Trading Metrics calculated at close of trading on 25-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,498.9 |
1,499.6 |
0.7 |
0.0% |
1,506.2 |
High |
1,508.1 |
1,500.5 |
-7.6 |
-0.5% |
1,514.5 |
Low |
1,497.2 |
1,481.9 |
-15.3 |
-1.0% |
1,491.8 |
Close |
1,501.5 |
1,498.0 |
-3.5 |
-0.2% |
1,510.5 |
Range |
10.9 |
18.6 |
7.7 |
70.6% |
22.7 |
ATR |
12.3 |
12.8 |
0.5 |
4.2% |
0.0 |
Volume |
28,045 |
43,614 |
15,569 |
55.5% |
176,628 |
|
Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.3 |
1,542.3 |
1,508.3 |
|
R3 |
1,530.8 |
1,523.8 |
1,503.0 |
|
R2 |
1,512.0 |
1,512.0 |
1,501.5 |
|
R1 |
1,505.0 |
1,505.0 |
1,499.8 |
1,499.3 |
PP |
1,493.5 |
1,493.5 |
1,493.5 |
1,490.5 |
S1 |
1,486.5 |
1,486.5 |
1,496.3 |
1,480.8 |
S2 |
1,474.8 |
1,474.8 |
1,494.5 |
|
S3 |
1,456.3 |
1,467.8 |
1,493.0 |
|
S4 |
1,437.8 |
1,449.3 |
1,487.8 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.8 |
1,564.8 |
1,523.0 |
|
R3 |
1,551.0 |
1,542.0 |
1,516.8 |
|
R2 |
1,528.3 |
1,528.3 |
1,514.8 |
|
R1 |
1,519.5 |
1,519.5 |
1,512.5 |
1,523.8 |
PP |
1,505.5 |
1,505.5 |
1,505.5 |
1,507.8 |
S1 |
1,496.8 |
1,496.8 |
1,508.5 |
1,501.3 |
S2 |
1,483.0 |
1,483.0 |
1,506.3 |
|
S3 |
1,460.3 |
1,474.0 |
1,504.3 |
|
S4 |
1,437.5 |
1,451.3 |
1,498.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,514.2 |
1,481.9 |
32.3 |
2.2% |
14.8 |
1.0% |
50% |
False |
True |
34,493 |
10 |
1,514.5 |
1,481.9 |
32.6 |
2.2% |
13.0 |
0.9% |
49% |
False |
True |
33,888 |
20 |
1,518.0 |
1,478.6 |
39.4 |
2.6% |
12.3 |
0.8% |
49% |
False |
False |
35,103 |
40 |
1,518.0 |
1,379.0 |
139.0 |
9.3% |
12.5 |
0.8% |
86% |
False |
False |
37,841 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.3 |
0.8% |
88% |
False |
False |
25,241 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.3 |
0.7% |
88% |
False |
False |
18,942 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
9.8 |
0.7% |
88% |
False |
False |
15,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.5 |
2.618 |
1,549.3 |
1.618 |
1,530.5 |
1.000 |
1,519.0 |
0.618 |
1,512.0 |
HIGH |
1,500.5 |
0.618 |
1,493.5 |
0.500 |
1,491.3 |
0.382 |
1,489.0 |
LOW |
1,482.0 |
0.618 |
1,470.5 |
1.000 |
1,463.3 |
1.618 |
1,451.8 |
2.618 |
1,433.3 |
4.250 |
1,402.8 |
|
|
Fisher Pivots for day following 25-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,495.8 |
1,497.8 |
PP |
1,493.5 |
1,497.8 |
S1 |
1,491.3 |
1,497.5 |
|