Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,355 |
22,512 |
157 |
0.7% |
22,300 |
High |
22,520 |
22,622 |
102 |
0.5% |
22,351 |
Low |
22,347 |
22,500 |
153 |
0.7% |
22,174 |
Close |
22,507 |
22,608 |
101 |
0.4% |
22,346 |
Range |
173 |
122 |
-51 |
-29.5% |
177 |
ATR |
118 |
118 |
0 |
0.3% |
0 |
Volume |
104,284 |
75,523 |
-28,761 |
-27.6% |
539,729 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,943 |
22,897 |
22,675 |
|
R3 |
22,821 |
22,775 |
22,642 |
|
R2 |
22,699 |
22,699 |
22,630 |
|
R1 |
22,653 |
22,653 |
22,619 |
22,676 |
PP |
22,577 |
22,577 |
22,577 |
22,588 |
S1 |
22,531 |
22,531 |
22,597 |
22,554 |
S2 |
22,455 |
22,455 |
22,586 |
|
S3 |
22,333 |
22,409 |
22,575 |
|
S4 |
22,211 |
22,287 |
22,541 |
|
|
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 |
22,622 |
22,208 |
414 |
1.8% |
118 |
0.5% |
97% |
True |
False |
94,411 |
10 |
22,622 |
22,174 |
448 |
2.0% |
111 |
0.5% |
97% |
True |
False |
104,659 |
20 |
22,622 |
21,679 |
943 |
4.2% |
108 |
0.5% |
99% |
True |
False |
99,189 |
40 |
22,622 |
21,540 |
1,082 |
4.8% |
126 |
0.6% |
99% |
True |
False |
49,831 |
60 |
22,622 |
21,188 |
1,434 |
6.3% |
120 |
0.5% |
99% |
True |
False |
33,247 |
80 |
22,622 |
21,096 |
1,526 |
6.7% |
119 |
0.5% |
99% |
True |
False |
24,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,141 |
2.618 |
22,942 |
1.618 |
22,820 |
1.000 |
22,744 |
0.618 |
22,698 |
HIGH |
22,622 |
0.618 |
22,576 |
0.500 |
22,561 |
0.382 |
22,547 |
LOW |
22,500 |
0.618 |
22,425 |
1.000 |
22,378 |
1.618 |
22,303 |
2.618 |
22,181 |
4.250 |
21,982 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,592 |
22,556 |
PP |
22,577 |
22,504 |
S1 |
22,561 |
22,452 |
|