Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,520 |
20,700 |
180 |
0.9% |
20,245 |
High |
20,705 |
20,720 |
15 |
0.1% |
20,460 |
Low |
20,475 |
20,625 |
150 |
0.7% |
20,135 |
Close |
20,705 |
20,700 |
-5 |
0.0% |
20,385 |
Range |
230 |
95 |
-135 |
-58.7% |
325 |
ATR |
180 |
174 |
-6 |
-3.4% |
0 |
Volume |
8,022 |
7,606 |
-416 |
-5.2% |
45,011 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,967 |
20,928 |
20,752 |
|
R3 |
20,872 |
20,833 |
20,726 |
|
R2 |
20,777 |
20,777 |
20,718 |
|
R1 |
20,738 |
20,738 |
20,709 |
20,748 |
PP |
20,682 |
20,682 |
20,682 |
20,686 |
S1 |
20,643 |
20,643 |
20,691 |
20,653 |
S2 |
20,587 |
20,587 |
20,683 |
|
S3 |
20,492 |
20,548 |
20,674 |
|
S4 |
20,397 |
20,453 |
20,648 |
|
|
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 |
20,720 |
20,305 |
415 |
2.0% |
136 |
0.7% |
95% |
True |
False |
8,366 |
10 |
20,720 |
20,135 |
585 |
2.8% |
158 |
0.8% |
97% |
True |
False |
9,174 |
20 |
20,720 |
19,140 |
1,580 |
7.6% |
177 |
0.9% |
99% |
True |
False |
9,095 |
40 |
20,720 |
18,980 |
1,740 |
8.4% |
193 |
0.9% |
99% |
True |
False |
5,776 |
60 |
20,720 |
18,980 |
1,740 |
8.4% |
152 |
0.7% |
99% |
True |
False |
3,851 |
80 |
20,720 |
18,980 |
1,740 |
8.4% |
136 |
0.7% |
99% |
True |
False |
2,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,124 |
2.618 |
20,969 |
1.618 |
20,874 |
1.000 |
20,815 |
0.618 |
20,779 |
HIGH |
20,720 |
0.618 |
20,684 |
0.500 |
20,673 |
0.382 |
20,661 |
LOW |
20,625 |
0.618 |
20,566 |
1.000 |
20,530 |
1.618 |
20,471 |
2.618 |
20,376 |
4.250 |
20,221 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,691 |
20,648 |
PP |
20,682 |
20,595 |
S1 |
20,673 |
20,543 |
|