Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,375 |
21,640 |
265 |
1.2% |
21,250 |
High |
21,595 |
21,865 |
270 |
1.3% |
21,595 |
Low |
21,340 |
21,625 |
285 |
1.3% |
21,230 |
Close |
21,580 |
21,675 |
95 |
0.4% |
21,580 |
Range |
255 |
240 |
-15 |
-5.9% |
365 |
ATR |
186 |
193 |
7 |
3.8% |
0 |
Volume |
10,849 |
14,705 |
3,856 |
35.5% |
63,980 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,442 |
22,298 |
21,807 |
|
R3 |
22,202 |
22,058 |
21,741 |
|
R2 |
21,962 |
21,962 |
21,719 |
|
R1 |
21,818 |
21,818 |
21,697 |
21,890 |
PP |
21,722 |
21,722 |
21,722 |
21,758 |
S1 |
21,578 |
21,578 |
21,653 |
21,650 |
S2 |
21,482 |
21,482 |
21,631 |
|
S3 |
21,242 |
21,338 |
21,609 |
|
S4 |
21,002 |
21,098 |
21,543 |
|
|
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 |
21,865 |
21,240 |
625 |
2.9% |
216 |
1.0% |
70% |
True |
False |
13,550 |
10 |
21,865 |
20,695 |
1,170 |
5.4% |
206 |
0.9% |
84% |
True |
False |
12,073 |
20 |
21,865 |
20,180 |
1,685 |
7.8% |
174 |
0.8% |
89% |
True |
False |
10,083 |
40 |
21,865 |
18,980 |
2,885 |
13.3% |
188 |
0.9% |
93% |
True |
False |
9,232 |
60 |
21,865 |
18,980 |
2,885 |
13.3% |
178 |
0.8% |
93% |
True |
False |
6,165 |
80 |
21,865 |
18,980 |
2,885 |
13.3% |
153 |
0.7% |
93% |
True |
False |
4,624 |
100 |
21,865 |
18,980 |
2,885 |
13.3% |
135 |
0.6% |
93% |
True |
False |
3,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,885 |
2.618 |
22,493 |
1.618 |
22,253 |
1.000 |
22,105 |
0.618 |
22,013 |
HIGH |
21,865 |
0.618 |
21,773 |
0.500 |
21,745 |
0.382 |
21,717 |
LOW |
21,625 |
0.618 |
21,477 |
1.000 |
21,385 |
1.618 |
21,237 |
2.618 |
20,997 |
4.250 |
20,605 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
21,745 |
21,634 |
PP |
21,722 |
21,593 |
S1 |
21,698 |
21,553 |
|