Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,319 |
22,355 |
36 |
0.2% |
22,300 |
High |
22,351 |
22,520 |
169 |
0.8% |
22,351 |
Low |
22,281 |
22,347 |
66 |
0.3% |
22,174 |
Close |
22,346 |
22,507 |
161 |
0.7% |
22,346 |
Range |
70 |
173 |
103 |
147.1% |
177 |
ATR |
113 |
118 |
4 |
3.8% |
0 |
Volume |
82,473 |
104,284 |
21,811 |
26.4% |
539,729 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,977 |
22,915 |
22,602 |
|
R3 |
22,804 |
22,742 |
22,555 |
|
R2 |
22,631 |
22,631 |
22,539 |
|
R1 |
22,569 |
22,569 |
22,523 |
22,600 |
PP |
22,458 |
22,458 |
22,458 |
22,474 |
S1 |
22,396 |
22,396 |
22,491 |
22,427 |
S2 |
22,285 |
22,285 |
22,475 |
|
S3 |
22,112 |
22,223 |
22,460 |
|
S4 |
21,939 |
22,050 |
22,412 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,821 |
22,761 |
22,443 |
|
R3 |
22,644 |
22,584 |
22,395 |
|
R2 |
22,467 |
22,467 |
22,379 |
|
R1 |
22,407 |
22,407 |
22,362 |
22,437 |
PP |
22,290 |
22,290 |
22,290 |
22,306 |
S1 |
22,230 |
22,230 |
22,330 |
22,260 |
S2 |
22,113 |
22,113 |
22,314 |
|
S3 |
21,936 |
22,053 |
22,297 |
|
S4 |
21,759 |
21,876 |
22,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,520 |
22,208 |
312 |
1.4% |
112 |
0.5% |
96% |
True |
False |
99,804 |
10 |
22,520 |
22,174 |
346 |
1.5% |
104 |
0.5% |
96% |
True |
False |
105,554 |
20 |
22,520 |
21,661 |
859 |
3.8% |
114 |
0.5% |
98% |
True |
False |
95,546 |
40 |
22,520 |
21,540 |
980 |
4.4% |
124 |
0.6% |
99% |
True |
False |
47,953 |
60 |
22,520 |
21,188 |
1,332 |
5.9% |
119 |
0.5% |
99% |
True |
False |
31,989 |
80 |
22,520 |
21,057 |
1,463 |
6.5% |
119 |
0.5% |
99% |
True |
False |
24,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,255 |
2.618 |
22,973 |
1.618 |
22,800 |
1.000 |
22,693 |
0.618 |
22,627 |
HIGH |
22,520 |
0.618 |
22,454 |
0.500 |
22,434 |
0.382 |
22,413 |
LOW |
22,347 |
0.618 |
22,240 |
1.000 |
22,174 |
1.618 |
22,067 |
2.618 |
21,894 |
4.250 |
21,612 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,483 |
22,464 |
PP |
22,458 |
22,421 |
S1 |
22,434 |
22,379 |
|