Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,508.0 |
1,507.1 |
-0.9 |
-0.1% |
1,510.9 |
High |
1,511.3 |
1,511.9 |
0.6 |
0.0% |
1,518.0 |
Low |
1,501.1 |
1,503.0 |
1.9 |
0.1% |
1,501.1 |
Close |
1,507.8 |
1,506.2 |
-1.6 |
-0.1% |
1,506.2 |
Range |
10.2 |
8.9 |
-1.3 |
-12.7% |
16.9 |
ATR |
11.9 |
11.7 |
-0.2 |
-1.8% |
0.0 |
Volume |
31,264 |
31,347 |
83 |
0.3% |
145,400 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.8 |
1,528.8 |
1,511.0 |
|
R3 |
1,524.8 |
1,520.0 |
1,508.8 |
|
R2 |
1,516.0 |
1,516.0 |
1,507.8 |
|
R1 |
1,511.0 |
1,511.0 |
1,507.0 |
1,509.0 |
PP |
1,507.0 |
1,507.0 |
1,507.0 |
1,506.0 |
S1 |
1,502.3 |
1,502.3 |
1,505.5 |
1,500.3 |
S2 |
1,498.3 |
1,498.3 |
1,504.5 |
|
S3 |
1,489.3 |
1,493.3 |
1,503.8 |
|
S4 |
1,480.3 |
1,484.3 |
1,501.3 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.3 |
1,549.5 |
1,515.5 |
|
R3 |
1,542.3 |
1,532.8 |
1,510.8 |
|
R2 |
1,525.3 |
1,525.3 |
1,509.3 |
|
R1 |
1,515.8 |
1,515.8 |
1,507.8 |
1,512.0 |
PP |
1,508.5 |
1,508.5 |
1,508.5 |
1,506.5 |
S1 |
1,498.8 |
1,498.8 |
1,504.8 |
1,495.3 |
S2 |
1,491.5 |
1,491.5 |
1,503.0 |
|
S3 |
1,474.8 |
1,482.0 |
1,501.5 |
|
S4 |
1,457.8 |
1,465.0 |
1,497.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,518.0 |
1,501.1 |
16.9 |
1.1% |
10.3 |
0.7% |
30% |
False |
False |
29,080 |
10 |
1,518.0 |
1,491.6 |
26.4 |
1.8% |
11.3 |
0.7% |
55% |
False |
False |
31,116 |
20 |
1,518.0 |
1,431.3 |
86.7 |
5.8% |
12.0 |
0.8% |
86% |
False |
False |
42,908 |
40 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.5 |
0.8% |
93% |
False |
False |
30,944 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.3 |
0.8% |
93% |
False |
False |
20,647 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.5 |
0.7% |
93% |
False |
False |
15,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.8 |
2.618 |
1,535.3 |
1.618 |
1,526.3 |
1.000 |
1,520.8 |
0.618 |
1,517.5 |
HIGH |
1,512.0 |
0.618 |
1,508.5 |
0.500 |
1,507.5 |
0.382 |
1,506.5 |
LOW |
1,503.0 |
0.618 |
1,497.5 |
1.000 |
1,494.0 |
1.618 |
1,488.5 |
2.618 |
1,479.8 |
4.250 |
1,465.3 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,507.5 |
1,507.0 |
PP |
1,507.0 |
1,506.8 |
S1 |
1,506.5 |
1,506.5 |
|