Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,505.0 |
1,500.7 |
-4.3 |
-0.3% |
1,510.9 |
High |
1,508.5 |
1,510.2 |
1.7 |
0.1% |
1,518.0 |
Low |
1,495.6 |
1,499.7 |
4.1 |
0.3% |
1,501.1 |
Close |
1,499.0 |
1,506.4 |
7.4 |
0.5% |
1,506.2 |
Range |
12.9 |
10.5 |
-2.4 |
-18.6% |
16.9 |
ATR |
11.9 |
11.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
32,799 |
33,956 |
1,157 |
3.5% |
145,400 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.0 |
1,532.3 |
1,512.3 |
|
R3 |
1,526.5 |
1,521.8 |
1,509.3 |
|
R2 |
1,516.0 |
1,516.0 |
1,508.3 |
|
R1 |
1,511.3 |
1,511.3 |
1,507.3 |
1,513.5 |
PP |
1,505.5 |
1,505.5 |
1,505.5 |
1,506.5 |
S1 |
1,500.8 |
1,500.8 |
1,505.5 |
1,503.0 |
S2 |
1,495.0 |
1,495.0 |
1,504.5 |
|
S3 |
1,484.5 |
1,490.3 |
1,503.5 |
|
S4 |
1,474.0 |
1,479.8 |
1,500.5 |
|
|
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 |
1,514.5 |
1,495.6 |
18.9 |
1.3% |
11.3 |
0.7% |
57% |
False |
False |
33,283 |
10 |
1,518.0 |
1,495.6 |
22.4 |
1.5% |
10.3 |
0.7% |
48% |
False |
False |
31,742 |
20 |
1,518.0 |
1,438.5 |
79.5 |
5.3% |
12.5 |
0.8% |
85% |
False |
False |
41,469 |
40 |
1,518.0 |
1,359.8 |
158.2 |
10.5% |
11.8 |
0.8% |
93% |
False |
False |
33,537 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.5 |
0.8% |
93% |
False |
False |
22,367 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
10.8 |
0.7% |
93% |
False |
False |
16,787 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
9.0 |
0.6% |
93% |
False |
False |
13,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.8 |
2.618 |
1,537.8 |
1.618 |
1,527.3 |
1.000 |
1,520.8 |
0.618 |
1,516.8 |
HIGH |
1,510.3 |
0.618 |
1,506.3 |
0.500 |
1,505.0 |
0.382 |
1,503.8 |
LOW |
1,499.8 |
0.618 |
1,493.3 |
1.000 |
1,489.3 |
1.618 |
1,482.8 |
2.618 |
1,472.3 |
4.250 |
1,455.0 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,506.0 |
1,506.0 |
PP |
1,505.5 |
1,505.5 |
S1 |
1,505.0 |
1,505.0 |
|