Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
6,062.25 |
6,062.50 |
0.25 |
0.0% |
5,984.00 |
High |
6,071.50 |
6,084.00 |
12.50 |
0.2% |
6,071.50 |
Low |
6,037.50 |
6,054.75 |
17.25 |
0.3% |
5,958.50 |
Close |
6,064.25 |
6,064.50 |
0.25 |
0.0% |
6,064.25 |
Range |
34.00 |
29.25 |
-4.75 |
-14.0% |
113.00 |
ATR |
54.66 |
52.84 |
-1.81 |
-3.3% |
0.00 |
Volume |
232,608 |
155,751 |
-76,857 |
-33.0% |
1,201,464 |
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,155.50 |
6,139.25 |
6,080.50 |
|
R3 |
6,126.25 |
6,110.00 |
6,072.50 |
|
R2 |
6,097.00 |
6,097.00 |
6,069.75 |
|
R1 |
6,080.75 |
6,080.75 |
6,067.25 |
6,089.00 |
PP |
6,067.75 |
6,067.75 |
6,067.75 |
6,071.75 |
S1 |
6,051.50 |
6,051.50 |
6,061.75 |
6,059.50 |
S2 |
6,038.50 |
6,038.50 |
6,059.25 |
|
S3 |
6,009.25 |
6,022.25 |
6,056.50 |
|
S4 |
5,980.00 |
5,993.00 |
6,048.50 |
|
|
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 |
6,084.00 |
5,978.75 |
105.25 |
1.7% |
38.50 |
0.6% |
81% |
True |
False |
217,539 |
10 |
6,084.00 |
5,862.75 |
221.25 |
3.6% |
46.00 |
0.8% |
91% |
True |
False |
259,372 |
20 |
6,084.00 |
5,842.00 |
242.00 |
4.0% |
49.50 |
0.8% |
92% |
True |
False |
276,540 |
40 |
6,084.00 |
5,760.00 |
324.00 |
5.3% |
58.50 |
1.0% |
94% |
True |
False |
154,394 |
60 |
6,084.00 |
5,760.00 |
324.00 |
5.3% |
59.75 |
1.0% |
94% |
True |
False |
103,165 |
80 |
6,084.00 |
5,568.25 |
515.75 |
8.5% |
64.75 |
1.1% |
96% |
True |
False |
77,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,208.25 |
2.618 |
6,160.50 |
1.618 |
6,131.25 |
1.000 |
6,113.25 |
0.618 |
6,102.00 |
HIGH |
6,084.00 |
0.618 |
6,072.75 |
0.500 |
6,069.50 |
0.382 |
6,066.00 |
LOW |
6,054.75 |
0.618 |
6,036.75 |
1.000 |
6,025.50 |
1.618 |
6,007.50 |
2.618 |
5,978.25 |
4.250 |
5,930.50 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
6,069.50 |
6,057.25 |
PP |
6,067.75 |
6,049.75 |
S1 |
6,066.00 |
6,042.50 |
|