Trading Metrics calculated at close of trading on 10-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,650 |
20,735 |
85 |
0.4% |
20,365 |
High |
20,780 |
20,875 |
95 |
0.5% |
20,790 |
Low |
20,605 |
20,695 |
90 |
0.4% |
20,365 |
Close |
20,720 |
20,855 |
135 |
0.7% |
20,695 |
Range |
175 |
180 |
5 |
2.9% |
425 |
ATR |
167 |
168 |
1 |
0.6% |
0 |
Volume |
2,562 |
10,543 |
7,981 |
311.5% |
42,316 |
|
Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,348 |
21,282 |
20,954 |
|
R3 |
21,168 |
21,102 |
20,905 |
|
R2 |
20,988 |
20,988 |
20,888 |
|
R1 |
20,922 |
20,922 |
20,872 |
20,955 |
PP |
20,808 |
20,808 |
20,808 |
20,825 |
S1 |
20,742 |
20,742 |
20,839 |
20,775 |
S2 |
20,628 |
20,628 |
20,822 |
|
S3 |
20,448 |
20,562 |
20,806 |
|
S4 |
20,268 |
20,382 |
20,756 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,892 |
21,718 |
20,929 |
|
R3 |
21,467 |
21,293 |
20,812 |
|
R2 |
21,042 |
21,042 |
20,773 |
|
R1 |
20,868 |
20,868 |
20,734 |
20,955 |
PP |
20,617 |
20,617 |
20,617 |
20,660 |
S1 |
20,443 |
20,443 |
20,656 |
20,530 |
S2 |
20,192 |
20,192 |
20,617 |
|
S3 |
19,767 |
20,018 |
20,578 |
|
S4 |
19,342 |
19,593 |
20,461 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,875 |
20,605 |
270 |
1.3% |
136 |
0.7% |
93% |
True |
False |
7,247 |
10 |
20,875 |
20,240 |
635 |
3.0% |
149 |
0.7% |
97% |
True |
False |
8,398 |
20 |
20,875 |
19,665 |
1,210 |
5.8% |
159 |
0.8% |
98% |
True |
False |
8,563 |
40 |
20,875 |
18,980 |
1,895 |
9.1% |
184 |
0.9% |
99% |
True |
False |
6,491 |
60 |
20,875 |
18,980 |
1,895 |
9.1% |
157 |
0.8% |
99% |
True |
False |
4,328 |
80 |
20,875 |
18,980 |
1,895 |
9.1% |
138 |
0.7% |
99% |
True |
False |
3,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,640 |
2.618 |
21,346 |
1.618 |
21,166 |
1.000 |
21,055 |
0.618 |
20,986 |
HIGH |
20,875 |
0.618 |
20,806 |
0.500 |
20,785 |
0.382 |
20,764 |
LOW |
20,695 |
0.618 |
20,584 |
1.000 |
20,515 |
1.618 |
20,404 |
2.618 |
20,224 |
4.250 |
19,930 |
|
|
Fisher Pivots for day following 10-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,832 |
20,817 |
PP |
20,808 |
20,778 |
S1 |
20,785 |
20,740 |
|