3,636.0 |
3,626.0 |
3,603.0 |
|
R2 |
3,618.0 |
3,618.0 |
3,601.3 |
|
R1 |
3,608.0 |
3,608.0 |
3,599.7 |
3,604.0 |
PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,598.0 |
S1 |
3,590.0 |
3,590.0 |
3,596.4 |
3,586.0 |
S2 |
3,582.0 |
3,582.0 |
3,594.7 |
|
S3 |
3,564.0 |
3,572.0 |
3,593.1 |
|
S4 |
3,546.0 |
3,554.0 |
3,588.1 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721.3 |
3,700.7 |
3,620.6 |
|
R3 |
3,680.3 |
3,659.7 |
3,609.3 |
|
R2 |
3,639.3 |
3,639.3 |
3,605.5 |
|
R1 |
3,618.7 |
3,618.7 |
3,601.8 |
3,608.5 |
PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,593.3 |
S1 |
3,577.7 |
3,577.7 |
3,594.2 |
3,567.5 |
S2 |
3,557.3 |
3,557.3 |
3,590.5 |
|
S3 |
3,516.3 |
3,536.7 |
3,586.7 |
|
S4 |
3,475.3 |
3,495.7 |
3,575.5 |
|
|
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% |
22.4 |
0.6% |
49% |
False |
False |
691,739 |
10 |
3,619.0 |
3,578.0 |
41.0 |
1.1% |
22.0 |
0.6% |
49% |
False |
False |
638,564 |
20 |
3,619.0 |
3,515.0 |
104.0 |
2.9% |
22.4 |
0.6% |
80% |
False |
False |
640,270 |
40 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
24.9 |
0.7% |
92% |
False |
False |
577,192 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
27.5 |
0.8% |
92% |
False |
False |
386,020 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
28.7 |
0.8% |
92% |
False |
False |
289,902 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.3 |
0.8% |
92% |
False |
False |
232,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,686.5 |
2.618 |
3,657.1 |
1.618 |
3,639.1 |
1.000 |
3,628.0 |
0.618 |
3,621.1 |
HIGH |
3,610.0 |
0.618 |
3,603.1 |
0.500 |
3,601.0 |
0.382 |
3,598.9 |
LOW |
3,592.0 |
0.618 |
3,580.9 |
1.000 |
3,574.0 |
1.618 |
3,562.9 |
2.618 |
3,544.9 |
4.250 |
3,515.5 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,601.0 |
3,598.5 |
PP |
3,600.0 |
3,598.3 |
S1 |
3,599.0 |
3,598.2 |
|