Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,700 |
20,685 |
-15 |
-0.1% |
20,245 |
High |
20,720 |
20,740 |
20 |
0.1% |
20,460 |
Low |
20,625 |
20,630 |
5 |
0.0% |
20,135 |
Close |
20,700 |
20,730 |
30 |
0.1% |
20,385 |
Range |
95 |
110 |
15 |
15.8% |
325 |
ATR |
174 |
170 |
-5 |
-2.6% |
0 |
Volume |
7,606 |
7,135 |
-471 |
-6.2% |
45,011 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,030 |
20,990 |
20,791 |
|
R3 |
20,920 |
20,880 |
20,760 |
|
R2 |
20,810 |
20,810 |
20,750 |
|
R1 |
20,770 |
20,770 |
20,740 |
20,790 |
PP |
20,700 |
20,700 |
20,700 |
20,710 |
S1 |
20,660 |
20,660 |
20,720 |
20,680 |
S2 |
20,590 |
20,590 |
20,710 |
|
S3 |
20,480 |
20,550 |
20,700 |
|
S4 |
20,370 |
20,440 |
20,670 |
|
|
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 |
20,740 |
20,305 |
435 |
2.1% |
136 |
0.7% |
98% |
True |
False |
8,228 |
10 |
20,740 |
20,135 |
605 |
2.9% |
150 |
0.7% |
98% |
True |
False |
8,887 |
20 |
20,740 |
19,140 |
1,600 |
7.7% |
175 |
0.8% |
99% |
True |
False |
8,837 |
40 |
20,740 |
18,980 |
1,760 |
8.5% |
191 |
0.9% |
99% |
True |
False |
5,955 |
60 |
20,740 |
18,980 |
1,760 |
8.5% |
153 |
0.7% |
99% |
True |
False |
3,970 |
80 |
20,740 |
18,980 |
1,760 |
8.5% |
137 |
0.7% |
99% |
True |
False |
2,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,208 |
2.618 |
21,028 |
1.618 |
20,918 |
1.000 |
20,850 |
0.618 |
20,808 |
HIGH |
20,740 |
0.618 |
20,698 |
0.500 |
20,685 |
0.382 |
20,672 |
LOW |
20,630 |
0.618 |
20,562 |
1.000 |
20,520 |
1.618 |
20,452 |
2.618 |
20,342 |
4.250 |
20,163 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,715 |
20,689 |
PP |
20,700 |
20,648 |
S1 |
20,685 |
20,608 |
|