Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,610 |
22,597 |
-13 |
-0.1% |
22,300 |
High |
22,631 |
22,744 |
113 |
0.5% |
22,351 |
Low |
22,580 |
22,596 |
16 |
0.1% |
22,174 |
Close |
22,607 |
22,740 |
133 |
0.6% |
22,346 |
Range |
51 |
148 |
97 |
190.2% |
177 |
ATR |
113 |
116 |
2 |
2.2% |
0 |
Volume |
73,327 |
71,116 |
-2,211 |
-3.0% |
539,729 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,137 |
23,087 |
22,822 |
|
R3 |
22,989 |
22,939 |
22,781 |
|
R2 |
22,841 |
22,841 |
22,767 |
|
R1 |
22,791 |
22,791 |
22,754 |
22,816 |
PP |
22,693 |
22,693 |
22,693 |
22,706 |
S1 |
22,643 |
22,643 |
22,727 |
22,668 |
S2 |
22,545 |
22,545 |
22,713 |
|
S3 |
22,397 |
22,495 |
22,699 |
|
S4 |
22,249 |
22,347 |
22,659 |
|
|
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 |
22,744 |
22,281 |
463 |
2.0% |
113 |
0.5% |
99% |
True |
False |
81,344 |
10 |
22,744 |
22,174 |
570 |
2.5% |
113 |
0.5% |
99% |
True |
False |
97,604 |
20 |
22,744 |
21,679 |
1,065 |
4.7% |
108 |
0.5% |
100% |
True |
False |
104,069 |
40 |
22,744 |
21,540 |
1,204 |
5.3% |
126 |
0.6% |
100% |
True |
False |
53,435 |
60 |
22,744 |
21,377 |
1,367 |
6.0% |
118 |
0.5% |
100% |
True |
False |
35,654 |
80 |
22,744 |
21,101 |
1,643 |
7.2% |
120 |
0.5% |
100% |
True |
False |
26,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,373 |
2.618 |
23,132 |
1.618 |
22,984 |
1.000 |
22,892 |
0.618 |
22,836 |
HIGH |
22,744 |
0.618 |
22,688 |
0.500 |
22,670 |
0.382 |
22,653 |
LOW |
22,596 |
0.618 |
22,505 |
1.000 |
22,448 |
1.618 |
22,357 |
2.618 |
22,209 |
4.250 |
21,967 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,717 |
22,701 |
PP |
22,693 |
22,661 |
S1 |
22,670 |
22,622 |
|