Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
5,939.25 |
5,984.00 |
44.75 |
0.8% |
5,930.75 |
High |
5,985.50 |
6,009.75 |
24.25 |
0.4% |
5,985.50 |
Low |
5,933.00 |
5,958.50 |
25.50 |
0.4% |
5,842.00 |
Close |
5,982.50 |
5,980.50 |
-2.00 |
0.0% |
5,982.50 |
Range |
52.50 |
51.25 |
-1.25 |
-2.4% |
143.50 |
ATR |
59.91 |
59.29 |
-0.62 |
-1.0% |
0.00 |
Volume |
275,661 |
269,518 |
-6,143 |
-2.2% |
1,684,340 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.75 |
6,109.75 |
6,008.75 |
|
R3 |
6,085.50 |
6,058.50 |
5,994.50 |
|
R2 |
6,034.25 |
6,034.25 |
5,990.00 |
|
R1 |
6,007.25 |
6,007.25 |
5,985.25 |
5,995.00 |
PP |
5,983.00 |
5,983.00 |
5,983.00 |
5,976.75 |
S1 |
5,956.00 |
5,956.00 |
5,975.75 |
5,944.00 |
S2 |
5,931.75 |
5,931.75 |
5,971.00 |
|
S3 |
5,880.50 |
5,904.75 |
5,966.50 |
|
S4 |
5,829.25 |
5,853.50 |
5,952.25 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,367.25 |
6,318.25 |
6,061.50 |
|
R3 |
6,223.75 |
6,174.75 |
6,022.00 |
|
R2 |
6,080.25 |
6,080.25 |
6,008.75 |
|
R1 |
6,031.25 |
6,031.25 |
5,995.75 |
6,055.75 |
PP |
5,936.75 |
5,936.75 |
5,936.75 |
5,949.00 |
S1 |
5,887.75 |
5,887.75 |
5,969.25 |
5,912.25 |
S2 |
5,793.25 |
5,793.25 |
5,956.25 |
|
S3 |
5,649.75 |
5,744.25 |
5,943.00 |
|
S4 |
5,506.25 |
5,600.75 |
5,903.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,009.75 |
5,862.75 |
147.00 |
2.5% |
53.50 |
0.9% |
80% |
True |
False |
301,206 |
10 |
6,009.75 |
5,842.00 |
167.75 |
2.8% |
57.50 |
1.0% |
83% |
True |
False |
312,989 |
20 |
6,018.25 |
5,842.00 |
176.25 |
2.9% |
56.25 |
0.9% |
79% |
False |
False |
252,979 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
63.75 |
1.1% |
83% |
False |
False |
127,345 |
60 |
6,026.25 |
5,657.50 |
368.75 |
6.2% |
61.25 |
1.0% |
88% |
False |
False |
85,066 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.7% |
69.25 |
1.2% |
90% |
False |
False |
63,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,227.50 |
2.618 |
6,144.00 |
1.618 |
6,092.75 |
1.000 |
6,061.00 |
0.618 |
6,041.50 |
HIGH |
6,009.75 |
0.618 |
5,990.25 |
0.500 |
5,984.00 |
0.382 |
5,978.00 |
LOW |
5,958.50 |
0.618 |
5,926.75 |
1.000 |
5,907.25 |
1.618 |
5,875.50 |
2.618 |
5,824.25 |
4.250 |
5,740.75 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
5,984.00 |
5,973.75 |
PP |
5,983.00 |
5,967.25 |
S1 |
5,981.75 |
5,960.50 |
|