Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,470 |
21,375 |
-95 |
-0.4% |
21,250 |
High |
21,535 |
21,595 |
60 |
0.3% |
21,595 |
Low |
21,240 |
21,340 |
100 |
0.5% |
21,230 |
Close |
21,370 |
21,580 |
210 |
1.0% |
21,580 |
Range |
295 |
255 |
-40 |
-13.6% |
365 |
ATR |
180 |
186 |
5 |
3.0% |
0 |
Volume |
20,324 |
10,849 |
-9,475 |
-46.6% |
63,980 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,270 |
22,180 |
21,720 |
|
R3 |
22,015 |
21,925 |
21,650 |
|
R2 |
21,760 |
21,760 |
21,627 |
|
R1 |
21,670 |
21,670 |
21,604 |
21,715 |
PP |
21,505 |
21,505 |
21,505 |
21,528 |
S1 |
21,415 |
21,415 |
21,557 |
21,460 |
S2 |
21,250 |
21,250 |
21,533 |
|
S3 |
20,995 |
21,160 |
21,510 |
|
S4 |
20,740 |
20,905 |
21,440 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,563 |
22,437 |
21,781 |
|
R3 |
22,198 |
22,072 |
21,681 |
|
R2 |
21,833 |
21,833 |
21,647 |
|
R1 |
21,707 |
21,707 |
21,614 |
21,770 |
PP |
21,468 |
21,468 |
21,468 |
21,500 |
S1 |
21,342 |
21,342 |
21,547 |
21,405 |
S2 |
21,103 |
21,103 |
21,513 |
|
S3 |
20,738 |
20,977 |
21,480 |
|
S4 |
20,373 |
20,612 |
21,379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,595 |
21,230 |
365 |
1.7% |
200 |
0.9% |
96% |
True |
False |
12,796 |
10 |
21,595 |
20,605 |
990 |
4.6% |
199 |
0.9% |
98% |
True |
False |
10,858 |
20 |
21,595 |
20,135 |
1,460 |
6.8% |
172 |
0.8% |
99% |
True |
False |
9,795 |
40 |
21,595 |
18,980 |
2,615 |
12.1% |
186 |
0.9% |
99% |
True |
False |
8,865 |
60 |
21,595 |
18,980 |
2,615 |
12.1% |
175 |
0.8% |
99% |
True |
False |
5,920 |
80 |
21,595 |
18,980 |
2,615 |
12.1% |
154 |
0.7% |
99% |
True |
False |
4,440 |
100 |
21,595 |
18,980 |
2,615 |
12.1% |
133 |
0.6% |
99% |
True |
False |
3,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,679 |
2.618 |
22,263 |
1.618 |
22,008 |
1.000 |
21,850 |
0.618 |
21,753 |
HIGH |
21,595 |
0.618 |
21,498 |
0.500 |
21,468 |
0.382 |
21,438 |
LOW |
21,340 |
0.618 |
21,183 |
1.000 |
21,085 |
1.618 |
20,928 |
2.618 |
20,673 |
4.250 |
20,256 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,543 |
21,526 |
PP |
21,505 |
21,472 |
S1 |
21,468 |
21,418 |
|