Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,603.0 |
3,603.0 |
0.0 |
0.0% |
3,605.0 |
High |
3,610.0 |
3,619.0 |
9.0 |
0.2% |
3,619.0 |
Low |
3,592.0 |
3,589.0 |
-3.0 |
-0.1% |
3,578.0 |
Close |
3,598.0 |
3,603.0 |
5.0 |
0.1% |
3,598.0 |
Range |
18.0 |
30.0 |
12.0 |
66.7% |
41.0 |
ATR |
24.6 |
25.0 |
0.4 |
1.6% |
0.0 |
Volume |
731,812 |
656,101 |
-75,711 |
-10.3% |
3,458,695 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,693.7 |
3,678.3 |
3,619.5 |
|
R3 |
3,663.7 |
3,648.3 |
3,611.3 |
|
R2 |
3,633.7 |
3,633.7 |
3,608.5 |
|
R1 |
3,618.3 |
3,618.3 |
3,605.8 |
3,618.0 |
PP |
3,603.7 |
3,603.7 |
3,603.7 |
3,603.5 |
S1 |
3,588.3 |
3,588.3 |
3,600.3 |
3,588.0 |
S2 |
3,573.7 |
3,573.7 |
3,597.5 |
|
S3 |
3,543.7 |
3,558.3 |
3,594.8 |
|
S4 |
3,513.7 |
3,528.3 |
3,586.5 |
|
|
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% |
25.4 |
0.7% |
61% |
True |
False |
731,247 |
10 |
3,619.0 |
3,578.0 |
41.0 |
1.1% |
22.9 |
0.6% |
61% |
True |
False |
660,138 |
20 |
3,619.0 |
3,518.0 |
101.0 |
2.8% |
22.8 |
0.6% |
84% |
True |
False |
640,757 |
40 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
25.0 |
0.7% |
94% |
True |
False |
593,585 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
27.6 |
0.8% |
94% |
True |
False |
396,620 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
28.5 |
0.8% |
94% |
True |
False |
298,102 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.5 |
0.8% |
94% |
True |
False |
238,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,746.5 |
2.618 |
3,697.5 |
1.618 |
3,667.5 |
1.000 |
3,649.0 |
0.618 |
3,637.5 |
HIGH |
3,619.0 |
0.618 |
3,607.5 |
0.500 |
3,604.0 |
0.382 |
3,600.5 |
LOW |
3,589.0 |
0.618 |
3,570.5 |
1.000 |
3,559.0 |
1.618 |
3,540.5 |
2.618 |
3,510.5 |
4.250 |
3,461.5 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,604.0 |
3,601.5 |
PP |
3,603.7 |
3,600.0 |
S1 |
3,603.3 |
3,598.5 |
|