Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
5,985.50 |
5,999.00 |
13.50 |
0.2% |
5,930.75 |
High |
6,004.75 |
6,015.50 |
10.75 |
0.2% |
5,985.50 |
Low |
5,978.75 |
5,979.50 |
0.75 |
0.0% |
5,842.00 |
Close |
5,998.00 |
6,004.00 |
6.00 |
0.1% |
5,982.50 |
Range |
26.00 |
36.00 |
10.00 |
38.5% |
143.50 |
ATR |
56.91 |
55.42 |
-1.49 |
-2.6% |
0.00 |
Volume |
207,901 |
236,714 |
28,813 |
13.9% |
1,684,340 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,107.75 |
6,091.75 |
6,023.75 |
|
R3 |
6,071.75 |
6,055.75 |
6,014.00 |
|
R2 |
6,035.75 |
6,035.75 |
6,010.50 |
|
R1 |
6,019.75 |
6,019.75 |
6,007.25 |
6,027.75 |
PP |
5,999.75 |
5,999.75 |
5,999.75 |
6,003.50 |
S1 |
5,983.75 |
5,983.75 |
6,000.75 |
5,991.75 |
S2 |
5,963.75 |
5,963.75 |
5,997.50 |
|
S3 |
5,927.75 |
5,947.75 |
5,994.00 |
|
S4 |
5,891.75 |
5,911.75 |
5,984.25 |
|
|
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 |
6,015.50 |
5,911.25 |
104.25 |
1.7% |
40.50 |
0.7% |
89% |
True |
False |
251,578 |
10 |
6,015.50 |
5,842.00 |
173.50 |
2.9% |
53.75 |
0.9% |
93% |
True |
False |
301,452 |
20 |
6,018.25 |
5,842.00 |
176.25 |
2.9% |
51.75 |
0.9% |
92% |
False |
False |
273,482 |
40 |
6,026.25 |
5,760.00 |
266.25 |
4.4% |
62.75 |
1.0% |
92% |
False |
False |
138,420 |
60 |
6,026.25 |
5,720.00 |
306.25 |
5.1% |
60.25 |
1.0% |
93% |
False |
False |
92,465 |
80 |
6,026.25 |
5,568.25 |
458.00 |
7.6% |
65.75 |
1.1% |
95% |
False |
False |
69,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.50 |
2.618 |
6,109.75 |
1.618 |
6,073.75 |
1.000 |
6,051.50 |
0.618 |
6,037.75 |
HIGH |
6,015.50 |
0.618 |
6,001.75 |
0.500 |
5,997.50 |
0.382 |
5,993.25 |
LOW |
5,979.50 |
0.618 |
5,957.25 |
1.000 |
5,943.50 |
1.618 |
5,921.25 |
2.618 |
5,885.25 |
4.250 |
5,826.50 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
6,001.75 |
5,998.25 |
PP |
5,999.75 |
5,992.75 |
S1 |
5,997.50 |
5,987.00 |
|