Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,603.0 |
3,594.0 |
-9.0 |
-0.2% |
3,605.0 |
High |
3,619.0 |
3,618.0 |
-1.0 |
0.0% |
3,619.0 |
Low |
3,589.0 |
3,594.0 |
5.0 |
0.1% |
3,578.0 |
Close |
3,603.0 |
3,606.0 |
3.0 |
0.1% |
3,598.0 |
Range |
30.0 |
24.0 |
-6.0 |
-20.0% |
41.0 |
ATR |
25.0 |
24.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
656,101 |
638,401 |
-17,700 |
-2.7% |
3,458,695 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.0 |
3,666.0 |
3,619.2 |
|
R3 |
3,654.0 |
3,642.0 |
3,612.6 |
|
R2 |
3,630.0 |
3,630.0 |
3,610.4 |
|
R1 |
3,618.0 |
3,618.0 |
3,608.2 |
3,624.0 |
PP |
3,606.0 |
3,606.0 |
3,606.0 |
3,609.0 |
S1 |
3,594.0 |
3,594.0 |
3,603.8 |
3,600.0 |
S2 |
3,582.0 |
3,582.0 |
3,601.6 |
|
S3 |
3,558.0 |
3,570.0 |
3,599.4 |
|
S4 |
3,534.0 |
3,546.0 |
3,592.8 |
|
|
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% |
25.6 |
0.7% |
68% |
False |
False |
735,120 |
10 |
3,619.0 |
3,578.0 |
41.0 |
1.1% |
22.7 |
0.6% |
68% |
False |
False |
648,383 |
20 |
3,619.0 |
3,528.0 |
91.0 |
2.5% |
23.3 |
0.6% |
86% |
False |
False |
640,961 |
40 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
24.9 |
0.7% |
95% |
False |
False |
609,531 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
27.4 |
0.8% |
95% |
False |
False |
407,257 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
28.4 |
0.8% |
95% |
False |
False |
306,081 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.5% |
29.5 |
0.8% |
95% |
False |
False |
245,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.0 |
2.618 |
3,680.8 |
1.618 |
3,656.8 |
1.000 |
3,642.0 |
0.618 |
3,632.8 |
HIGH |
3,618.0 |
0.618 |
3,608.8 |
0.500 |
3,606.0 |
0.382 |
3,603.2 |
LOW |
3,594.0 |
0.618 |
3,579.2 |
1.000 |
3,570.0 |
1.618 |
3,555.2 |
2.618 |
3,531.2 |
4.250 |
3,492.0 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,606.0 |
3,605.3 |
PP |
3,606.0 |
3,604.7 |
S1 |
3,606.0 |
3,604.0 |
|