Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,005 |
21,030 |
25 |
0.1% |
20,650 |
High |
21,065 |
21,300 |
235 |
1.1% |
21,300 |
Low |
20,955 |
20,960 |
5 |
0.0% |
20,605 |
Close |
21,015 |
21,265 |
250 |
1.2% |
21,265 |
Range |
110 |
340 |
230 |
209.1% |
695 |
ATR |
165 |
177 |
13 |
7.6% |
0 |
Volume |
7,591 |
14,078 |
6,487 |
85.5% |
44,609 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,195 |
22,070 |
21,452 |
|
R3 |
21,855 |
21,730 |
21,359 |
|
R2 |
21,515 |
21,515 |
21,327 |
|
R1 |
21,390 |
21,390 |
21,296 |
21,453 |
PP |
21,175 |
21,175 |
21,175 |
21,206 |
S1 |
21,050 |
21,050 |
21,234 |
21,113 |
S2 |
20,835 |
20,835 |
21,203 |
|
S3 |
20,495 |
20,710 |
21,172 |
|
S4 |
20,155 |
20,370 |
21,078 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,142 |
22,898 |
21,647 |
|
R3 |
22,447 |
22,203 |
21,456 |
|
R2 |
21,752 |
21,752 |
21,393 |
|
R1 |
21,508 |
21,508 |
21,329 |
21,630 |
PP |
21,057 |
21,057 |
21,057 |
21,118 |
S1 |
20,813 |
20,813 |
21,201 |
20,935 |
S2 |
20,362 |
20,362 |
21,138 |
|
S3 |
19,667 |
20,118 |
21,074 |
|
S4 |
18,972 |
19,423 |
20,883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,300 |
20,605 |
695 |
3.3% |
198 |
0.9% |
95% |
True |
False |
8,921 |
10 |
21,300 |
20,365 |
935 |
4.4% |
169 |
0.8% |
96% |
True |
False |
8,692 |
20 |
21,300 |
19,890 |
1,410 |
6.6% |
166 |
0.8% |
98% |
True |
False |
8,864 |
40 |
21,300 |
18,980 |
2,320 |
10.9% |
185 |
0.9% |
98% |
True |
False |
7,275 |
60 |
21,300 |
18,980 |
2,320 |
10.9% |
165 |
0.8% |
98% |
True |
False |
4,853 |
80 |
21,300 |
18,980 |
2,320 |
10.9% |
145 |
0.7% |
98% |
True |
False |
3,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,745 |
2.618 |
22,190 |
1.618 |
21,850 |
1.000 |
21,640 |
0.618 |
21,510 |
HIGH |
21,300 |
0.618 |
21,170 |
0.500 |
21,130 |
0.382 |
21,090 |
LOW |
20,960 |
0.618 |
20,750 |
1.000 |
20,620 |
1.618 |
20,410 |
2.618 |
20,070 |
4.250 |
19,515 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,220 |
21,197 |
PP |
21,175 |
21,128 |
S1 |
21,130 |
21,060 |
|