Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,375 |
21,390 |
15 |
0.1% |
20,650 |
High |
21,430 |
21,475 |
45 |
0.2% |
21,300 |
Low |
21,265 |
21,350 |
85 |
0.4% |
20,605 |
Close |
21,400 |
21,470 |
70 |
0.3% |
21,265 |
Range |
165 |
125 |
-40 |
-24.2% |
695 |
ATR |
175 |
172 |
-4 |
-2.0% |
0 |
Volume |
11,388 |
10,488 |
-900 |
-7.9% |
44,609 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,807 |
21,763 |
21,539 |
|
R3 |
21,682 |
21,638 |
21,505 |
|
R2 |
21,557 |
21,557 |
21,493 |
|
R1 |
21,513 |
21,513 |
21,482 |
21,535 |
PP |
21,432 |
21,432 |
21,432 |
21,443 |
S1 |
21,388 |
21,388 |
21,459 |
21,410 |
S2 |
21,307 |
21,307 |
21,447 |
|
S3 |
21,182 |
21,263 |
21,436 |
|
S4 |
21,057 |
21,138 |
21,401 |
|
|
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 |
21,475 |
20,955 |
520 |
2.4% |
180 |
0.8% |
99% |
True |
False |
10,895 |
10 |
21,475 |
20,605 |
870 |
4.1% |
167 |
0.8% |
99% |
True |
False |
9,294 |
20 |
21,475 |
20,135 |
1,340 |
6.2% |
162 |
0.8% |
100% |
True |
False |
9,234 |
40 |
21,475 |
18,980 |
2,495 |
11.6% |
181 |
0.8% |
100% |
True |
False |
8,088 |
60 |
21,475 |
18,980 |
2,495 |
11.6% |
170 |
0.8% |
100% |
True |
False |
5,400 |
80 |
21,475 |
18,980 |
2,495 |
11.6% |
148 |
0.7% |
100% |
True |
False |
4,050 |
100 |
21,475 |
18,980 |
2,495 |
11.6% |
127 |
0.6% |
100% |
True |
False |
3,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,006 |
2.618 |
21,802 |
1.618 |
21,677 |
1.000 |
21,600 |
0.618 |
21,552 |
HIGH |
21,475 |
0.618 |
21,427 |
0.500 |
21,413 |
0.382 |
21,398 |
LOW |
21,350 |
0.618 |
21,273 |
1.000 |
21,225 |
1.618 |
21,148 |
2.618 |
21,023 |
4.250 |
20,819 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,451 |
21,431 |
PP |
21,432 |
21,392 |
S1 |
21,413 |
21,353 |
|