Trading Metrics calculated at close of trading on 25-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,594.0 |
3,600.0 |
6.0 |
0.2% |
3,605.0 |
High |
3,618.0 |
3,616.0 |
-2.0 |
-0.1% |
3,619.0 |
Low |
3,594.0 |
3,568.0 |
-26.0 |
-0.7% |
3,578.0 |
Close |
3,606.0 |
3,580.0 |
-26.0 |
-0.7% |
3,598.0 |
Range |
24.0 |
48.0 |
24.0 |
100.0% |
41.0 |
ATR |
24.9 |
26.6 |
1.6 |
6.6% |
0.0 |
Volume |
638,401 |
959,814 |
321,413 |
50.3% |
3,458,695 |
|
Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,732.0 |
3,704.0 |
3,606.4 |
|
R3 |
3,684.0 |
3,656.0 |
3,593.2 |
|
R2 |
3,636.0 |
3,636.0 |
3,588.8 |
|
R1 |
3,608.0 |
3,608.0 |
3,584.4 |
3,598.0 |
PP |
3,588.0 |
3,588.0 |
3,588.0 |
3,583.0 |
S1 |
3,560.0 |
3,560.0 |
3,575.6 |
3,550.0 |
S2 |
3,540.0 |
3,540.0 |
3,571.2 |
|
S3 |
3,492.0 |
3,512.0 |
3,566.8 |
|
S4 |
3,444.0 |
3,464.0 |
3,553.6 |
|
|
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 |
3,568.0 |
51.0 |
1.4% |
31.2 |
0.9% |
24% |
False |
True |
806,191 |
10 |
3,619.0 |
3,568.0 |
51.0 |
1.4% |
25.2 |
0.7% |
24% |
False |
True |
680,540 |
20 |
3,619.0 |
3,544.0 |
75.0 |
2.1% |
24.2 |
0.7% |
48% |
False |
False |
650,153 |
40 |
3,619.0 |
3,380.0 |
239.0 |
6.7% |
25.0 |
0.7% |
84% |
False |
False |
632,501 |
60 |
3,619.0 |
3,348.0 |
271.0 |
7.6% |
27.5 |
0.8% |
86% |
False |
False |
423,161 |
80 |
3,619.0 |
3,348.0 |
271.0 |
7.6% |
28.7 |
0.8% |
86% |
False |
False |
318,002 |
100 |
3,619.0 |
3,348.0 |
271.0 |
7.6% |
29.8 |
0.8% |
86% |
False |
False |
254,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,820.0 |
2.618 |
3,741.7 |
1.618 |
3,693.7 |
1.000 |
3,664.0 |
0.618 |
3,645.7 |
HIGH |
3,616.0 |
0.618 |
3,597.7 |
0.500 |
3,592.0 |
0.382 |
3,586.3 |
LOW |
3,568.0 |
0.618 |
3,538.3 |
1.000 |
3,520.0 |
1.618 |
3,490.3 |
2.618 |
3,442.3 |
4.250 |
3,364.0 |
|
|
Fisher Pivots for day following 25-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,592.0 |
3,593.5 |
PP |
3,588.0 |
3,589.0 |
S1 |
3,584.0 |
3,584.5 |
|