Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,600.0 |
3,588.0 |
-12.0 |
-0.3% |
3,605.0 |
High |
3,616.0 |
3,644.0 |
28.0 |
0.8% |
3,619.0 |
Low |
3,568.0 |
3,573.0 |
5.0 |
0.1% |
3,578.0 |
Close |
3,580.0 |
3,633.0 |
53.0 |
1.5% |
3,598.0 |
Range |
48.0 |
71.0 |
23.0 |
47.9% |
41.0 |
ATR |
26.6 |
29.7 |
3.2 |
12.0% |
0.0 |
Volume |
959,814 |
1,390,993 |
431,179 |
44.9% |
3,458,695 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,829.7 |
3,802.3 |
3,672.1 |
|
R3 |
3,758.7 |
3,731.3 |
3,652.5 |
|
R2 |
3,687.7 |
3,687.7 |
3,646.0 |
|
R1 |
3,660.3 |
3,660.3 |
3,639.5 |
3,674.0 |
PP |
3,616.7 |
3,616.7 |
3,616.7 |
3,623.5 |
S1 |
3,589.3 |
3,589.3 |
3,626.5 |
3,603.0 |
S2 |
3,545.7 |
3,545.7 |
3,620.0 |
|
S3 |
3,474.7 |
3,518.3 |
3,613.5 |
|
S4 |
3,403.7 |
3,447.3 |
3,594.0 |
|
|
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 |
3,644.0 |
3,568.0 |
76.0 |
2.1% |
38.2 |
1.1% |
86% |
True |
False |
875,424 |
10 |
3,644.0 |
3,568.0 |
76.0 |
2.1% |
30.5 |
0.8% |
86% |
True |
False |
774,245 |
20 |
3,644.0 |
3,549.0 |
95.0 |
2.6% |
27.1 |
0.7% |
88% |
True |
False |
691,398 |
40 |
3,644.0 |
3,380.0 |
264.0 |
7.3% |
26.3 |
0.7% |
96% |
True |
False |
666,234 |
60 |
3,644.0 |
3,348.0 |
296.0 |
8.1% |
28.3 |
0.8% |
96% |
True |
False |
446,175 |
80 |
3,644.0 |
3,348.0 |
296.0 |
8.1% |
29.4 |
0.8% |
96% |
True |
False |
335,388 |
100 |
3,644.0 |
3,348.0 |
296.0 |
8.1% |
30.5 |
0.8% |
96% |
True |
False |
268,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,945.8 |
2.618 |
3,829.9 |
1.618 |
3,758.9 |
1.000 |
3,715.0 |
0.618 |
3,687.9 |
HIGH |
3,644.0 |
0.618 |
3,616.9 |
0.500 |
3,608.5 |
0.382 |
3,600.1 |
LOW |
3,573.0 |
0.618 |
3,529.1 |
1.000 |
3,502.0 |
1.618 |
3,458.1 |
2.618 |
3,387.1 |
4.250 |
3,271.3 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,624.8 |
3,624.0 |
PP |
3,616.7 |
3,615.0 |
S1 |
3,608.5 |
3,606.0 |
|