Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,390 |
21,470 |
80 |
0.4% |
20,650 |
High |
21,475 |
21,535 |
60 |
0.3% |
21,300 |
Low |
21,350 |
21,240 |
-110 |
-0.5% |
20,605 |
Close |
21,470 |
21,370 |
-100 |
-0.5% |
21,265 |
Range |
125 |
295 |
170 |
136.0% |
695 |
ATR |
172 |
180 |
9 |
5.1% |
0 |
Volume |
10,488 |
20,324 |
9,836 |
93.8% |
44,609 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,267 |
22,113 |
21,532 |
|
R3 |
21,972 |
21,818 |
21,451 |
|
R2 |
21,677 |
21,677 |
21,424 |
|
R1 |
21,523 |
21,523 |
21,397 |
21,453 |
PP |
21,382 |
21,382 |
21,382 |
21,346 |
S1 |
21,228 |
21,228 |
21,343 |
21,158 |
S2 |
21,087 |
21,087 |
21,316 |
|
S3 |
20,792 |
20,933 |
21,289 |
|
S4 |
20,497 |
20,638 |
21,208 |
|
|
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 |
21,535 |
20,960 |
575 |
2.7% |
217 |
1.0% |
71% |
True |
False |
13,441 |
10 |
21,535 |
20,605 |
930 |
4.4% |
186 |
0.9% |
82% |
True |
False |
10,612 |
20 |
21,535 |
20,135 |
1,400 |
6.6% |
168 |
0.8% |
88% |
True |
False |
9,750 |
40 |
21,535 |
18,980 |
2,555 |
12.0% |
182 |
0.9% |
94% |
True |
False |
8,595 |
60 |
21,535 |
18,980 |
2,555 |
12.0% |
173 |
0.8% |
94% |
True |
False |
5,739 |
80 |
21,535 |
18,980 |
2,555 |
12.0% |
151 |
0.7% |
94% |
True |
False |
4,304 |
100 |
21,535 |
18,980 |
2,555 |
12.0% |
130 |
0.6% |
94% |
True |
False |
3,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,789 |
2.618 |
22,307 |
1.618 |
22,012 |
1.000 |
21,830 |
0.618 |
21,717 |
HIGH |
21,535 |
0.618 |
21,422 |
0.500 |
21,388 |
0.382 |
21,353 |
LOW |
21,240 |
0.618 |
21,058 |
1.000 |
20,945 |
1.618 |
20,763 |
2.618 |
20,468 |
4.250 |
19,986 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,388 |
21,388 |
PP |
21,382 |
21,382 |
S1 |
21,376 |
21,376 |
|