Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,499.6 |
1,496.7 |
-2.9 |
-0.2% |
1,506.2 |
High |
1,500.5 |
1,503.4 |
2.9 |
0.2% |
1,514.5 |
Low |
1,481.9 |
1,494.7 |
12.8 |
0.9% |
1,491.8 |
Close |
1,498.0 |
1,499.5 |
1.5 |
0.1% |
1,510.5 |
Range |
18.6 |
8.7 |
-9.9 |
-53.2% |
22.7 |
ATR |
12.8 |
12.5 |
-0.3 |
-2.3% |
0.0 |
Volume |
43,614 |
38,306 |
-5,308 |
-12.2% |
176,628 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.3 |
1,521.0 |
1,504.3 |
|
R3 |
1,516.5 |
1,512.5 |
1,502.0 |
|
R2 |
1,508.0 |
1,508.0 |
1,501.0 |
|
R1 |
1,503.8 |
1,503.8 |
1,500.3 |
1,505.8 |
PP |
1,499.3 |
1,499.3 |
1,499.3 |
1,500.3 |
S1 |
1,495.0 |
1,495.0 |
1,498.8 |
1,497.0 |
S2 |
1,490.5 |
1,490.5 |
1,498.0 |
|
S3 |
1,481.8 |
1,486.3 |
1,497.0 |
|
S4 |
1,473.0 |
1,477.5 |
1,494.8 |
|
|
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% |
13.3 |
0.9% |
54% |
False |
False |
34,563 |
10 |
1,514.5 |
1,481.9 |
32.6 |
2.2% |
12.8 |
0.9% |
54% |
False |
False |
34,592 |
20 |
1,518.0 |
1,481.9 |
36.1 |
2.4% |
12.0 |
0.8% |
49% |
False |
False |
33,960 |
40 |
1,518.0 |
1,390.4 |
127.6 |
8.5% |
12.3 |
0.8% |
86% |
False |
False |
38,796 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.0 |
0.8% |
89% |
False |
False |
25,879 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.3 |
0.7% |
89% |
False |
False |
19,420 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
10.0 |
0.7% |
89% |
False |
False |
15,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,540.5 |
2.618 |
1,526.3 |
1.618 |
1,517.5 |
1.000 |
1,512.0 |
0.618 |
1,508.8 |
HIGH |
1,503.5 |
0.618 |
1,500.0 |
0.500 |
1,499.0 |
0.382 |
1,498.0 |
LOW |
1,494.8 |
0.618 |
1,489.3 |
1.000 |
1,486.0 |
1.618 |
1,480.5 |
2.618 |
1,472.0 |
4.250 |
1,457.8 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,499.3 |
1,498.0 |
PP |
1,499.3 |
1,496.5 |
S1 |
1,499.0 |
1,495.0 |
|