Trading Metrics calculated at close of trading on 12-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
20,855 |
21,005 |
150 |
0.7% |
20,365 |
High |
21,005 |
21,065 |
60 |
0.3% |
20,790 |
Low |
20,820 |
20,955 |
135 |
0.6% |
20,365 |
Close |
20,975 |
21,015 |
40 |
0.2% |
20,695 |
Range |
185 |
110 |
-75 |
-40.5% |
425 |
ATR |
169 |
165 |
-4 |
-2.5% |
0 |
Volume |
9,835 |
7,591 |
-2,244 |
-22.8% |
42,316 |
|
Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,342 |
21,288 |
21,076 |
|
R3 |
21,232 |
21,178 |
21,045 |
|
R2 |
21,122 |
21,122 |
21,035 |
|
R1 |
21,068 |
21,068 |
21,025 |
21,095 |
PP |
21,012 |
21,012 |
21,012 |
21,025 |
S1 |
20,958 |
20,958 |
21,005 |
20,985 |
S2 |
20,902 |
20,902 |
20,995 |
|
S3 |
20,792 |
20,848 |
20,985 |
|
S4 |
20,682 |
20,738 |
20,955 |
|
|
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 |
21,065 |
20,605 |
460 |
2.2% |
154 |
0.7% |
89% |
True |
False |
7,784 |
10 |
21,065 |
20,305 |
760 |
3.6% |
145 |
0.7% |
93% |
True |
False |
8,006 |
20 |
21,065 |
19,665 |
1,400 |
6.7% |
162 |
0.8% |
96% |
True |
False |
8,660 |
40 |
21,065 |
18,980 |
2,085 |
9.9% |
183 |
0.9% |
98% |
True |
False |
6,925 |
60 |
21,065 |
18,980 |
2,085 |
9.9% |
160 |
0.8% |
98% |
True |
False |
4,619 |
80 |
21,065 |
18,980 |
2,085 |
9.9% |
141 |
0.7% |
98% |
True |
False |
3,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,533 |
2.618 |
21,353 |
1.618 |
21,243 |
1.000 |
21,175 |
0.618 |
21,133 |
HIGH |
21,065 |
0.618 |
21,023 |
0.500 |
21,010 |
0.382 |
20,997 |
LOW |
20,955 |
0.618 |
20,887 |
1.000 |
20,845 |
1.618 |
20,777 |
2.618 |
20,667 |
4.250 |
20,488 |
|
|
Fisher Pivots for day following 12-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,013 |
20,970 |
PP |
21,012 |
20,925 |
S1 |
21,010 |
20,880 |
|