Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,512 |
22,610 |
98 |
0.4% |
22,300 |
High |
22,622 |
22,631 |
9 |
0.0% |
22,351 |
Low |
22,500 |
22,580 |
80 |
0.4% |
22,174 |
Close |
22,608 |
22,607 |
-1 |
0.0% |
22,346 |
Range |
122 |
51 |
-71 |
-58.2% |
177 |
ATR |
118 |
113 |
-5 |
-4.1% |
0 |
Volume |
75,523 |
73,327 |
-2,196 |
-2.9% |
539,729 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,759 |
22,734 |
22,635 |
|
R3 |
22,708 |
22,683 |
22,621 |
|
R2 |
22,657 |
22,657 |
22,616 |
|
R1 |
22,632 |
22,632 |
22,612 |
22,619 |
PP |
22,606 |
22,606 |
22,606 |
22,600 |
S1 |
22,581 |
22,581 |
22,602 |
22,568 |
S2 |
22,555 |
22,555 |
22,598 |
|
S3 |
22,504 |
22,530 |
22,593 |
|
S4 |
22,453 |
22,479 |
22,579 |
|
|
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 |
22,631 |
22,237 |
394 |
1.7% |
105 |
0.5% |
94% |
True |
False |
85,992 |
10 |
22,631 |
22,174 |
457 |
2.0% |
105 |
0.5% |
95% |
True |
False |
100,111 |
20 |
22,631 |
21,679 |
952 |
4.2% |
106 |
0.5% |
97% |
True |
False |
102,468 |
40 |
22,631 |
21,540 |
1,091 |
4.8% |
124 |
0.5% |
98% |
True |
False |
51,661 |
60 |
22,631 |
21,318 |
1,313 |
5.8% |
118 |
0.5% |
98% |
True |
False |
34,469 |
80 |
22,631 |
21,101 |
1,530 |
6.8% |
119 |
0.5% |
98% |
True |
False |
25,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,848 |
2.618 |
22,765 |
1.618 |
22,714 |
1.000 |
22,682 |
0.618 |
22,663 |
HIGH |
22,631 |
0.618 |
22,612 |
0.500 |
22,606 |
0.382 |
22,600 |
LOW |
22,580 |
0.618 |
22,549 |
1.000 |
22,529 |
1.618 |
22,498 |
2.618 |
22,447 |
4.250 |
22,363 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,607 |
22,568 |
PP |
22,606 |
22,528 |
S1 |
22,606 |
22,489 |
|