Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
5,984.00 |
5,985.50 |
1.50 |
0.0% |
5,930.75 |
High |
6,009.75 |
6,004.75 |
-5.00 |
-0.1% |
5,985.50 |
Low |
5,958.50 |
5,978.75 |
20.25 |
0.3% |
5,842.00 |
Close |
5,980.50 |
5,998.00 |
17.50 |
0.3% |
5,982.50 |
Range |
51.25 |
26.00 |
-25.25 |
-49.3% |
143.50 |
ATR |
59.29 |
56.91 |
-2.38 |
-4.0% |
0.00 |
Volume |
269,518 |
207,901 |
-61,617 |
-22.9% |
1,684,340 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,071.75 |
6,061.00 |
6,012.25 |
|
R3 |
6,045.75 |
6,035.00 |
6,005.25 |
|
R2 |
6,019.75 |
6,019.75 |
6,002.75 |
|
R1 |
6,009.00 |
6,009.00 |
6,000.50 |
6,014.50 |
PP |
5,993.75 |
5,993.75 |
5,993.75 |
5,996.50 |
S1 |
5,983.00 |
5,983.00 |
5,995.50 |
5,988.50 |
S2 |
5,967.75 |
5,967.75 |
5,993.25 |
|
S3 |
5,941.75 |
5,957.00 |
5,990.75 |
|
S4 |
5,915.75 |
5,931.00 |
5,983.75 |
|
|
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 |
5,886.50 |
123.25 |
2.1% |
48.75 |
0.8% |
90% |
False |
False |
274,091 |
10 |
6,009.75 |
5,842.00 |
167.75 |
2.8% |
57.00 |
1.0% |
93% |
False |
False |
312,531 |
20 |
6,018.25 |
5,842.00 |
176.25 |
2.9% |
52.75 |
0.9% |
89% |
False |
False |
262,809 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
63.50 |
1.1% |
89% |
False |
False |
132,526 |
60 |
6,026.25 |
5,675.00 |
351.25 |
5.9% |
60.50 |
1.0% |
92% |
False |
False |
88,526 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
66.75 |
1.1% |
94% |
False |
False |
66,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,115.25 |
2.618 |
6,072.75 |
1.618 |
6,046.75 |
1.000 |
6,030.75 |
0.618 |
6,020.75 |
HIGH |
6,004.75 |
0.618 |
5,994.75 |
0.500 |
5,991.75 |
0.382 |
5,988.75 |
LOW |
5,978.75 |
0.618 |
5,962.75 |
1.000 |
5,952.75 |
1.618 |
5,936.75 |
2.618 |
5,910.75 |
4.250 |
5,868.25 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
5,996.00 |
5,989.00 |
PP |
5,993.75 |
5,980.25 |
S1 |
5,991.75 |
5,971.50 |
|