Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,250 |
21,375 |
125 |
0.6% |
20,650 |
High |
21,390 |
21,430 |
40 |
0.2% |
21,300 |
Low |
21,230 |
21,265 |
35 |
0.2% |
20,605 |
Close |
21,370 |
21,400 |
30 |
0.1% |
21,265 |
Range |
160 |
165 |
5 |
3.1% |
695 |
ATR |
176 |
175 |
-1 |
-0.4% |
0 |
Volume |
10,931 |
11,388 |
457 |
4.2% |
44,609 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,860 |
21,795 |
21,491 |
|
R3 |
21,695 |
21,630 |
21,446 |
|
R2 |
21,530 |
21,530 |
21,430 |
|
R1 |
21,465 |
21,465 |
21,415 |
21,498 |
PP |
21,365 |
21,365 |
21,365 |
21,381 |
S1 |
21,300 |
21,300 |
21,385 |
21,333 |
S2 |
21,200 |
21,200 |
21,370 |
|
S3 |
21,035 |
21,135 |
21,355 |
|
S4 |
20,870 |
20,970 |
21,309 |
|
|
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 |
21,430 |
20,820 |
610 |
2.9% |
192 |
0.9% |
95% |
True |
False |
10,764 |
10 |
21,430 |
20,605 |
825 |
3.9% |
164 |
0.8% |
96% |
True |
False |
9,005 |
20 |
21,430 |
20,135 |
1,295 |
6.1% |
165 |
0.8% |
98% |
True |
False |
9,210 |
40 |
21,430 |
18,980 |
2,450 |
11.4% |
182 |
0.8% |
99% |
True |
False |
7,829 |
60 |
21,430 |
18,980 |
2,450 |
11.4% |
168 |
0.8% |
99% |
True |
False |
5,225 |
80 |
21,430 |
18,980 |
2,450 |
11.4% |
148 |
0.7% |
99% |
True |
False |
3,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,131 |
2.618 |
21,862 |
1.618 |
21,697 |
1.000 |
21,595 |
0.618 |
21,532 |
HIGH |
21,430 |
0.618 |
21,367 |
0.500 |
21,348 |
0.382 |
21,328 |
LOW |
21,265 |
0.618 |
21,163 |
1.000 |
21,100 |
1.618 |
20,998 |
2.618 |
20,833 |
4.250 |
20,564 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,383 |
21,332 |
PP |
21,365 |
21,263 |
S1 |
21,348 |
21,195 |
|