Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,365 |
20,520 |
155 |
0.8% |
20,245 |
High |
20,510 |
20,705 |
195 |
1.0% |
20,460 |
Low |
20,365 |
20,475 |
110 |
0.5% |
20,135 |
Close |
20,500 |
20,705 |
205 |
1.0% |
20,385 |
Range |
145 |
230 |
85 |
58.6% |
325 |
ATR |
177 |
180 |
4 |
2.2% |
0 |
Volume |
11,164 |
8,022 |
-3,142 |
-28.1% |
45,011 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,318 |
21,242 |
20,832 |
|
R3 |
21,088 |
21,012 |
20,768 |
|
R2 |
20,858 |
20,858 |
20,747 |
|
R1 |
20,782 |
20,782 |
20,726 |
20,820 |
PP |
20,628 |
20,628 |
20,628 |
20,648 |
S1 |
20,552 |
20,552 |
20,684 |
20,590 |
S2 |
20,398 |
20,398 |
20,663 |
|
S3 |
20,168 |
20,322 |
20,642 |
|
S4 |
19,938 |
20,092 |
20,579 |
|
|
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 |
20,705 |
20,240 |
465 |
2.2% |
161 |
0.8% |
100% |
True |
False |
9,549 |
10 |
20,705 |
20,135 |
570 |
2.8% |
165 |
0.8% |
100% |
True |
False |
9,415 |
20 |
20,705 |
19,140 |
1,565 |
7.6% |
183 |
0.9% |
100% |
True |
False |
9,405 |
40 |
20,705 |
18,980 |
1,725 |
8.3% |
195 |
0.9% |
100% |
True |
False |
5,586 |
60 |
20,705 |
18,980 |
1,725 |
8.3% |
151 |
0.7% |
100% |
True |
False |
3,724 |
80 |
20,705 |
18,980 |
1,725 |
8.3% |
135 |
0.7% |
100% |
True |
False |
2,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,683 |
2.618 |
21,307 |
1.618 |
21,077 |
1.000 |
20,935 |
0.618 |
20,847 |
HIGH |
20,705 |
0.618 |
20,617 |
0.500 |
20,590 |
0.382 |
20,563 |
LOW |
20,475 |
0.618 |
20,333 |
1.000 |
20,245 |
1.618 |
20,103 |
2.618 |
19,873 |
4.250 |
19,498 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,667 |
20,638 |
PP |
20,628 |
20,572 |
S1 |
20,590 |
20,505 |
|