Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,355 |
20,365 |
10 |
0.0% |
20,245 |
High |
20,405 |
20,510 |
105 |
0.5% |
20,460 |
Low |
20,305 |
20,365 |
60 |
0.3% |
20,135 |
Close |
20,385 |
20,500 |
115 |
0.6% |
20,385 |
Range |
100 |
145 |
45 |
45.0% |
325 |
ATR |
179 |
177 |
-2 |
-1.4% |
0 |
Volume |
7,215 |
11,164 |
3,949 |
54.7% |
45,011 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,893 |
20,842 |
20,580 |
|
R3 |
20,748 |
20,697 |
20,540 |
|
R2 |
20,603 |
20,603 |
20,527 |
|
R1 |
20,552 |
20,552 |
20,513 |
20,578 |
PP |
20,458 |
20,458 |
20,458 |
20,471 |
S1 |
20,407 |
20,407 |
20,487 |
20,433 |
S2 |
20,313 |
20,313 |
20,474 |
|
S3 |
20,168 |
20,262 |
20,460 |
|
S4 |
20,023 |
20,117 |
20,420 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,302 |
21,168 |
20,564 |
|
R3 |
20,977 |
20,843 |
20,475 |
|
R2 |
20,652 |
20,652 |
20,445 |
|
R1 |
20,518 |
20,518 |
20,415 |
20,585 |
PP |
20,327 |
20,327 |
20,327 |
20,360 |
S1 |
20,193 |
20,193 |
20,355 |
20,260 |
S2 |
20,002 |
20,002 |
20,326 |
|
S3 |
19,677 |
19,868 |
20,296 |
|
S4 |
19,352 |
19,543 |
20,206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,510 |
20,180 |
330 |
1.6% |
138 |
0.7% |
97% |
True |
False |
9,446 |
10 |
20,510 |
20,000 |
510 |
2.5% |
163 |
0.8% |
98% |
True |
False |
9,683 |
20 |
20,510 |
19,140 |
1,370 |
6.7% |
189 |
0.9% |
99% |
True |
False |
10,398 |
40 |
20,510 |
18,980 |
1,530 |
7.5% |
192 |
0.9% |
99% |
True |
False |
5,386 |
60 |
20,510 |
18,980 |
1,530 |
7.5% |
148 |
0.7% |
99% |
True |
False |
3,591 |
80 |
20,510 |
18,980 |
1,530 |
7.5% |
134 |
0.7% |
99% |
True |
False |
2,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,126 |
2.618 |
20,890 |
1.618 |
20,745 |
1.000 |
20,655 |
0.618 |
20,600 |
HIGH |
20,510 |
0.618 |
20,455 |
0.500 |
20,438 |
0.382 |
20,421 |
LOW |
20,365 |
0.618 |
20,276 |
1.000 |
20,220 |
1.618 |
20,131 |
2.618 |
19,986 |
4.250 |
19,749 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,479 |
20,469 |
PP |
20,458 |
20,438 |
S1 |
20,438 |
20,408 |
|