Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,735 |
20,855 |
120 |
0.6% |
20,365 |
High |
20,875 |
21,005 |
130 |
0.6% |
20,790 |
Low |
20,695 |
20,820 |
125 |
0.6% |
20,365 |
Close |
20,855 |
20,975 |
120 |
0.6% |
20,695 |
Range |
180 |
185 |
5 |
2.8% |
425 |
ATR |
168 |
169 |
1 |
0.7% |
0 |
Volume |
10,543 |
9,835 |
-708 |
-6.7% |
42,316 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,488 |
21,417 |
21,077 |
|
R3 |
21,303 |
21,232 |
21,026 |
|
R2 |
21,118 |
21,118 |
21,009 |
|
R1 |
21,047 |
21,047 |
20,992 |
21,083 |
PP |
20,933 |
20,933 |
20,933 |
20,951 |
S1 |
20,862 |
20,862 |
20,958 |
20,898 |
S2 |
20,748 |
20,748 |
20,941 |
|
S3 |
20,563 |
20,677 |
20,924 |
|
S4 |
20,378 |
20,492 |
20,873 |
|
|
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 |
21,005 |
20,605 |
400 |
1.9% |
154 |
0.7% |
93% |
True |
False |
7,692 |
10 |
21,005 |
20,305 |
700 |
3.3% |
145 |
0.7% |
96% |
True |
False |
8,029 |
20 |
21,005 |
19,665 |
1,340 |
6.4% |
163 |
0.8% |
98% |
True |
False |
8,737 |
40 |
21,005 |
18,980 |
2,025 |
9.7% |
183 |
0.9% |
99% |
True |
False |
6,736 |
60 |
21,005 |
18,980 |
2,025 |
9.7% |
158 |
0.8% |
99% |
True |
False |
4,492 |
80 |
21,005 |
18,980 |
2,025 |
9.7% |
141 |
0.7% |
99% |
True |
False |
3,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,791 |
2.618 |
21,489 |
1.618 |
21,304 |
1.000 |
21,190 |
0.618 |
21,119 |
HIGH |
21,005 |
0.618 |
20,934 |
0.500 |
20,913 |
0.382 |
20,891 |
LOW |
20,820 |
0.618 |
20,706 |
1.000 |
20,635 |
1.618 |
20,521 |
2.618 |
20,336 |
4.250 |
20,034 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
20,954 |
20,918 |
PP |
20,933 |
20,862 |
S1 |
20,913 |
20,805 |
|