Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
6,005.00 |
6,062.25 |
57.25 |
1.0% |
5,984.00 |
High |
6,068.00 |
6,071.50 |
3.50 |
0.1% |
6,071.50 |
Low |
6,001.00 |
6,037.50 |
36.50 |
0.6% |
5,958.50 |
Close |
6,065.75 |
6,064.25 |
-1.50 |
0.0% |
6,064.25 |
Range |
67.00 |
34.00 |
-33.00 |
-49.3% |
113.00 |
ATR |
56.25 |
54.66 |
-1.59 |
-2.8% |
0.00 |
Volume |
254,723 |
232,608 |
-22,115 |
-8.7% |
1,201,464 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.75 |
6,146.00 |
6,083.00 |
|
R3 |
6,125.75 |
6,112.00 |
6,073.50 |
|
R2 |
6,091.75 |
6,091.75 |
6,070.50 |
|
R1 |
6,078.00 |
6,078.00 |
6,067.25 |
6,085.00 |
PP |
6,057.75 |
6,057.75 |
6,057.75 |
6,061.25 |
S1 |
6,044.00 |
6,044.00 |
6,061.25 |
6,051.00 |
S2 |
6,023.75 |
6,023.75 |
6,058.00 |
|
S3 |
5,989.75 |
6,010.00 |
6,055.00 |
|
S4 |
5,955.75 |
5,976.00 |
6,045.50 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.50 |
6,330.25 |
6,126.50 |
|
R3 |
6,257.50 |
6,217.25 |
6,095.25 |
|
R2 |
6,144.50 |
6,144.50 |
6,085.00 |
|
R1 |
6,104.25 |
6,104.25 |
6,074.50 |
6,124.50 |
PP |
6,031.50 |
6,031.50 |
6,031.50 |
6,041.50 |
S1 |
5,991.25 |
5,991.25 |
6,054.00 |
6,011.50 |
S2 |
5,918.50 |
5,918.50 |
6,043.50 |
|
S3 |
5,805.50 |
5,878.25 |
6,033.25 |
|
S4 |
5,692.50 |
5,765.25 |
6,002.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,071.50 |
5,958.50 |
113.00 |
1.9% |
42.75 |
0.7% |
94% |
True |
False |
240,292 |
10 |
6,071.50 |
5,842.00 |
229.50 |
3.8% |
54.25 |
0.9% |
97% |
True |
False |
288,580 |
20 |
6,071.50 |
5,842.00 |
229.50 |
3.8% |
51.00 |
0.8% |
97% |
True |
False |
281,810 |
40 |
6,071.50 |
5,760.00 |
311.50 |
5.1% |
60.00 |
1.0% |
98% |
True |
False |
150,530 |
60 |
6,071.50 |
5,760.00 |
311.50 |
5.1% |
60.25 |
1.0% |
98% |
True |
False |
100,573 |
80 |
6,071.50 |
5,568.25 |
503.25 |
8.3% |
65.25 |
1.1% |
99% |
True |
False |
75,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,216.00 |
2.618 |
6,160.50 |
1.618 |
6,126.50 |
1.000 |
6,105.50 |
0.618 |
6,092.50 |
HIGH |
6,071.50 |
0.618 |
6,058.50 |
0.500 |
6,054.50 |
0.382 |
6,050.50 |
LOW |
6,037.50 |
0.618 |
6,016.50 |
1.000 |
6,003.50 |
1.618 |
5,982.50 |
2.618 |
5,948.50 |
4.250 |
5,893.00 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
6,061.00 |
6,051.25 |
PP |
6,057.75 |
6,038.50 |
S1 |
6,054.50 |
6,025.50 |
|