Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,588.0 |
3,638.0 |
50.0 |
1.4% |
3,603.0 |
High |
3,644.0 |
3,665.0 |
21.0 |
0.6% |
3,665.0 |
Low |
3,573.0 |
3,638.0 |
65.0 |
1.8% |
3,568.0 |
Close |
3,633.0 |
3,648.0 |
15.0 |
0.4% |
3,648.0 |
Range |
71.0 |
27.0 |
-44.0 |
-62.0% |
97.0 |
ATR |
29.7 |
29.9 |
0.2 |
0.5% |
0.0 |
Volume |
1,390,993 |
1,274,948 |
-116,045 |
-8.3% |
4,920,257 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,731.3 |
3,716.7 |
3,662.9 |
|
R3 |
3,704.3 |
3,689.7 |
3,655.4 |
|
R2 |
3,677.3 |
3,677.3 |
3,653.0 |
|
R1 |
3,662.7 |
3,662.7 |
3,650.5 |
3,670.0 |
PP |
3,650.3 |
3,650.3 |
3,650.3 |
3,654.0 |
S1 |
3,635.7 |
3,635.7 |
3,645.5 |
3,643.0 |
S2 |
3,623.3 |
3,623.3 |
3,643.1 |
|
S3 |
3,596.3 |
3,608.7 |
3,640.6 |
|
S4 |
3,569.3 |
3,581.7 |
3,633.2 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,918.0 |
3,880.0 |
3,701.4 |
|
R3 |
3,821.0 |
3,783.0 |
3,674.7 |
|
R2 |
3,724.0 |
3,724.0 |
3,665.8 |
|
R1 |
3,686.0 |
3,686.0 |
3,656.9 |
3,705.0 |
PP |
3,627.0 |
3,627.0 |
3,627.0 |
3,636.5 |
S1 |
3,589.0 |
3,589.0 |
3,639.1 |
3,608.0 |
S2 |
3,530.0 |
3,530.0 |
3,630.2 |
|
S3 |
3,433.0 |
3,492.0 |
3,621.3 |
|
S4 |
3,336.0 |
3,395.0 |
3,594.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
40.0 |
1.1% |
82% |
True |
False |
984,051 |
10 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
31.2 |
0.9% |
82% |
True |
False |
837,895 |
20 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
26.7 |
0.7% |
82% |
True |
False |
710,788 |
40 |
3,665.0 |
3,380.0 |
285.0 |
7.8% |
26.4 |
0.7% |
94% |
True |
False |
697,907 |
60 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
28.2 |
0.8% |
95% |
True |
False |
467,421 |
80 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
29.2 |
0.8% |
95% |
True |
False |
351,321 |
100 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
30.6 |
0.8% |
95% |
True |
False |
281,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,779.8 |
2.618 |
3,735.7 |
1.618 |
3,708.7 |
1.000 |
3,692.0 |
0.618 |
3,681.7 |
HIGH |
3,665.0 |
0.618 |
3,654.7 |
0.500 |
3,651.5 |
0.382 |
3,648.3 |
LOW |
3,638.0 |
0.618 |
3,621.3 |
1.000 |
3,611.0 |
1.618 |
3,594.3 |
2.618 |
3,567.3 |
4.250 |
3,523.3 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,651.5 |
3,637.5 |
PP |
3,650.3 |
3,627.0 |
S1 |
3,649.2 |
3,616.5 |
|