Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,030 |
21,250 |
220 |
1.0% |
20,650 |
High |
21,300 |
21,390 |
90 |
0.4% |
21,300 |
Low |
20,960 |
21,230 |
270 |
1.3% |
20,605 |
Close |
21,265 |
21,370 |
105 |
0.5% |
21,265 |
Range |
340 |
160 |
-180 |
-52.9% |
695 |
ATR |
177 |
176 |
-1 |
-0.7% |
0 |
Volume |
14,078 |
10,931 |
-3,147 |
-22.4% |
44,609 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,810 |
21,750 |
21,458 |
|
R3 |
21,650 |
21,590 |
21,414 |
|
R2 |
21,490 |
21,490 |
21,399 |
|
R1 |
21,430 |
21,430 |
21,385 |
21,460 |
PP |
21,330 |
21,330 |
21,330 |
21,345 |
S1 |
21,270 |
21,270 |
21,355 |
21,300 |
S2 |
21,170 |
21,170 |
21,341 |
|
S3 |
21,010 |
21,110 |
21,326 |
|
S4 |
20,850 |
20,950 |
21,282 |
|
|
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 |
21,390 |
20,695 |
695 |
3.3% |
195 |
0.9% |
97% |
True |
False |
10,595 |
10 |
21,390 |
20,475 |
915 |
4.3% |
171 |
0.8% |
98% |
True |
False |
8,669 |
20 |
21,390 |
20,000 |
1,390 |
6.5% |
167 |
0.8% |
99% |
True |
False |
9,176 |
40 |
21,390 |
18,980 |
2,410 |
11.3% |
184 |
0.9% |
99% |
True |
False |
7,548 |
60 |
21,390 |
18,980 |
2,410 |
11.3% |
166 |
0.8% |
99% |
True |
False |
5,036 |
80 |
21,390 |
18,980 |
2,410 |
11.3% |
146 |
0.7% |
99% |
True |
False |
3,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,070 |
2.618 |
21,809 |
1.618 |
21,649 |
1.000 |
21,550 |
0.618 |
21,489 |
HIGH |
21,390 |
0.618 |
21,329 |
0.500 |
21,310 |
0.382 |
21,291 |
LOW |
21,230 |
0.618 |
21,131 |
1.000 |
21,070 |
1.618 |
20,971 |
2.618 |
20,811 |
4.250 |
20,550 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,350 |
21,304 |
PP |
21,330 |
21,238 |
S1 |
21,310 |
21,173 |
|