Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
21,765 |
21,890 |
125 |
0.6% |
21,640 |
High |
21,890 |
22,140 |
250 |
1.1% |
22,140 |
Low |
21,720 |
21,840 |
120 |
0.6% |
21,615 |
Close |
21,875 |
22,075 |
200 |
0.9% |
22,075 |
Range |
170 |
300 |
130 |
76.5% |
525 |
ATR |
208 |
214 |
7 |
3.2% |
0 |
Volume |
10,447 |
14,495 |
4,048 |
38.7% |
71,039 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,918 |
22,797 |
22,240 |
|
R3 |
22,618 |
22,497 |
22,158 |
|
R2 |
22,318 |
22,318 |
22,130 |
|
R1 |
22,197 |
22,197 |
22,103 |
22,258 |
PP |
22,018 |
22,018 |
22,018 |
22,049 |
S1 |
21,897 |
21,897 |
22,048 |
21,958 |
S2 |
21,718 |
21,718 |
22,020 |
|
S3 |
21,418 |
21,597 |
21,993 |
|
S4 |
21,118 |
21,297 |
21,910 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,518 |
23,322 |
22,364 |
|
R3 |
22,993 |
22,797 |
22,220 |
|
R2 |
22,468 |
22,468 |
22,171 |
|
R1 |
22,272 |
22,272 |
22,123 |
22,370 |
PP |
21,943 |
21,943 |
21,943 |
21,993 |
S1 |
21,747 |
21,747 |
22,027 |
21,845 |
S2 |
21,418 |
21,418 |
21,979 |
|
S3 |
20,893 |
21,222 |
21,931 |
|
S4 |
20,368 |
20,697 |
21,786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,140 |
21,615 |
525 |
2.4% |
270 |
1.2% |
88% |
True |
False |
14,207 |
10 |
22,140 |
21,230 |
910 |
4.1% |
235 |
1.1% |
93% |
True |
False |
13,501 |
20 |
22,140 |
20,365 |
1,775 |
8.0% |
202 |
0.9% |
96% |
True |
False |
11,097 |
40 |
22,140 |
19,140 |
3,000 |
13.6% |
195 |
0.9% |
98% |
True |
False |
10,536 |
60 |
22,140 |
18,980 |
3,160 |
14.3% |
194 |
0.9% |
98% |
True |
False |
7,103 |
80 |
22,140 |
18,980 |
3,160 |
14.3% |
162 |
0.7% |
98% |
True |
False |
5,328 |
100 |
22,140 |
18,980 |
3,160 |
14.3% |
146 |
0.7% |
98% |
True |
False |
4,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,415 |
2.618 |
22,926 |
1.618 |
22,626 |
1.000 |
22,440 |
0.618 |
22,326 |
HIGH |
22,140 |
0.618 |
22,026 |
0.500 |
21,990 |
0.382 |
21,955 |
LOW |
21,840 |
0.618 |
21,655 |
1.000 |
21,540 |
1.618 |
21,355 |
2.618 |
21,055 |
4.250 |
20,565 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,047 |
22,009 |
PP |
22,018 |
21,943 |
S1 |
21,990 |
21,878 |
|